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Issuer
Adaptive
Inception Date
Oct 2, 2009
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$36M

Share Price Chart


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Performance

AMAX Performance Chart

RH Hedged Multi-Asset Income ETF (AMAX) is up 2.2% since the beginning of the year. AMAX is currently trading at $8 per share.


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S&P 500 Index

Returns By Period

RH Hedged Multi-Asset Income ETF (AMAX) has returned 2.18% so far this year and 9.80% over the past 12 months.


RH Hedged Multi-Asset Income ETF

1D
0.00%
1M
-2.12%
YTD
2.18%
6M
0.82%
1Y
9.80%
3Y*
8.25%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAX Monthly Returns History

Based on dividend-adjusted daily data since Nov 15, 2021, AMAX's average daily return is +0.02%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +5.0%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AMAX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +3.0%, while the worst single day was Sep 13, 2022 at -3.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.12%2.19%-4.93%3.55%1.52%-2.97%2.18%
20252.94%-2.82%-2.85%2.56%3.37%2.42%1.09%1.46%4.13%0.21%-1.10%-0.28%11.38%
20240.92%2.53%3.58%-2.82%2.40%-0.13%2.15%0.71%2.06%-0.58%-0.17%-1.23%9.62%
20234.88%-2.26%0.51%1.15%0.07%1.13%0.42%-1.05%-4.75%-1.49%4.95%3.39%6.70%
2022-3.83%0.97%0.54%-3.88%-1.57%-1.90%2.38%-4.35%-4.92%3.36%2.08%-1.78%-12.56%
2021-2.66%2.53%-0.20%

Benchmark Metrics

RH Hedged Multi-Asset Income ETF has an annualized alpha of -0.51%, beta of 0.37, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since November 15, 2021.

  • This ETF participated in 60.82% of S&P 500 Index downside but only 41.24% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.37 may look defensive, but with R2 of 0.38 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.38 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.51%
Beta
0.37
0.38
Upside Capture
41.24%
Downside Capture
60.82%

Expense Ratio

AMAX has a high expense ratio of 1.29%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

AMAX ranks 27 for risk / return — below 27% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


AMAX Risk / Return Rank: 2727
Overall Rank
AMAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AMAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
AMAX Omega Ratio Rank: 2525
Omega Ratio Rank
AMAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
AMAX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for RH Hedged Multi-Asset Income ETF (AMAX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.31

2.78

-1.48

Martin ratioReturn relative to average drawdown

3.66

12.44

-8.78

Dividends

Dividend History

RH Hedged Multi-Asset Income ETF provided a 11.24% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.86$0.73$0.57$0.53$0.86$0.10

Dividend yield

11.24%9.18%7.36%6.99%11.22%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for RH Hedged Multi-Asset Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.08$0.08$0.08$0.08$0.08$0.00$0.40
2025$0.05$0.05$0.05$0.05$0.05$0.07$0.07$0.06$0.07$0.07$0.07$0.07$0.73
2024$0.01$0.01$0.07$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.57
2023$0.04$0.04$0.04$0.03$0.04$0.13$0.04$0.08$0.04$0.01$0.01$0.03$0.53
2022$0.11$0.08$0.06$0.11$0.09$0.08$0.08$0.07$0.07$0.04$0.05$0.04$0.86
2021$0.05$0.05$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the RH Hedged Multi-Asset Income ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the RH Hedged Multi-Asset Income ETF was 16.28%, occurring on Oct 14, 2022. Recovery took 367 trading sessions.

The current RH Hedged Multi-Asset Income ETF drawdown is 4.41%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-16.28%Oct 2022
11mo1y 5mo
2y 4moNov 2021 - Apr 2024
2025 selloff2025
-9.27%Apr 2025
1mo 16d1mo 7d
2mo 23dFeb 2025 - May 2025
2026 pullback2026
-7.53%Mar 2026
2mo1mo 9d
3mo 9dJan 2026 - May 2026
2024 pullback2024
-5.73%Aug 2024
18d14d
1mo 2dJul 2024 - Aug 2024
2026 pullback2026
-5.47%Jun 2026
29d
1mo 12dMay 2026 - now

Drawdown Indicators


AMAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.28%

-56.78%

+40.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.10%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-9.27%

-18.90%

+9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.41%

-1.80%

-2.61%

Average Drawdown

Average peak-to-trough decline

-5.30%

-10.71%

+5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.03%

+0.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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