Performance analysis of CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
Annual Return
Over the past 3 years, CFO has had an average annual return of +10.57%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, CFO has had an average annual return of +4.08%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, CFO has had an average annual return of +9.40%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Jul 2, 2014, CFO has had an average annual return of +8.72%, underperforming the benchmark SPY, which returned +13.86% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +6.98% | +8.60% | +15.37% | -3.56% | -14.44% | +26.02% | +19.84% | +21.64% | -8.80% | +22.66% | +14.32% | -1.18% |
| 2014 | |||||||||||
| +5.54% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.99% | +3.30% | -5.27% | +4.86% | +0.74% | +0.49% | +6.98% | ||||||
| 2025 | +3.92% | -0.78% | -3.27% | -2.48% | +4.21% | +2.75% | +0.62% | +2.33% | +0.87% | -1.15% | +1.71% | -0.15% | +8.60% |
| 2024 | +0.41% | +4.62% | +4.07% | -4.53% | +2.87% | -0.47% | +4.12% | +2.69% | +1.93% | -0.97% | +7.11% | -6.60% | +15.37% |
| 2023 | +1.50% | -3.81% | +0.01% | +0.45% | -3.74% | +2.65% | +2.83% | -2.18% | -4.42% | -3.41% | +2.67% | +4.34% | -3.56% |
| 2022 | -5.56% | -1.64% | +2.82% | -6.40% | +0.44% | -7.53% | +3.09% | -0.68% | -2.09% | +4.25% | +3.53% | -4.75% | -14.44% |
| 2021 | -1.42% | +3.56% | +5.66% | +4.99% | +1.08% | +0.32% | +2.46% | +2.39% | -4.66% | +5.58% | -2.27% | +6.34% | +26.02% |
| 2020 | -0.95% | -9.36% | -0.90% | +7.63% | +3.14% | +0.29% | +2.91% | +3.90% | -1.65% | -0.59% | +11.06% | +4.22% | +19.84% |
| 2019 | +2.23% | +4.11% | +0.37% | +4.13% | -5.90% | +7.12% | +1.32% | -1.99% | +1.98% | +0.98% | +3.80% | +2.21% | +21.64% |
| 2018 | +4.67% | -3.61% | -0.58% | -0.31% | +1.50% | +0.29% | +3.06% | +2.67% | -0.76% | -7.86% | +2.81% | -9.93% | -8.80% |
| 2017 | +2.16% | +3.76% | +0.05% | +1.25% | +1.25% | +1.21% | +1.23% | -0.18% | +2.65% | +2.35% | +4.18% | +0.78% | +22.66% |
Drawdown analysis of CFO (VictoryShares US 500 Enhanced Volatility Wtd ETF)
The maximum drawdown for the CFO was -24.33%, occurring on Oct 27, 2023. Recovery took 261 trading sessions.
Since Jul 2, 2014 CFO has experienced the following drawdowns:
- 20% or more: 2 times
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.33% | Jan 4, 2022 | 456 | Oct 27, 2023 | 261 | Nov 11, 2024 | 717 |
| -20.78% | Sep 21, 2018 | 64 | Dec 24, 2018 | 233 | Nov 26, 2019 | 297 |
| -17.24% | Nov 29, 2024 | 87 | Apr 8, 2025 | 94 | Aug 22, 2025 | 181 |
| -16.57% | Feb 19, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -14.36% | Jun 23, 2015 | 161 | Feb 11, 2016 | 52 | Apr 27, 2016 | 213 |
| -9.21% | Jan 26, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -7.77% | Sep 5, 2014 | 28 | Oct 15, 2014 | 12 | Oct 31, 2014 | 40 |
| -7.23% | Sep 2, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -7.10% | Mar 2, 2026 | 20 | Mar 30, 2026 | 44 | Jun 2, 2026 | 64 |
| -6.68% | Jun 8, 2016 | 13 | Jun 27, 2016 | 9 | Jul 11, 2016 | 22 |
| -6.01% | Oct 12, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -5.55% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -5.23% | Sep 2, 2021 | 19 | Sep 30, 2021 | 15 | Oct 21, 2021 | 34 |
| -4.91% | Dec 29, 2014 | 12 | Jan 15, 2015 | 19 | Feb 12, 2015 | 31 |
| -4.70% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -4.58% | Aug 23, 2016 | 51 | Nov 3, 2016 | 7 | Nov 14, 2016 | 58 |
| -4.40% | Oct 27, 2025 | 18 | Nov 20, 2025 | 5 | Nov 28, 2025 | 23 |
| -4.25% | Dec 3, 2014 | 9 | Dec 16, 2014 | 3 | Dec 19, 2014 | 12 |
| -4.25% | Jul 3, 2014 | 24 | Aug 7, 2014 | 10 | Aug 21, 2014 | 34 |
| -4.16% | Feb 12, 2021 | 13 | Mar 4, 2021 | 5 | Mar 11, 2021 | 18 |
| -3.68% | May 7, 2021 | 3 | May 12, 2021 | 36 | Jul 2, 2021 | 39 |
| -3.40% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -3.21% | Feb 24, 2015 | 11 | Mar 11, 2015 | 47 | May 18, 2015 | 58 |
| -3.06% | Apr 27, 2016 | 16 | May 19, 2016 | 8 | Jun 1, 2016 | 24 |
| -2.84% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |