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Vesper U.S. Large Cap Short-Term Reversal Strategy...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US3015057496
CUSIP
301505749
Inception Date
Sep 21, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Vesper US Large Cap Short-Term Reversal Index
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vesper U.S. Large Cap Short-Term Reversal Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period


Vesper U.S. Large Cap Short-Term Reversal Strategy ETF

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

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.23%0.06%-4.89%-3.65%
20241.02%4.69%3.86%-3.71%2.32%2.10%8.97%2.75%4.10%-0.20%6.00%-5.44%28.82%
20231.86%-2.67%1.50%-0.13%-3.26%4.24%2.99%-6.17%-3.30%-4.04%5.56%4.99%0.72%
2022-7.72%-3.76%-0.64%-4.49%3.38%-7.47%2.97%-5.26%-6.31%6.98%4.70%-3.49%-20.36%
2021-1.72%2.92%5.36%6.43%0.44%-0.34%3.75%6.06%-6.80%4.57%-1.64%9.00%30.54%
2020-6.07%-10.40%-7.03%23.97%3.34%0.01%3.34%8.05%-3.68%-0.53%6.07%4.78%19.21%

Benchmark Metrics

Vesper U.S. Large Cap Short-Term Reversal Strategy ETF has an annualized alpha of -0.16%, beta of 0.89, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 24, 2018.

  • This ETF participated in 101.70% of S&P 500 Index downside but only 94.27% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.89 and R² of 0.68, 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
-0.16%
Beta
0.89
0.68
Upside Capture
94.27%
Downside Capture
101.70%

Expense Ratio

UTRN has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) and compare them to a chosen benchmark (S&P 500 Index).


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Dividends

Dividend History

Vesper U.S. Large Cap Short-Term Reversal Strategy ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.002018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$0.00$0.32$0.65$0.26$7.55$2.68$1.02$0.15

Dividend yield

0.00%1.06%2.75%1.09%24.51%9.09%3.77%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Vesper U.S. Large Cap Short-Term Reversal Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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$0.32$0.32
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.55$7.55
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.68$2.68

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 Vesper U.S. Large Cap Short-Term Reversal Strategy 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 Vesper U.S. Large Cap Short-Term Reversal Strategy ETF was 39.40%, occurring on Mar 23, 2020. Recovery took 48 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.4%Jan 3, 202055Mar 23, 202048Jun 1, 2020103
-29.05%Dec 31, 2021459Oct 27, 2023213Sep 4, 2024672
-18.9%Sep 24, 201864Dec 24, 201841Feb 25, 2019105
-12.3%Dec 3, 202468Mar 13, 2025
-9.33%Jun 9, 202014Jun 26, 202029Aug 7, 202043

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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