VectorShares Min Vol ETF

Ticker

VSPY

ISIN

-

Price

USD 9.29

Change Today

-

Price 1 year ago

9.89 / -6.02 %

Morningstar

4

52 Week Low

8.84

52 Week High

10.02

200 Day Moving Average 9.55

9.55

50-day Moving Average

9.20

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value

1 year

Parameter Value

History

Parameter Value
Average Annual Return -5.082%
Average Annual Volatility 10.246%
Sharpe Ratio -0.50
Sortino Ratio -0.89
Maximum Drawdown -13.0%
Maximum Drawdown Date 2022-10-14
Calmar Ratio 0.38

Company information

Summary

The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the Vesper U.S. Large Cap Short-Term Reversal Index. The index is designed to measure the performance of a portfolio of 25 securities selected from the Solactive 500 that the index provider believes will most likely benefit from the “short-term reversal” effect, as determined by applying a proprietary algorithm. The fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in large capitalization securities issued by a U.S. company or a company economically tied to the U.S.

Market

US

Category

Large Blend

Expense Ratio

1.10%

Fund family

VectorShares

Morningstar

4

Yield
-
Exchange
PCX
Sector Weight
Technology 0.41%
Healthcare 0.26%
Financial services 0.22%
Consumer cyclical 0.17%
Communication services 0.15%
Industrials 0.14%
Consumer defensive 0.13%
Energy 0.07%
Realestate 0.05%
Basic materials 0.04%
Utilities 0.00%
None

Holdings

Symbol Name Allocation
JPST JPMorgan Ultra-Short Income ETF 21.51%
PULS PGIM Ultra Short Bond ETF 15.79%
JMST JPMorgan Ultra-Short Municipal Inc ETF 14.32%
ICSH iShares Ultra Short-Term Bond ETF 14.31%
GSY Invesco Ultra Short Duration ETF 9.07%
GSST Goldman Sachs Access Ultra Short Bd ETF 8.53%
RAVI FlexShares Ready Access Variable Inc ETF 6.14%
FUMB First Trust Ultra Short Dur Muncpl ETF 4.01%
Option on S&P 500 Index 0.82%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF IE00B8KGV557 BTS 0.25% 4 -8.24
EEUE.PA BNPP E MSCI Europe ESG Filtered Min TE LU1291099718 PAR 0.13% 4 -1.70
EMMV.L iShares Edge MSCI EM Minimum Volatility UCITS ETF USD (Acc) ISINIE00B8K LSE 0.40% 4
ESPO VanEck Video Gaming and eSports ETF IE00BYWQWR4 NGM 0.55% 4 -10.22 --
GDGB.L VanEck Gold Miners UCITS ETF IE00BQQP9F8 LSE 0.53% 4 +2.69
GDX VanEck Gold Miners ETF US92189F106 PCX 0.51% 4 +18.55
GDX.L VanEck Gold Miners UCITS ETF IE00BQQP9F8 LSE 0.53% 4 +2.69
MINV.L iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) IE00B8FHGS1 LSE 0.35% 4 +1.16
MVEU.L iShares Edge MSCI Europe Minimum Volatility UCITS ETF IE00B86MWN2 LSE 0.25% 4
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) IE00B8FHGS1 LSE 0.35% 4
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF IE00B6SPMN5 LSE 0.20% 4
PICK iShares MSCI Global Metals & Mining Producers ETF US46434G8481 BTS 0.39% 5 +31.51
SMMV iShares MSCI USA Small-Cap Min Vol Factor ETF US46435G4331 BTS 0.20% 4 +5.21
SPMV.L iShares Edge S&P 500 Minimum Volatility UCITS ETF IE00B6SPMN5 LSE 0.20% 4 +1.79
URNM Sprott Uranium Miners ETF US85208P303 PCX 0.85% 5 +31.65 --
VSPY VectorShares Min Vol ETF PCX 1.10% 4 -8.76 --

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.