VALT Performance — ETFMG Sit Ultra Short ETF
Data updated: 2023-08-25
VALT returned +3.12% over one year to Jun 2023. The annualised 3-year return is +0.97%. The fund trailed its Trading - Leveraged category average: $100 invested three years ago grew to $103, against $114 for the category, and to $103 over one year, against $110. Volatility over the past three years was 1.19% a year. In the 12 months to Jun 2023 the fund took in a net $189.3M, and assets reached $88.58M.
VALT Growth of $100
What $100 invested in ETFMG Sit Ultra Short ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Trading - Leveraged category average over the same months.
| Period | VALT | Category average |
|---|---|---|
| 1 year (Jul 2022 – Jun 2023) | $103 | $110 |
| 3 years (Jul 2020 – Jun 2023) | $103 | $114 |
| Since data start (Oct 2019 – Jun 2023) | $103 | $107 |
VALT Trailing Returns
Total returns to Jun 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +3.12% |
| 3 years (annualised) | +0.97% |
VALT Annual Returns
Calendar-year total returns of ETFMG Sit Ultra Short ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Jun) | +2.42% |
| 2022 | −0.76% |
| 2021 | +0.19% |
| 2020 | +0.85% |
| 2019 (Oct–Dec) | +0.59% |
VALT 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +0.7% | 0.0% | +0.2% | +0.6% | +0.2% | +0.7% | — | — | — | — | — | — |
| 2022 | −0.2% | −0.2% | −0.6% | −0.1% | +0.1% | −0.5% | +0.4% | −0.1% | −0.9% | −0.1% | +0.9% | +0.4% |
| 2021 | +0.1% | 0.0% | 0.0% | +0.1% | +0.1% | 0.0% | +0.1% | +0.1% | 0.0% | −0.1% | −0.1% | −0.1% |
| 2020 | +0.4% | +0.3% | −4.3% | +1.7% | +0.8% | +1.0% | +0.4% | +0.3% | +0.1% | +0.1% | +0.1% | +0.1% |
| 2019 | — | — | — | — | — | — | — | — | — | +0.1% | +0.2% | +0.2% |
VALT Risk
Risk measures from monthly returns over Jul 2020 – Jun 2023.
- 3-year volatility (annualised): 1.19%
- 3-year Sharpe ratio: -2.96 (vs 4.5% risk-free rate)
- Best month: +0.92% (Nov 2022)
- Worst month: −0.85% (Sep 2022)
VALT Fund Flows
Monthly money in and out of ETFMG Sit Ultra Short ETF, from SEC Form N-PORT.
- 12-month net flow: $189.3M
- 12-month gross sales (incl. reinvestments): $26.5M
- Sales ÷ redemptions: -0.16×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2023 | $4.8M | −$62.9M | $67.7M |
| May 2023 | $21.7M | $0 | $21.7M |
| Apr 2023 | $0 | $0 | $0 |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $0 | $0 | $0 |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $0 | $0 | $0 |
| Oct 2022 | $0 | $0 | $0 |
| Sep 2022 | $0 | −$1.2M | $1.2M |
| Aug 2022 | $0 | −$98.7M | $98.7M |
| Jul 2022 | $0 | $0 | $0 |
VALT Assets Under Management
Net assets of ETFMG Sit Ultra Short ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-06-30 | $88.58M |
| 2023-03-31 | $124.66M |
| 2022-12-31 | $124.18M |
| 2022-09-30 | $123.89M |
| 2022-06-30 | $225.18M |
| 2022-03-31 | $228.14M |
| 2021-12-31 | $231.56M |
| 2021-09-30 | $242.56M |
| 2021-06-30 | $191.57M |
| 2021-03-31 | $111.92M |
| 2020-12-31 | $105.80M |
| 2020-09-30 | $105.77M |
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.