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ISIN
US69374H6918
CUSIP
69374H691
Issuer
Pacer
Inception Date
Jul 23, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Pacer CFRA-Stovall Equal Weight Seasonal Rotation Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$13M

Share Price Chart


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Performance

SZNE Performance Chart


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S&P 500 Index

Returns By Period


Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SZNE Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.99%4.19%-6.52%7.40%-0.13%9.68%
20253.36%-2.69%-5.64%-1.31%0.14%0.52%-2.07%3.18%-1.58%0.48%0.98%1.49%-3.44%
2024-1.71%6.48%4.01%-5.55%0.14%-1.71%3.49%2.84%0.64%-4.92%5.67%-6.30%2.05%
20239.96%-2.43%0.33%-1.47%-6.01%3.89%1.02%-4.02%-5.85%-5.25%10.54%7.62%6.53%
2022-6.85%-1.95%2.20%-5.99%-0.73%-3.91%5.16%-4.15%-6.95%9.54%8.32%-5.88%-12.33%
2021-1.55%6.90%6.17%4.68%1.59%0.81%2.08%1.55%-4.50%2.16%-1.11%5.47%26.36%

Benchmark Metrics

Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF has an annualized alpha of -4.37%, beta of 0.90, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since July 24, 2018.

  • This ETF participated in 103.84% of S&P 500 Index downside but only 80.05% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.37% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.90 and R2 of 0.77, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-4.37%
Beta
0.90
0.77
Upside Capture
80.05%
Downside Capture
103.84%

Expense Ratio

SZNE has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF (SZNE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SZNEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

Pacer CFRA-Stovall Equal Weight Seasonal Rotation ETF provided a 1.23% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 4 consecutive years.


0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.40$0.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.47$0.51$0.44$0.44$0.38$0.32$0.43$0.28$0.16

Dividend yield

1.23%1.47%1.20%1.21%1.11%0.79%1.37%0.90%0.68%

Monthly Dividends

The table displays the monthly dividend distributions for Pacer CFRA-Stovall Equal Weight Seasonal Rotation 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$0.05$0.00$0.02$0.07
2025$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.14$0.00$0.00$0.26$0.51
2024$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.14$0.00$0.00$0.13$0.44
2023$0.00$0.00$0.08$0.00$0.00$0.07$0.00$0.00$0.14$0.00$0.00$0.15$0.44
2022$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.11$0.00$0.00$0.15$0.38
2021$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.10$0.32

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 CFRA-Stovall Equal Weight Seasonal Rotation 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 CFRA-Stovall Equal Weight Seasonal Rotation ETF was 39.79%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.79%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
2025 selloff2025
-22.92%Apr 2025
4mo 13d
1y 6moNov 2024 - now
2023 bear market2023
-22.91%Oct 2023
1y 9mo4mo 26d
2y 2moJan 2022 - Mar 2024
Rate-hike selloffLate 2018
-16.59%Dec 2018
2mo 29d1mo 20d
4mo 19dSep 2018 - Feb 2019
2024 pullback2024
-8.10%Jul 2024
3mo 3d2mo 15d
5mo 18dApr 2024 - Sep 2024

Drawdown Indicators


SZNEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SZNE

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