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AdvisorShares STAR Global Buy-Write ETF (VEGA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00768Y7682
CUSIP00768Y768
IssuerAdvisorShares
Inception DateSep 17, 2012
RegionDeveloped Markets (Broad)
CategoryGlobal Equities, Actively Managed
Index TrackedNo Index (Active)
Home Pageadvisorshares.com
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The AdvisorShares STAR Global Buy-Write ETF has a high expense ratio of 2.02%, indicating higher-than-average management fees.


Expense ratio chart for VEGA: current value at 2.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.02%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AdvisorShares STAR Global Buy-Write ETF

Popular comparisons: VEGA vs. JEPI, VEGA vs. DIVO, VEGA vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AdvisorShares STAR Global Buy-Write ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
14.50%
21.13%
VEGA (AdvisorShares STAR Global Buy-Write ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

AdvisorShares STAR Global Buy-Write ETF had a return of 2.43% year-to-date (YTD) and 11.92% in the last 12 months. Over the past 10 years, AdvisorShares STAR Global Buy-Write ETF had an annualized return of 6.43%, while the S&P 500 had an annualized return of 10.55%, indicating that AdvisorShares STAR Global Buy-Write ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.43%6.33%
1 month-2.56%-2.81%
6 months14.51%21.13%
1 year11.92%24.56%
5 years (annualized)5.79%11.55%
10 years (annualized)6.43%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.56%2.45%2.49%
2023-3.79%-2.33%6.84%4.48%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEGA is 60, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of VEGA is 6060
AdvisorShares STAR Global Buy-Write ETF(VEGA)
The Sharpe Ratio Rank of VEGA is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of VEGA is 6262Sortino Ratio Rank
The Omega Ratio Rank of VEGA is 6161Omega Ratio Rank
The Calmar Ratio Rank of VEGA is 5656Calmar Ratio Rank
The Martin Ratio Rank of VEGA is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for AdvisorShares STAR Global Buy-Write ETF (VEGA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VEGA
Sharpe ratio
The chart of Sharpe ratio for VEGA, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.001.19
Sortino ratio
The chart of Sortino ratio for VEGA, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.001.74
Omega ratio
The chart of Omega ratio for VEGA, currently valued at 1.21, compared to the broader market1.001.502.001.21
Calmar ratio
The chart of Calmar ratio for VEGA, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.000.78
Martin ratio
The chart of Martin ratio for VEGA, currently valued at 3.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.67
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current AdvisorShares STAR Global Buy-Write ETF Sharpe ratio is 1.19. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.19
1.91
VEGA (AdvisorShares STAR Global Buy-Write ETF)
Benchmark (^GSPC)

Dividends

Dividend History

AdvisorShares STAR Global Buy-Write ETF granted a 1.10% dividend yield in the last twelve months. The annual payout for that period amounted to $0.44 per share.


PeriodTTM20232022202120202019201820172016
Dividend$0.44$0.44$0.65$0.23$0.10$0.15$0.13$0.00$0.22

Dividend yield

1.10%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%

Monthly Dividends

The table displays the monthly dividend distributions for AdvisorShares STAR Global Buy-Write ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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$0.44
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.98%
-3.48%
VEGA (AdvisorShares STAR Global Buy-Write ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the AdvisorShares STAR Global Buy-Write 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 AdvisorShares STAR Global Buy-Write ETF was 28.39%, occurring on Mar 23, 2020. Recovery took 133 trading sessions.

The current AdvisorShares STAR Global Buy-Write ETF drawdown is 2.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.39%Feb 20, 202022Mar 23, 2020133Nov 9, 2020155
-22.78%Nov 9, 2021233Oct 12, 2022347Mar 1, 2024580
-13.1%Mar 5, 2015195Feb 11, 201686Aug 5, 2016281
-12.96%Sep 5, 201848Dec 21, 201861May 3, 2019109
-9.22%Mar 8, 201371Jun 20, 2013203May 27, 2014274

Volatility

Volatility Chart

The current AdvisorShares STAR Global Buy-Write ETF volatility is 3.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.14%
3.59%
VEGA (AdvisorShares STAR Global Buy-Write ETF)
Benchmark (^GSPC)