Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEZ (VictoryShares Emerging Market Volatility Wtd ETF) | NA | 26.82% | -4.49% | 1.45% | NA | NA | NA | … | … |
Data as of 04/01/2021, Common starting date is 03/23/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEZ (VictoryShares Emerging Market Volatility Wtd ETF) | 03/23/2016 | 04/01/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 26.82 | -4.49 | 1.45 | NA | NA | NA | … | … | 6.54 | -17.88 | 9.51 | -18.57 | 21.42 | -2.33 | 154.91 | -65.10 | -28.18 | -19.41 | 13.18 | -10.00 | 8.06 | -32.24 | 35.56 | -81.68 | 116.51 | 132.67 | 60.42 | 18.13 | -23.64 | 4,202.13 |
| Sharpe Ratio | NA | 0.92 | -0.25 | 0.03 | -0.03 | NA | NA | … | … | 1.44 | -0.49 | -1.14 | -2.49 | 0.21 | -2.47 | 0.05 | -0.05 | -0.18 | -1.72 | -0.01 | -0.05 | -0.02 | -0.09 | 0.02 | -0.12 | 0.10 | 0.10 | 0.06 | 0.00 | -0.06 | 11.77 |
| Standard Deviation(%) | NA | 29.04 | 24.30 | 20.63 | 1,079.86 | NA | NA | … | … | 20.34 | 37.03 | 12.03 | 16.11 | 10.47 | 16.53 | 2,570.84 | 1,737.62 | 256.53 | 22.25 | 671.40 | 526.70 | 523.44 | 561.88 | 608.45 | 903.80 | 965.19 | 1,105.84 | 701.31 | 855.10 | 737.75 | 366.29 |
| Draw Down(%) | NA | 18.08 | 35.83 | 39.73 | 98.54 | NA | NA | … | … | 5.32 | 35.82 | 9.51 | 26.35 | 4.89 | 12.77 | 97.66 | 96.90 | 84.37 | 27.21 | 86.91 | 87.17 | 87.02 | 93.15 | 96.39 | 97.07 | 97.16 | 97.07 | 97.06 | 97.07 | 97.77 | 35.92 |
| Yield(%) | 0.00 | 2.35 | 3.40 | 4.02 | 2.07 | 1.38 | 1.03 | … | … | 0.00 | 1.70 | 2.43 | 6.63 | 6.84 | 1.88 | 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 | 0.00 | 0.00 | 0.00 |
Data as of 04/01/2021, Common starting date is 03/23/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEZ (VictoryShares Emerging Market Volatility Wtd ETF) |
-7.56%
Jan 2018 – Jan 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEZ (VictoryShares Emerging Market Volatility Wtd ETF) |
8.26%
Dec 2016 – Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart