AAM Low Duration Preferred and Income Securities ETF
Ticker
PFLD
ISIN
US26922A198
Price
USD 21.04
Change Today
-0.02 / -0.095 %
Price 1 year ago
19.23 / 9.413 %
Morningstar
3
52 Week Low
19.12
52 Week High
21.26
200 Day Moving Average 20.62
20.62
50-day Moving Average
21.11
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.32 |
| Sortino Ratio | 0.73 |
| Maximum Drawdown | -0.5% |
| Maximum Drawdown Date | 2023-12-29 |
| Calmar Ratio | -65.12 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.22 |
| Volatility | 1.61% |
| Alpha | +5.28 |
| Beta | -- |
| R Squared | +64.69 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.431% |
| Average Annual Volatility | 15.054% |
| Sharpe Ratio | 0.23 |
| Sortino Ratio | 0.06 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.10 |
Company information
Summary
The investment seeks to track the total return performance, before fees and expenses, of the ICE 0-5 Year Duration Exchange-Listed Preferred & Hybrid Securities Index. The index measures the performance of exchange-listed, U.S. dollar-denominated preferred securities and hybrid securities listed on the New York Stock Exchange ("NYSE") or NASDAQ Capital Market ("NASDAQ") with an option-adjusted duration of less than five years. Under normal circumstances, at least 80% of the fund’s net assets, plus borrowings for investment purposes, will be invested in preferred and income securities.
Market
US
Category
Preferred Stock
Expense Ratio
0.45%
Fund family
AAM
Morningstar
3
Yield
0.060500003
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AGPXX | Invesco Shrt-Trm Inv Gov&Agcy Instl | 4.87% |
| AT&T Inc 5.35% | 3.62% | |
| PNCPP | PNC Financial Services Group Inc Perpetual Preferred Share class-P | 3.23% |
| GSPD | Goldman Sachs Group Inc Deposit Shs Repr 1/1000th Perp Fltg Rate Non Cum Pf | 2.8% |
| MSPA | Morgan Stanley Deposit Shs Repr 1/1000th Flt Rate Non Cum Pfd Shs Series - | 2.3% |
| WFCPX | Wells Fargo & Co Non-Cum Perp Pfd Shs -A- Series -X- | 2.16% |
| Southern Company 5.25% | 2.12% | |
| USBPM | U.S. Bancorp Shs Repr 1/1000th Non Cum Perp Pfd Shs Series-F | 2.01% |
| USBPH | U.S. Bancorp Shs Repr 1/1000th Non-Cum Perpetual Pfd Shs Series -B- | 1.78% |
| ETPE | Energy Transfer LP FXDFR PRF PERPETUAL USD 25 - Ser E | 1.67% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 5HED.L | Ossiam ESG Low Carbon Shiller Barclays CAPE US Sector UCITS ETF | IE00BF92LR5 | LSE | 0.75% | 5 | ||
| ECN.PA | BNP Paribas Easy Low Carbon 100 Europe PAB | LU1377382368 | PAR | 0.30% | 5 | -0.52 | |
| FLLV | Franklin U.S. Low Volatility ETF | US35473P504 | PCX | 0.29% | 5 | +5.68 | |
| LMBS | First Trust Low Duration Opportunities ETF | NGM | 0.66% | 5 | +0.33 | ||
| LOPX | Direxion Low Priced Stock ETF | US25460G534 | PCX | 0.50% | 5 | ||
| LVHI | Franklin International Low Volatility High Dividend Index ETF | IE00BWTN6Y9 | BTS | 0.40% | 5 | +7.79 | |
| ONEV | SPDR Russell 1000 Low Volatility Focus ETF | US78468R754 | PCX | 0.20% | 5 | +10.39 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.