Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CIZ (VictoryShares Developed Enhanced Volatility Wtd ETF) | NA | 3,338.40% | 201.91% | 35.35% | 16.50% | NA | NA | 16.65% |
Data as of 10/31/2024, AR inception is 10/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIZ (VictoryShares Developed Enhanced Volatility Wtd ETF) | 10/02/2014 | 10/31/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1,425.94 | 3,338.40 | 201.91 | 35.35 | 16.50 | NA | NA | 16.65 | 2,700.84 | 113.88 | -33.86 | -88.49 | -4.44 | 11.85 | -10.30 | 25.57 | -7.47 | -7.29 | -0.96 |
| Sharpe Ratio | NA | 3.88 | 0.22 | 0.05 | 0.03 | NA | NA | 0.03 | 6.23 | 0.14 | -0.03 | -0.19 | -0.16 | 1.07 | -0.93 | 3.08 | -0.49 | -0.48 | -0.29 |
| Standard Deviation(%) | NA | 859.81 | 897.62 | 708.77 | 501.06 | NA | NA | 498.98 | 842.02 | 784.72 | 1,046.31 | 467.54 | 28.95 | 9.79 | 12.59 | 8.13 | 15.72 | 15.14 | 13.37 |
| Draw Down(%) | NA | 95.23 | 95.44 | 95.44 | 95.44 | NA | NA | 95.44 | 95.23 | 94.02 | 95.44 | 91.69 | 34.78 | 8.11 | 16.90 | 2.25 | 11.74 | 17.85 | 5.26 |
| Yield(%) | 0.00 | 62.94 | 19.89 | 2.59 | 2.13 | 1.44 | 1.08 | 2.16 | 42.11 | 70.06 | 1.71 | 3.30 | 1.32 | 3.06 | 2.39 | 2.15 | 1.74 | 1.29 | 0.22 |
Data as of 10/31/2024, AR inception is 10/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIZ (VictoryShares Developed Enhanced Volatility Wtd ETF) |
-59.67%
Jun 2019 - Jun 2022 |
-41.58%
Jun 2017 - Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIZ (VictoryShares Developed Enhanced Volatility Wtd ETF) |
19.96%
Sep 2021 - Sep 2024 |
4.04%
Apr 2016 - Apr 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart