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ISIN
US78410K8080
CUSIP
78410K808
Inception Date
Dec 11, 2013
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DEBTX Performance Chart

Shelton Tactical Credit Fund (DEBTX) is up 1.8% since the beginning of the year. DEBTX is currently trading at $10 per share. Investors who bought $1,000 worth of DEBTX shares 5 years ago would now be looking at an investment worth $1,112.


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S&P 500 Index

Returns By Period

Shelton Tactical Credit Fund (DEBTX) has returned 1.84% so far this year and 6.12% over the past 12 months. Looking at the last ten years, DEBTX has achieved an annualized return of 24.66%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Shelton Tactical Credit Fund

1D
0.10%
1M
1.47%
YTD
1.84%
6M
2.24%
1Y
6.12%
3Y*
5.92%
5Y*
2.15%
10Y*
24.66%

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)

DEBTX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2015, DEBTX's average daily return is +0.10%, while the average monthly return is +2.21%. At this rate, an investment would double in approximately 2.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Feb 2019 with a return of +88.8%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DEBTX closed higher 43% of trading days. The best single day was Feb 7, 2019 with a return of +85.8%, while the worst single day was Mar 12, 2020 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.29%0.68%-1.20%1.29%0.59%0.78%1.84%
20250.70%1.68%-2.24%-0.10%1.99%1.70%0.49%0.39%0.49%0.20%1.07%0.49%6.99%
20240.10%0.00%1.80%-0.89%1.10%0.96%1.39%1.47%1.19%-1.45%0.59%-0.66%5.67%
20230.10%-1.40%1.72%0.20%-0.30%-0.23%0.61%-0.30%-2.04%-1.90%4.53%3.40%4.23%
2022-1.54%-1.19%-0.39%-1.79%-0.96%-3.19%2.71%-0.88%-2.31%0.41%2.22%-0.62%-7.42%
20211.12%1.75%1.78%1.08%0.09%1.07%-0.27%0.27%1.12%-1.24%-0.45%0.27%6.75%

Benchmark Metrics

Shelton Tactical Credit Fund has an annualized alpha of 29.09%, beta of 0.05, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.89%) than losses (30.88%) - typical of diversified or defensive assets.
  • Beta of 0.05 may look defensive, but with R2 of 0.00 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 0.00 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
29.09%
Beta
0.05
0.00
Upside Capture
87.89%
Downside Capture
30.88%

Expense Ratio

DEBTX has a high expense ratio of 1.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DEBTX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DEBTX Risk / Return Rank: 6565
Overall Rank
DEBTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DEBTX Sortino Ratio Rank: 6565
Sortino Ratio Rank
DEBTX Omega Ratio Rank: 5959
Omega Ratio Rank
DEBTX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DEBTX Martin Ratio Rank: 7373
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 Shelton Tactical Credit Fund (DEBTX) 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.


DEBTXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.08

2.78

+0.29

Martin ratioReturn relative to average drawdown

12.96

12.44

+0.52

Dividends

Dividend History

Shelton Tactical Credit Fund provided a 5.61% dividend yield over the last twelve months, with an annual payout of $0.58 per share.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.00$14.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.58$0.45$0.53$0.34$0.26$0.38$0.41$13.94$0.48$0.60

Dividend yield

5.61%4.41%5.30%3.43%2.62%3.45%3.82%132.10%4.95%5.77%

Monthly Dividends

The table displays the monthly dividend distributions for Shelton Tactical Credit Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.00$0.00$0.00$0.15
2025$0.00$0.00$0.02$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.13$0.45
2024$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.13$0.53
2023$0.00$0.00$0.11$0.00$0.00$0.06$0.00$0.00$0.18$0.00$0.00$0.00$0.34
2022$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.08$0.26
2021$0.00$0.00$0.15$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.06$0.38

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 Shelton Tactical Credit 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 Shelton Tactical Credit Fund was 19.21%, occurring on Apr 2, 2020. Recovery took 163 trading sessions.

The current Shelton Tactical Credit Fund drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-19.21%Apr 2020
1mo 4d7mo 25d
8mo 29dFeb 2020 - Nov 2020
2023 correction2023
-12.18%Oct 2023
2y 24d9mo 22d
2y 10moOct 2021 - Aug 2024
2016 pullback2016
-7.81%Feb 2016
3mo 9d4mo 13d
7mo 22dNov 2015 - Jun 2016
Rate-hike selloffLate 2018
-7.48%Dec 2018
2mo 23d1mo 13d
4mo 6dOct 2018 - Feb 2019
2025 selloff2025
-4.86%Apr 2025
1mo 6d2mo 3d
3mo 9dMar 2025 - Jun 2025

Drawdown Indicators


DEBTXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.21%

-56.78%

+37.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.03%

-9.10%

+7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.91%

-18.90%

+13.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.18%

-25.43%

+13.25%

Max Drawdown (10Y)

Largest decline over 10 years

-19.21%

-33.92%

+14.71%

Current Drawdown

Current decline from peak

-0.19%

-1.80%

+1.61%

Average Drawdown

Average peak-to-trough decline

-2.72%

-10.71%

+7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

2.03%

-1.55%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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