CEY Performance — VictoryShares Emerging Market High Dividend Volatility Wtd ETF
Data updated: 2022-11-29
CEY returned −26.66% over one year to Sep 2022. The annualised 3-year return is −4.87%. Against its Emerging Markets Equity category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $86, against $96 for the category, and to $73 over one year, against $73. Volatility over the past three years was 19.45% a year. In the 12 months to Sep 2022 the fund took in a net $3.9M, and assets reached $8.31M.
CEY Growth of $100
What $100 invested in VictoryShares Emerging Market High Dividend Volatility Wtd ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | CEY | Category average |
|---|---|---|
| 1 year (Oct 2021 – Sep 2022) | $73 | $73 |
| 3 years (Oct 2019 – Sep 2022) | $86 | $96 |
| Since data start (Jul 2019 – Sep 2022) | $81 | $93 |
CEY Trailing Returns
Total returns to Sep 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −26.66% |
| 3 years (annualised) | −4.87% |
CEY Annual Returns
Calendar-year total returns of VictoryShares Emerging Market High Dividend Volatility Wtd ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 (Jan–Sep) | −25.84% |
| 2021 | +11.50% |
| 2020 | −4.14% |
| 2019 (Jul–Dec) | +2.16% |
CEY Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | +1.8% | −5.2% | −4.3% | −4.5% | +0.9% | −8.2% | +0.6% | −0.3% | −9.4% | — | — | — |
| 2021 | −0.6% | +4.1% | +3.7% | +1.6% | +3.6% | −0.9% | −2.1% | +5.0% | −1.9% | 0.0% | −4.1% | +3.2% |
| 2020 | −6.8% | −6.3% | −17.7% | +9.8% | +1.6% | +3.1% | +1.6% | −0.1% | −4.1% | −0.6% | +12.3% | +6.8% |
| 2019 | — | — | — | — | — | — | −1.4% | −5.4% | +0.9% | +2.5% | −0.7% | +6.7% |
CEY Risk
Risk measures from monthly returns over Oct 2019 – Sep 2022.
- 3-year volatility (annualised): 19.45%
- 3-year Sharpe ratio: -0.48 (vs 4.5% risk-free rate)
- Best month: +12.26% (Nov 2020)
- Worst month: −17.69% (Mar 2020)
CEY Fund Flows
Monthly money in and out of VictoryShares Emerging Market High Dividend Volatility Wtd ETF, from SEC Form N-PORT.
- 12-month net flow: $3.9M
- 12-month gross sales (incl. reinvestments): $0
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2022 | $0 | −$893K | $893K |
| Aug 2022 | $0 | $0 | $0 |
| Jul 2022 | $0 | $0 | $0 |
| Jun 2022 | $0 | −$2.0M | $2.0M |
| May 2022 | $0 | −$998K | $998K |
| Apr 2022 | $0 | $0 | $0 |
| Mar 2022 | $0 | $0 | $0 |
| Feb 2022 | $0 | $0 | $0 |
| Jan 2022 | $0 | $0 | $0 |
| Dec 2021 | $0 | $0 | $0 |
| Nov 2021 | $0 | $0 | $0 |
| Oct 2021 | $0 | $0 | $0 |
CEY Assets Under Management
Net assets of VictoryShares Emerging Market High Dividend Volatility Wtd ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-09-30 | $8.31M |
| 2022-06-30 | $10.35M |
| 2022-03-31 | $15.13M |
| 2021-12-31 | $16.46M |
| 2021-09-30 | $16.82M |
| 2021-06-30 | $19.69M |
| 2021-03-31 | $19.03M |
| 2020-12-31 | $16.70M |
| 2020-09-30 | $20.60M |
| 2020-06-30 | $21.68M |
| 2020-03-31 | $24.28M |
| 2019-12-31 | $45.96M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.