VICTORYSHARES US 500 VOLATILITY WTD ETF
Free full Seasonality data:
CFA vs SPY 1 Year Daily ReturnsCFA has a beta of 0.76. In the past year, CFA has been less volatile than the S&P500.
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CFA Historical BetaSince 2024-08-12, the beta for CFA changed by +0.01 and had an average of 0.74.
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CFA Sharpe RatioCFA has a 1 year sharpe of 0.4 which is +0.06 compared to the S&P500.
Display:
1y
Timeframe:
1y
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CFA Daily P/L Normal DistributionCFA has a P/L mean of 0.04% and a std dev of 1.12%. A daily 1σ move is between $NaN and $NaN.
Timeframe:
1y
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CFA 1 Year DrawdownCFA had a max drawdown of 17.68% in the previous year.
1y
CFA Yearly Drawdown Duration