- ISIN
- US56166Y8185
- CUSIP
- 56166Y818
- Issuer
- ATAC Fund
- Inception Date
- Sep 9, 2012
- Category
- Tactical Allocation
- Min. Investment
- $2,500
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
ATACX Performance Chart
ATAC Rotation Fund (ATACX) is up 13.9% since the beginning of the year. ATACX is currently trading at $43 per share. Investors who bought $1,000 worth of ATACX shares 5 years ago would now be looking at an investment worth $980.
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Returns By Period
ATAC Rotation Fund (ATACX) has returned 13.87% so far this year and 22.98% over the past 12 months. Over the last ten years, ATACX has returned 8.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
ATAC Rotation Fund
- 1D
- 3.29%
- 1M
- 2.02%
- YTD
- 13.87%
- 6M
- 9.70%
- 1Y
- 22.98%
- 3Y*
- 13.59%
- 5Y*
- -0.40%
- 10Y*
- 8.01%
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%
ATACX Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2013, ATACX's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +17.9%, while the worst month was Mar 2023 at -12.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ATACX closed higher 51% of trading days. The best single day was May 18, 2020 with a return of +8.5%, while the worst single day was Jun 11, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.84% | 3.75% | -4.03% | 5.81% | 6.20% | -1.98% | 13.87% | ||||||
| 2025 | 1.05% | 2.11% | -1.08% | -1.09% | 6.58% | 6.29% | 5.18% | 0.15% | 2.77% | 1.15% | -4.56% | -0.65% | 18.74% |
| 2024 | -4.12% | 3.02% | 2.18% | -5.73% | 2.64% | 3.79% | 8.85% | 3.44% | -9.27% | -4.84% | 13.67% | -6.20% | 5.05% |
| 2023 | 8.34% | -2.85% | -12.94% | 1.65% | 0.18% | 2.96% | 1.71% | -8.84% | -3.35% | -5.00% | 8.47% | 15.10% | 2.10% |
| 2022 | -3.70% | -2.10% | -2.61% | -7.56% | -1.21% | -10.92% | 4.86% | -6.25% | -6.74% | 8.50% | 4.13% | -4.09% | -25.80% |
| 2021 | 4.62% | -2.04% | -4.17% | 1.84% | -0.65% | -5.35% | -0.16% | 0.09% | -6.19% | 5.51% | -6.63% | 2.99% | -10.55% |
Benchmark Metrics
ATAC Rotation Fund has an annualized alpha of 1.64%, beta of 0.45, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.
- This fund participated in 72.97% of S&P 500 Index downside but only 54.09% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R2 of 0.15 this fund 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 fund's risk.
- R2 of 0.15 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.64%
- Beta
- 0.45
- R²
- 0.15
- Upside Capture
- 54.09%
- Downside Capture
- 72.97%
Expense Ratio
ATACX has a high expense ratio of 1.74%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
ATACX ranks 25 for risk / return — below 25% of mutual funds 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ATAC Rotation Fund (ATACX) 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.
| ATACX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.78 | -0.62 |
| Martin ratioReturn relative to average drawdown | 6.84 | 12.44 | -5.60 |
Dividends
Dividend History
ATAC Rotation Fund provided a 1.62% dividend yield over the last twelve months, with an annual payout of $0.70 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.70 | $0.70 | $0.30 | $0.00 | $0.00 | $0.00 | $6.02 | $0.27 | $0.31 | $2.62 |
Dividend yield | 1.62% | 1.85% | 0.92% | 0.00% | 0.00% | 0.00% | 13.13% | 0.90% | 1.10% | 8.15% |
Monthly Dividends
The table displays the monthly dividend distributions for ATAC Rotation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 | $0.70 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
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 ATAC Rotation Fund. 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 ATAC Rotation Fund was 51.26%, occurring on Oct 31, 2023. The portfolio has not yet recovered.
The current ATAC Rotation Fund drawdown is 13.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -51.26%Oct 2023 | 2y 9mo | — | 5y 5moJan 2021 - now |
Rate-hike selloffLate 2018 | -25.50%Nov 2018 | 9mo 25d | 1y 3mo | 2y 1moJan 2018 - Mar 2020 |
2016 bear market2016 | -21.79%Jan 2016 | 3mo 5d | 1y 17d | 1y 3moOct 2015 - Jan 2017 |
2020 correction2020 | -15.67%Jun 2020 | 2d | 6mo | 6mo 2dJun 2020 - Dec 2020 |
2020 correction2020 | -15.27%May 2020 | 13d | 13d | 26dApr 2020 - May 2020 |
Drawdown Indicators
| ATACX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.26% | -56.78% | +5.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -9.10% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.94% | -18.90% | -0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -44.04% | -25.43% | -18.61% |
Max Drawdown (10Y)Largest decline over 10 years | -51.26% | -33.92% | -17.34% |
Current DrawdownCurrent decline from peak | -13.57% | -1.80% | -11.77% |
Average DrawdownAverage peak-to-trough decline | -16.77% | -10.71% | -6.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.03% | +1.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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