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SGI Dynamic Tactical ETF (DYTA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74933W5774
Inception Date
Mar 29, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SGI Dynamic Tactical ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

SGI Dynamic Tactical ETF (DYTA) has returned -4.29% so far this year and 2.73% over the past 12 months.


SGI Dynamic Tactical ETF

1D
3.05%
1M
-5.52%
YTD
-4.29%
6M
-2.16%
1Y
2.73%
3Y*
7.76%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 30, 2023, DYTA's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, your investment would double in approximately 8.7 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2023 with a return of +6.1%, 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 52% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.55%0.75%-5.52%-4.29%
20251.66%0.64%-2.61%-1.15%1.27%1.34%0.17%1.39%1.90%0.62%1.01%0.58%6.95%
20240.70%3.93%2.90%-4.29%4.92%2.70%1.17%0.49%1.54%-1.76%5.24%-4.17%13.59%
20231.02%0.34%-1.01%3.14%2.52%-2.18%-4.45%-1.75%6.07%5.20%8.73%

Benchmark Metrics

SGI Dynamic Tactical ETF has an annualized alpha of -1.67%, beta of 0.59, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since March 31, 2023.

  • This ETF participated in 87.06% of S&P 500 Index downside but only 58.89% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.59 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
-1.67%
Beta
0.59
0.66
Upside Capture
58.89%
Downside Capture
87.06%

Expense Ratio

DYTA has a high expense ratio of 1.04%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DYTA ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DYTA Risk / Return Rank: 1919
Overall Rank
DYTA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DYTA Sortino Ratio Rank: 1717
Sortino Ratio Rank
DYTA Omega Ratio Rank: 1919
Omega Ratio Rank
DYTA Calmar Ratio Rank: 1919
Calmar Ratio Rank
DYTA Martin Ratio Rank: 2323
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 SGI Dynamic Tactical ETF (DYTA) and compare them to a chosen benchmark (S&P 500 Index).


DYTABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.90

-0.62

Sortino ratio

Return per unit of downside risk

0.45

1.39

-0.94

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.34

1.40

-1.06

Martin ratio

Return relative to average drawdown

1.73

6.61

-4.88

Explore DYTA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

SGI Dynamic Tactical ETF provided a 1.71% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.48$0.48$3.00$0.24

Dividend yield

1.71%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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.


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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.

The current SGI Dynamic Tactical ETF drawdown is 6.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.41%Dec 5, 202484Apr 8, 2025124Oct 6, 2025208
-9.33%Feb 26, 202623Mar 30, 2026
-9.32%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-7.79%Jul 17, 202414Aug 5, 202448Oct 11, 202462
-5.3%Mar 28, 202416Apr 19, 202418May 15, 202434

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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