Pacer US Small Cap Cash Cows 100 ETF

10-Year Study

CALF.US · · US · ETF

Executive Summary: Pacer US Small Cap Cash Cows 100 ETF has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 17.5%.

1Y CAGR
+25.7%
3Y CAGR
+10.1%
5Y CAGR
+3.0%
10Y CAGR
+8.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.48
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.31.6-2.74.3————————5.5%
20250.2-10.5-4.8-4.97.93.81.07.71.5-0.92.50.52.3%
2024-1.92.81.7-6.71.7-6.411.6-4.80.8-4.87.9-7.7-7.4%
202310.5-0.9-3.0-2.7-1.211.67.9-2.7-2.1-4.99.011.535.4%
2022-5.32.0-2.9-5.20.7-11.812.7-3.4-11.215.45.1-8.5-15.2%
20219.710.28.61.94.22.6-3.41.9-3.21.20.02.040.7%
2020-6.2-11.2-22.118.94.87.94.46.4-2.8-0.617.36.116.6%
201910.53.2-4.73.2-14.57.90.3-4.18.02.74.32.818.2%
20181.2-2.22.4-0.68.01.50.73.6-3.3-9.1-1.8-9.5-10.1%
2017——————-2.3-6.69.4-3.03.22.92.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.5%. The dominant macroeconomic risk driver is IJR.US, accounting for 88.1% of variance. Idiosyncratic stock-specific factors contribute 10.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-019765.593804164198
2017-08-019121.086465258124
2017-09-019975.471159964018
2017-10-019673.884903135215
2017-11-019983.325654358367
2017-12-0110267.930406546875
2018-01-0110393.777836284255
2018-02-0110161.697272866892
2018-03-0110403.782443669234
2018-04-0110336.690142390134
2018-05-0111166.677636630904
2018-06-0111336.141644178238
2018-07-0111417.933697536148
2018-08-0111829.395116171921
2018-09-0111438.732749731234
2018-10-0110397.946422694662
2018-11-0110209.614076658108
2018-12-019234.691414905988
2019-01-0110206.805765813202
2019-02-0110529.498233835759
2019-03-0110030.979179007874
2019-04-0110353.540007459575
2019-05-018854.472454419798
2019-06-019550.187586388467
2019-07-019576.339981131661
2019-08-019180.236512428968
2019-09-019910.880010531166
2019-10-0110175.870466662278
2019-11-0110613.396520327342
2019-12-0110913.403102305885
2020-01-0110231.334605849184
2020-02-019090.063406393296
2020-03-017083.876346563109
2020-04-018425.327453432501
2020-05-018827.530222251475
2020-06-019526.711862919326
2020-07-019944.097062243576
2020-08-0110580.311108185788
2020-09-0110285.39458961364
2020-10-0110222.075956032384
2020-11-0111993.242502029445
2020-12-0112720.287851861602
2021-01-0113954.847627196734
2021-02-0115384.979924965442
2021-03-0116713.13543517848
2021-04-0117035.081945632857
2021-05-0117748.30514052524
2021-06-0118203.427016827925
2021-07-0117583.18523881612
2021-08-0117913.732201233022
2021-09-0117339.608152877423
2021-10-0117543.956646701332
2021-11-0117543.956646701332
2021-12-0117894.95162245771
2022-01-0116949.3407051493
2022-02-0117284.05625397661
2022-03-0116777.814344325237
2022-04-0115911.713727813249
2022-05-0116028.872945874198
2022-06-0114143.969810658418
2022-07-0115945.062419096514
2022-08-0115403.453344742098
2022-09-0113675.771736984138
2022-10-0115775.554531692229
2022-11-0116579.257991618946
2022-12-0115173.96169288488
2023-01-0116769.43329164747
2023-02-0116613.264880756487
2023-03-0116120.36244761842
2023-04-0115679.852563680643
2023-05-0115497.707277474276
2023-06-0117292.17402751267
2023-07-0118651.791395160053
2023-08-0118154.676495754626
2023-09-0117781.917110950217
2023-10-0116903.48625463481
2023-11-0118430.06647798328
2023-12-0120550.121766603042
2024-01-0120152.21922376533
2024-02-0120721.25320871454
2024-03-0121069.39599376906
2024-04-0119655.016564646
2024-05-0119985.03696877948
2024-06-0118712.87215603677
2024-07-0120886.59250970842
2024-08-0119885.64909278396
2024-09-0120048.79440093025
2024-10-0119092.03799995612
2024-11-0120604.752188507868
2024-12-0119027.578490094125
2025-01-0119070.800149191513
2025-02-0117069.044954913446
2025-03-0116241.25145352026
2025-04-0115440.005265582833
2025-05-0116652.712872156033
2025-06-0117278.483512143754
2025-07-0117445.578007415694
2025-08-0118795.23464753505
2025-09-0119069.65927291077
2025-10-0118899.80034665087
2025-11-0119378.924504706116
2025-12-0119469.492529454354
2026-01-0119912.679084666186
2026-02-0120237.390026108515
2026-03-0119688.891814212682
2026-04-0120544.54902477018
Annual Return Matrix
YearAnnual Return
2018-0.10062777509497811
20190.1817831925266329
20200.16556565652504318
20210.4068039835937203
2022-0.1520534945821288
20230.35430167694696757
2024-0.07408925814655143
20250.0232249226873662
20260.05521748929456849
Total Factor Risk
0.174671429591341
VTI.US Exposure
0.15211330604421716
VEA.US Exposure
0.05073998356868069
VWO.US Exposure
-0.041942423027643325
QQQ.US Exposure
-0.07289367177514762
VTV.US Exposure
-0.03603288948455728
IJR.US Exposure
0.8811380272695021
QUAL.US Exposure
0.07039548251196506
SHV.US Exposure
0.03976942337114712
TLT.US Exposure
-0.007554709790926925
LQD.US Exposure
0.04259475312957649
HYG.US Exposure
-0.03718014796112211
GLD.US Exposure
-0.004860995106904203
USO.US Exposure
0.006722986363839586
VNQ.US Exposure
-0.11420588484909605
BTC-USD.CC Exposure
-0.004540877303492488
CPER.US Exposure
-0.00097863457117132
VIX.INDX Exposure
-0.04178420503149769
UUP.US Exposure
0.0034155647264407073
TIP.US Exposure
0.014100535334907724
Idiosyncratic Exposure
0.10098437658128237
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.38%
Market Cap$5.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$31
Avg Yield on Cost
0.31%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$31.150.31%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pacer US Small Cap Cash Cows 100 ETF a high-risk investment?

Pacer US Small Cap Cash Cows 100 ETF (CALF.US) has an annualized volatility of 17.5% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is IJR.US.

What is the 10-year return of CALF.US?

Over the past 10 years, CALF.US has generated a Compound Annual Growth Rate (CAGR) of 8.5%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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