CIZ Performance — VictoryShares Developed Enhanced Volatility Wtd ETF
Data updated: 2024-11-26
CIZ returned +18.18% over one year to Sep 2024. Annualised returns are +2.58% over 3 years and +3.87% over 5 years. The fund trailed its International Large Blend category average: $100 invested three years ago grew to $108, against $113 for the category, and to $118 over one year, against $124. Volatility over the past three years was 10.71% a year. In the 12 months to Sep 2024 the fund lost a net $8.2M, and assets reached $29.88M.
CIZ Growth of $100
What $100 invested in VictoryShares Developed Enhanced Volatility Wtd ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Blend category average over the same months.
| Period | CIZ | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $118 | $124 |
| 3 years (Oct 2021 – Sep 2024) | $108 | $113 |
| 5 years (Oct 2019 – Sep 2024) | $121 | $146 |
| Since data start (Jul 2019 – Sep 2024) | $119 | $144 |
CIZ Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +18.18% |
| 3 years (annualised) | +2.58% |
| 5 years (annualised) | +3.87% |
CIZ Annual Returns
Calendar-year total returns of VictoryShares Developed Enhanced Volatility Wtd ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +12.45% |
| 2023 | +2.28% |
| 2022 | −8.97% |
| 2021 | +12.13% |
| 2020 | −4.23% |
| 2019 (Jul–Dec) | +5.76% |
CIZ 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | −0.9% | +2.0% | +2.8% | −2.7% | +4.0% | −2.3% | +4.4% | +3.1% | +1.7% | — | — | — |
| 2023 | +4.1% | −3.0% | +1.0% | +2.1% | −3.8% | +2.1% | +2.6% | −3.8% | −3.5% | −2.1% | +2.4% | +4.9% |
| 2022 | −4.5% | −2.1% | +0.8% | −5.3% | −0.7% | −2.2% | +1.1% | −1.1% | −2.1% | +2.0% | +5.7% | −0.3% |
| 2021 | −1.0% | +0.9% | +3.1% | +3.5% | +4.0% | −1.3% | +1.6% | +1.5% | −3.6% | +2.4% | −3.9% | +4.8% |
| 2020 | −1.8% | −8.5% | −14.1% | +1.1% | +2.2% | +1.4% | +1.7% | +4.8% | −2.4% | −3.7% | +13.3% | +4.4% |
| 2019 | — | — | — | — | — | — | −2.0% | −2.3% | +2.6% | +3.3% | +1.1% | +3.0% |
CIZ Risk
Risk measures from monthly returns over Oct 2021 – Sep 2024.
- 3-year volatility (annualised): 10.71%
- 3-year Sharpe ratio: -0.18 (vs 4.5% risk-free rate)
- Best month: +5.70% (Nov 2022)
- Worst month: −5.32% (Apr 2022)
CIZ Fund Flows
Monthly money in and out of VictoryShares Developed Enhanced Volatility Wtd ETF, from SEC Form N-PORT.
- 12-month net flow: −$8.2M
- 12-month gross sales (incl. reinvestments): $638
- Sales ÷ redemptions: 0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $0 | $4.9M | −$4.9M |
| Aug 2024 | $0 | $0 | $0 |
| Jul 2024 | $0 | $0 | $0 |
| Jun 2024 | $0 | $0 | $0 |
| May 2024 | $618 | $0 | $618 |
| Apr 2024 | $20 | $4.5M | −$4.5M |
| Mar 2024 | $0 | $0 | $0 |
| Feb 2024 | $0 | $4.5M | −$4.5M |
| Jan 2024 | $0 | $0 | $0 |
| Dec 2023 | $0 | $0 | $0 |
| Nov 2023 | $0 | −$4.3M | $4.3M |
| Oct 2023 | $0 | −$1.4M | $1.4M |
CIZ Assets Under Management
Net assets of VictoryShares Developed Enhanced Volatility Wtd ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $29.88M |
| 2024-06-30 | $32.14M |
| 2024-03-31 | $37.72M |
| 2023-12-31 | $40.91M |
| 2023-09-30 | $45.23M |
| 2023-06-30 | $47.89M |
| 2023-03-31 | $46.78M |
| 2022-12-31 | $46.07M |
| 2022-09-30 | $37.36M |
| 2022-06-30 | $35.35M |
| 2022-03-31 | $38.85M |
| 2021-12-31 | $41.29M |
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.