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Aptus Drawdown Managed Equity ETF (ADME)

ETF · Currency in USD · Last updated Mar 18, 2023

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.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in Aptus Drawdown Managed Equity ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,969 for a total return of roughly 39.69%. All prices are adjusted for splits and dividends.


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
1.59%
6.48%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

S&P 500

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Aptus Drawdown Managed Equity ETF

Return

Aptus Drawdown Managed Equity ETF had a return of 0.67% year-to-date (YTD) and -14.48% in the last 12 months. Over the past 10 years, Aptus Drawdown Managed Equity ETF had an annualized return of 5.07%, while the S&P 500 had an annualized return of 9.54%, indicating that Aptus Drawdown Managed Equity ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-2.37%-5.31%
Year-To-Date0.67%2.01%
6 months-1.85%0.39%
1 year-14.48%-10.12%
5 years (annualized)1.15%7.32%
10 years (annualized)5.07%9.54%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.60%-2.26%
2022-5.59%4.35%1.93%-4.97%

Sharpe 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 -0.93. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.93
-0.43
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

Dividend History

Aptus Drawdown Managed Equity ETF granted a 0.73% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.


PeriodTTM2022202120202019201820172016
Dividend$0.25$0.25$0.11$0.15$0.21$0.24$0.10$0.18

Dividend yield

0.73%0.73%0.26%0.42%0.71%0.88%0.33%0.71%

Monthly Dividends

The table displays the monthly dividend distributions for Aptus Drawdown Managed Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
2022$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.09
2021$0.00$0.00$0.03$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03
2020$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.02
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2016$0.18

Drawdowns Chart

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


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%NovemberDecember2023FebruaryMarch
-21.67%
-18.34%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)

Worst 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 24, 201721Aug 21, 201728Sep 29, 201749
-3.9%Nov 29, 20175Dec 5, 201719Jan 3, 201824

Volatility Chart

Current Aptus Drawdown Managed Equity ETF volatility is 6.88%. 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%NovemberDecember2023FebruaryMarch
6.88%
21.17%
ADME (Aptus Drawdown Managed Equity ETF)
Benchmark (^GSPC)