Pacer Pacific Asset Floating Rate High Income ETF

10-Year Study

FLRT.US · · US · ETF

Executive Summary: Pacer Pacific Asset Floating Rate High Income ETF has compounded at 4.7% annually over the last 10 years, with a maximum drawdown of 12.3% and an annualized volatility of 11.2%.

1Y CAGR
+4.3%
3Y CAGR
+8.5%
5Y CAGR
+5.7%
10Y CAGR
+4.7%

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 →
12.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +14.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -2.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.3-1.0-0.10.6————————-0.2%
20250.70.3-0.3-0.41.71.40.10.60.50.20.40.86.2%
20241.00.51.20.70.80.50.80.80.40.80.80.59.2%
20233.1-0.0-0.11.60.11.91.61.40.7-0.22.01.814.6%
20220.1-0.4-0.70.0-4.0-1.71.71.8-3.40.82.80.3-2.7%
20210.80.2-0.10.40.10.4-0.10.50.30.3-0.10.53.2%
20200.3-1.1-11.34.94.40.01.90.90.40.21.81.12.8%
20192.91.7-0.31.7-0.50.40.70.10.6-0.10.61.29.4%
20181.0-0.40.00.50.40.4-0.30.80.6-0.1-1.4-2.3-0.8%
20170.1-0.70.40.00.20.30.4-0.10.10.7-1.21.21.4%
2016———2.80.5-0.62.1-0.11.2-0.32.4-0.18.2%

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 11.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.4% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110280.545423388576
2016-05-0110336.78040728397
2016-06-0110278.831795147984
2016-07-0110493.14024123689
2016-08-0110479.990767390704
2016-09-0110602.777476629959
2016-10-0110570.463344093052
2016-11-0110823.695631646866
2016-12-0110817.190838733595
2017-01-0110830.864892653432
2017-02-0110756.059774150792
2017-03-0110803.167064764655
2017-04-0110807.678453398055
2017-05-0110827.437636172244
2017-06-0110855.240380075747
2017-07-0110897.556506016932
2017-08-0110890.946797088929
2017-09-0110904.445990984217
2017-10-0110979.880605575236
2017-11-0110845.902854764761
2017-12-0110971.52229640173
2018-01-0111081.858971893
2018-02-0111038.528657809424
2018-03-0111040.661950108939
2018-04-0111095.672913832477
2018-05-0111136.310383537977
2018-06-0111185.026386377705
2018-07-0111150.998625600208
2018-08-0111240.282154135615
2018-09-0111304.07109109158
2018-10-0111293.08988154982
2018-11-0111138.44367583749
2018-12-0110878.286931311484
2019-01-0111188.418670853982
2019-02-0111384.017094316
2019-03-0111351.563073759457
2019-04-0111542.615136583165
2019-05-0111487.883948898905
2019-06-0111536.739839758275
2019-07-0111619.063939316577
2019-08-0111631.374085044921
2019-09-0111706.10925953774
2019-10-0111695.96737811382
2019-11-0111765.211947835758
2019-12-0111905.484659530048
2020-01-0111938.987840233893
2020-02-0111810.570638204119
2020-03-0110475.269546727843
2020-04-0110987.959138709462
2020-05-0111476.028439234393
2020-06-0111480.714687892341
2020-07-0111700.338878727578
2020-08-0111810.675554218848
2020-09-0111859.076809014385
2020-10-0111881.249060127368
2020-11-0112100.348670888952
2020-12-0112236.879378057864
2021-01-0112334.940879825697
2021-02-0112359.281395243106
2021-03-0112343.019412959924
2021-04-0112389.567151495228
2021-05-0112406.94823793553
2021-06-0112454.265360578856
2021-07-0112446.221799449542
2021-08-0112503.331083467683
2021-09-0112546.31167750216
2021-10-0112579.674970186365
2021-11-0112569.393200742805
2021-12-0112625.977904687297
2022-01-0112643.184131103051
2022-02-0112596.321644523561
2022-03-0112506.758339948872
2022-04-0112512.808496798314
2022-05-0112006.483809710327
2022-06-0111798.260492475774
2022-07-0112002.811749194769
2022-08-0112222.890576093836
2022-09-0111806.58382964437
2022-10-0111903.840975299274
2022-11-0112240.341606543961
2022-12-0112282.797620504785
2023-01-0112666.545430382977
2023-02-0112660.390357518807
2023-03-0112641.89016692138
2023-04-0112842.279755056079
2023-05-0112850.987784278685
2023-06-0113095.826790654079
2023-07-0113310.449984787176
2023-08-0113493.00385041774
2023-09-0113583.056763061168
2023-10-0113554.344747030003
2023-11-0113822.719912709876
2023-12-0114075.217788160578
2024-01-0114213.636983594632
2024-02-0114289.2464582102
2024-03-0114461.588498407025
2024-04-0114564.406192842629
2024-05-0114685.724077875662
2024-06-0114765.28538904607
2024-07-0114877.125860748472
2024-08-0114994.666769251213
2024-09-0115048.838404856913
2024-10-0115169.386905781921
2024-11-0115285.808710127541
2024-12-0115367.363425577825
2025-01-0115473.153740430786
2025-02-0115523.793203540567
2025-03-0115471.929720258935
2025-04-0115404.888386846329
2025-05-0115669.556520005734
2025-06-0115881.102177706745
2025-07-0115904.638337011223
2025-08-0115997.838730096559
2025-09-0116085.44360239628
2025-10-0116123.947779802267
2025-11-0116193.821845612589
2025-12-0116326.120940187378
2026-01-0116376.550571267699
2026-02-0116206.027075326201
2026-03-0116195.535473853182
2026-04-0116289.959887110368
Annual Return Matrix
YearAnnual Return
20170.014267239985774838
2018-0.008497942452418195
20190.09442642345293639
20200.027835466426185507
20210.031797202097712196
2022-0.02718049142594392
20230.14592930886230215
20240.09180288766147116
20250.062389200284921786
2026-0.002214920078657534
Total Factor Risk
0.11153456855836959
VTI.US Exposure
0.1528330970322374
VEA.US Exposure
0.017419869847060128
VWO.US Exposure
0.0012898535222130875
QQQ.US Exposure
-0.022007870157759863
VTV.US Exposure
-0.01728880989292899
IJR.US Exposure
-0.011253328351833307
QUAL.US Exposure
-0.015037702689566508
SHV.US Exposure
0.8435047044801216
TLT.US Exposure
-0.004012744238181552
LQD.US Exposure
0.006578240755691101
HYG.US Exposure
-0.0012167593152804922
GLD.US Exposure
-0.0012032682680634475
USO.US Exposure
-0.000023645629798665684
VNQ.US Exposure
0.02011103000975099
BTC-USD.CC Exposure
-0.0008632697445041654
CPER.US Exposure
0.008313617921021936
VIX.INDX Exposure
-0.007688281341911815
UUP.US Exposure
-0.0014397848274566025
TIP.US Exposure
0.0035037214210943265
Idiosyncratic Exposure
0.02848132946809482
Value Score
22.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
82.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.2%

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 →69.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.91%
Market Cap$670.1M
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
$192
Avg Yield on Cost
1.92%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$192.31.92%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 →
+0.2%
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 →
+0.9%
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 →
0.9% 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 →
0.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pacer Pacific Asset Floating Rate High Income ETF a high-risk investment?

Pacer Pacific Asset Floating Rate High Income ETF (FLRT.US) has an annualized volatility of 11.2% and experienced a maximum drawdown of 12.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, FLRT.US has generated a Compound Annual Growth Rate (CAGR) of 4.7%. It has had a positive return in 70% 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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