- ISIN
- US74933W5774
- Inception Date
- Mar 29, 2023
- Category
- Global Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Assets Under Management
- $69M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DYTA Performance Chart
SGI Dynamic Tactical ETF (DYTA) is up 9.0% since the beginning of the year. DYTA is currently trading at $32 per share.
Loading charts...
Returns By Period
SGI Dynamic Tactical ETF (DYTA) has returned 8.98% so far this year and 16.87% over the past 12 months.
SGI Dynamic Tactical ETF
- 1D
- 0.38%
- 1M
- 2.63%
- YTD
- 8.98%
- 6M
- 8.97%
- 1Y
- 16.87%
- 3Y*
- 11.99%
- 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%
DYTA Monthly Returns History
Based on dividend-adjusted daily data since Mar 30, 2023, DYTA's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +7.9%, while the worst month was Mar 2026 at -5.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DYTA closed higher 54% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Sep 3, 2024 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.55% | 0.75% | -5.52% | 7.91% | 4.26% | 1.21% | 8.98% | ||||||
| 2025 | 1.66% | 0.64% | -2.61% | -1.15% | 1.27% | 1.34% | 0.17% | 1.39% | 1.90% | 0.62% | 1.01% | 0.58% | 6.95% |
| 2024 | 0.70% | 3.93% | 2.90% | -4.29% | 4.92% | 2.70% | 1.17% | 0.49% | 1.54% | -1.76% | 5.24% | -4.17% | 13.59% |
| 2023 | 1.09% | 0.34% | -1.01% | 3.14% | 2.52% | -2.18% | -4.45% | -1.75% | 6.07% | 5.20% | 8.81% |
Benchmark Metrics
SGI Dynamic Tactical ETF has an annualized alpha of -0.31%, beta of 0.60, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since March 30, 2023.
- This ETF participated in 80.26% of S&P 500 Index downside but only 60.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.60 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.31%
- Beta
- 0.60
- R²
- 0.67
- Upside Capture
- 60.67%
- Downside Capture
- 80.26%
Expense Ratio
DYTA has a high expense ratio of 1.04%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DYTA ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) 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.
| DYTA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 2.78 | -0.97 |
| Martin ratioReturn relative to average drawdown | 9.24 | 12.44 | -3.20 |
Dividends
Dividend History
SGI Dynamic Tactical ETF provided a 1.50% dividend yield over the last twelve months, with an annual payout of $0.48 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.48 | $0.48 | $3.00 | $0.24 |
Dividend yield | 1.50% | 1.64% | 10.80% | 0.89% |
Monthly Dividends
The table displays the monthly dividend distributions for SGI Dynamic Tactical ETF. 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 | $0.48 | $0.48 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.00 | $3.00 |
| 2023 | $0.24 | $0.24 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the SGI Dynamic Tactical 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 SGI Dynamic Tactical ETF was 9.41%, occurring on Apr 8, 2025. Recovery took 124 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -9.41%Apr 2025 | 4mo 4d | 6mo 1d | 10mo 5dDec 2024 - Oct 2025 |
2026 pullback2026 | -9.33%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2023 pullback2023 | -9.32%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 |
2024 pullback2024 | -7.79%Aug 2024 | 19d | 2mo 7d | 2mo 26dJul 2024 - Oct 2024 |
2024 pullback2024 | -5.30%Apr 2024 | 22d | 26d | 1mo 18dMar 2024 - May 2024 |
Drawdown Indicators
| DYTA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.41% | -56.78% | +47.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -9.10% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -9.41% | -18.90% | +9.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -2.19% | -10.71% | +8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.03% | -0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DYTA
Add SGI Dynamic Tactical ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DYTA