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Aptus Drawdown Managed Equity ETF (ADME)

ETF · Currency in USD · Last updated Nov 29, 2022

ADME is a passive ETF by Aptus Capital Advisors tracking the investment results of the Aptus Behavioral Momentum Index. ADME launched on Jun 8, 2016 and has a 0.79% expense ratio.

ETF Info

ISINUS26922A7845
CUSIP26922A784
IssuerAptus Capital Advisors
Inception DateJun 8, 2016
RegionNorth America (U.S.)
CategoryHedge Fund
Expense Ratio0.79%
Index TrackedAptus Behavioral Momentum Index
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Trading Data

Previous Close$34.92
Year Range$33.14 - $43.28
EMA (50)$34.66
EMA (200)$36.82
Average Volume$44.41K

ADMEShare Price Chart


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ADMEPerformance

The chart shows the growth of $10,000 invested in Aptus Drawdown Managed Equity ETF in Jun 2016 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $14,386 for a total return of roughly 43.86%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovember
-5.90%
-3.35%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

ADMECompare to other instruments

Search for stocks, ETFs, and funds to compare with ADME

ADMEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.27%1.61%
6M-7.51%-4.67%
YTD-18.92%-16.83%
1Y-15.98%-13.73%
5Y3.12%8.59%
10Y5.79%10.20%

ADMEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.86%-3.49%2.08%-6.64%-1.86%-7.80%6.26%-3.60%-5.59%4.35%0.42%
2021-1.69%0.94%1.92%6.24%0.07%2.64%2.14%1.82%-4.55%6.19%-0.91%4.31%
2020-0.39%-2.14%-5.71%7.48%5.51%0.64%4.81%4.91%-4.41%-1.78%5.63%3.35%
20190.34%0.25%2.82%2.07%-5.29%7.16%1.15%1.99%-2.37%-0.12%-0.53%1.96%
20188.88%-2.83%-1.06%2.49%4.81%-0.54%-1.09%8.31%1.72%-15.87%-0.39%-8.01%
20172.40%1.44%-1.16%0.02%4.54%-1.36%2.76%0.29%2.02%4.20%1.58%-0.21%
20163.69%-0.27%-2.92%1.07%-3.36%4.33%1.06%

ADMESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Aptus Drawdown Managed Equity ETF Sharpe ratio is -0.94. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.200.00JulyAugustSeptemberOctoberNovember
-0.94
-0.57
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

ADMEDividend History

Aptus Drawdown Managed Equity ETF granted a 0.52% dividend yield in the last twelve months. The annual payout for that period amounted to $0.18 per share.


PeriodTTM202120202019201820172016
Dividend$0.18$0.11$0.15$0.21$0.24$0.10$0.18

Dividend yield

0.52%0.26%0.41%0.70%0.87%0.33%0.71%

ADMEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovember
-19.33%
-17.36%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

ADMEWorst Drawdowns

The table below shows the maximum drawdowns of the Aptus Drawdown Managed Equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Aptus Drawdown Managed Equity ETF is 27.49%, recorded on Mar 23, 2020. It took 202 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.49%Oct 2, 2018370Mar 23, 2020202Jan 8, 2021572
-23.43%Dec 30, 2021198Oct 12, 2022
-9.66%Jan 29, 20189Feb 8, 201862May 9, 201871
-9.37%Jul 12, 201683Nov 4, 201623Dec 8, 2016106
-7.47%Jun 21, 201827Jul 30, 201821Aug 28, 201848
-6.93%Mar 2, 201731Apr 13, 201729May 25, 201760
-5.51%Feb 16, 202113Mar 4, 202121Apr 5, 202134
-5.49%Sep 3, 202121Oct 4, 202115Oct 25, 202136
-4.93%Jul 26, 201719Aug 21, 201728Sep 29, 201747
-3.9%Nov 29, 20175Dec 5, 201719Jan 3, 201824

ADMEVolatility Chart

Current Aptus Drawdown Managed Equity ETF volatility is 9.99%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovember
9.99%
14.31%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)