- Issuer
- Pacer
- Inception Date
- Sep 30, 2021
- Region
- North America (U.S.)
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $100M
Share Price Chart
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Performance
PSMO Performance Chart
Pacer Swan SOS Moderate (October) ETF (PSMO) is up 5.5% since the beginning of the year. PSMO is currently trading at $32 per share.
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Returns By Period
Pacer Swan SOS Moderate (October) ETF (PSMO) has returned 5.45% so far this year and 14.86% over the past 12 months.
Pacer Swan SOS Moderate (October) ETF
- 1D
- -0.14%
- 1M
- 2.03%
- YTD
- 5.45%
- 6M
- 6.07%
- 1Y
- 14.86%
- 3Y*
- 12.40%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
PSMO Monthly Returns History
Based on dividend-adjusted daily data since Oct 1, 2021, PSMO's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +5.4%, while the worst month was Apr 2022 at -4.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PSMO closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -3.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | -0.17% | -2.41% | 5.43% | 2.01% | -0.06% | 5.45% | ||||||
| 2025 | 1.69% | -0.48% | -2.77% | -0.48% | 3.44% | 3.40% | 1.38% | 1.50% | 1.35% | 0.90% | 0.45% | 0.65% | 11.44% |
| 2024 | 0.60% | 1.94% | 1.05% | -0.29% | 1.68% | 0.80% | 0.52% | 0.73% | 0.41% | -0.48% | 3.07% | -0.90% | 9.44% |
| 2023 | 4.18% | -0.90% | 2.14% | 1.31% | 0.95% | 3.12% | 1.07% | 0.62% | -0.10% | -0.89% | 5.12% | 2.37% | 20.50% |
| 2022 | -1.41% | -1.08% | 2.11% | -4.24% | 0.17% | -3.27% | 3.88% | -0.96% | -0.95% | 3.80% | 3.16% | -2.13% | -1.32% |
| 2021 | 1.95% | -0.78% | 1.71% | 2.88% |
Benchmark Metrics
Pacer Swan SOS Moderate (October) ETF has an annualized alpha of 4.45%, beta of 0.43, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 04, 2021.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.71%) than losses (33.83%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 4.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.43 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
- 4.45%
- Beta
- 0.43
- R²
- 0.78
- Upside Capture
- 44.71%
- Downside Capture
- 33.83%
Expense Ratio
PSMO has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
PSMO ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Pacer Swan SOS Moderate (October) ETF (PSMO) and compare them to S&P 500 Index.
| PSMO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.65 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.41 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 2.93 | +0.40 |
| Martin ratioReturn relative to average drawdown | 16.94 | 13.52 | +3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
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 (October) 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 (October) ETF was 9.77%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.
The current Pacer Swan SOS Moderate (October) ETF drawdown is 0.14%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -9.77%Apr 2025 | 1mo 18d | 1mo 29d | 3mo 17dFeb 2025 - Jun 2025 |
Bear market2022 | -9.38%Jun 2022 | 7mo 28d | 5mo 12d | 1y 1moOct 2021 - Nov 2022 |
2026 pullback2026 | -4.48%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2023 pullback2023 | -3.79%Mar 2023 | 1mo 10d | 16d | 1mo 26dFeb 2023 - Mar 2023 |
2023 pullback2023 | -3.27%Oct 2023 | 9d | 7d | 16dOct 2023 - Nov 2023 |
Drawdown Indicators
| PSMO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.77% | -56.78% | +47.01% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -9.10% | +4.62% |
Max Drawdown (3Y)Largest decline over 3 years | -9.77% | -18.90% | +9.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.14% | -0.74% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.33% | -10.72% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 1.97% | -1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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