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Issuer
Pacer
Inception Date
Jun 30, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$88M

Share Price Chart


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Performance

PSMJ Performance Chart

Pacer Swan SOS Moderate (July) ETF (PSMJ) is up 4.5% since the beginning of the year. PSMJ is currently trading at $34 per share.


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S&P 500 Index

Returns By Period

Pacer Swan SOS Moderate (July) ETF (PSMJ) has returned 4.54% so far this year and 16.12% over the past 12 months.


Pacer Swan SOS Moderate (July) ETF

1D
0.04%
1M
1.17%
YTD
4.54%
6M
5.78%
1Y
16.12%
3Y*
13.98%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSMJ Monthly Returns History

Based on dividend-adjusted daily data since Jul 1, 2021, PSMJ's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jun 2023 with a return of +6.0%, while the worst month was Sep 2022 at -5.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PSMJ closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.64%0.09%-1.88%4.45%1.20%0.06%4.54%
20251.60%-0.23%-3.46%-0.31%3.76%5.38%1.19%1.18%1.63%0.67%0.45%0.92%13.29%
20240.90%2.96%1.28%-0.71%2.38%0.72%1.00%1.48%1.49%-0.45%3.05%-0.77%14.06%
20233.98%-1.30%2.42%1.35%0.43%5.95%1.91%-0.59%-2.84%-1.00%5.42%2.87%19.80%
2022-1.29%-0.98%2.09%-4.27%-0.81%0.64%4.33%-1.68%-5.07%4.28%3.39%-2.52%-2.41%
20210.52%1.14%-1.77%2.61%-0.52%1.70%3.68%

Benchmark Metrics

Pacer Swan SOS Moderate (July) ETF has an annualized alpha of 4.39%, beta of 0.48, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since July 02, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.25%) than losses (40.77%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.48 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.39%
Beta
0.48
0.81
Upside Capture
50.25%
Downside Capture
40.77%

Expense Ratio

PSMJ has an expense ratio of 0.61%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PSMJ ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


PSMJ Risk / Return Rank: 8888
Overall Rank
PSMJ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PSMJ Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSMJ Omega Ratio Rank: 9191
Omega Ratio Rank
PSMJ Calmar Ratio Rank: 8282
Calmar Ratio Rank
PSMJ Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Pacer Swan SOS Moderate (July) ETF (PSMJ) and compare them to S&P 500 Index.


PSMJBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.83

2.39

+0.44

Sortino ratio

Return per unit of downside risk

4.33

3.25

+1.07

Omega ratio

Gain probability vs. loss probability

1.62

1.43

+0.18

Calmar ratio

Return relative to maximum drawdown

4.38

3.11

+1.27

Martin ratio

Return relative to average drawdown

24.09

14.38

+9.71

Dividends

Dividend History

Pacer Swan SOS Moderate (July) ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.01%0.01%0.02%0.02%$0.00$0.00$0.00$0.00$0.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.00$0.00$0.00$0.00$0.00$0.00

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.02%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer Swan SOS Moderate (July) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Pacer Swan SOS Moderate (July) ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Pacer Swan SOS Moderate (July) ETF was 10.87%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-10.87%Apr 2025
1mo 18d1mo 27d
3mo 15dFeb 2025 - Jun 2025
Bear market2022
-8.40%Oct 2022
1mo 25d3mo 17d
5mo 12dAug 2022 - Jan 2023
Bear market2022
-6.89%Jun 2022
2mo 18d1mo 26d
4mo 14dMar 2022 - Aug 2022
2023 pullback2023
-5.42%Oct 2023
2mo 27d24d
3mo 21dAug 2023 - Nov 2023
2023 pullback2023
-4.85%Mar 2023
1mo 10d29d
2mo 9dFeb 2023 - Apr 2023

Drawdown Indicators


PSMJBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.87%

-56.78%

+45.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-9.10%

+5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-10.87%

-18.90%

+8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.37%

-10.72%

+9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.97%

-1.30%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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