- ISIN
- US66538J7798
- CUSIP
- 66538J779
- Issuer
- Donoghue Forlines LLC
- Inception Date
- Dec 26, 2017
- Category
- Bank Loan
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
FLOTX Performance Chart
Donoghue Forlines Risk Managed Income Fund (FLOTX) is down 0.6% since the beginning of the year. FLOTX is currently trading at $9 per share. Investors who bought $1,000 worth of FLOTX shares 5 years ago would now be looking at an investment worth $1,142.
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Returns By Period
Donoghue Forlines Risk Managed Income Fund (FLOTX) has returned -0.55% so far this year and 3.00% over the past 12 months.
Donoghue Forlines Risk Managed Income Fund
- 1D
- 0.11%
- 1M
- 0.33%
- YTD
- -0.55%
- 6M
- -0.24%
- 1Y
- 3.00%
- 3Y*
- 4.80%
- 5Y*
- 2.69%
- 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%
FLOTX Monthly Returns History
Based on dividend-adjusted daily data since Mar 28, 2018, FLOTX's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, an investment would double in approximately 23.1 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +2.5%, while the worst month was Apr 2025 at -1.9%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FLOTX closed higher 32% of trading days. The best single day was Sep 28, 2023 with a return of +2.6%, while the worst single day was Sep 29, 2023 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.32% | -0.54% | -0.68% | 0.67% | 0.22% | 0.11% | -0.55% | ||||||
| 2025 | 0.63% | 0.10% | -0.83% | -1.90% | 0.65% | 0.96% | 0.54% | 0.54% | 0.52% | 0.22% | 0.43% | 0.64% | 2.47% |
| 2024 | 0.42% | 0.72% | 0.77% | 0.10% | 0.72% | 0.21% | 0.83% | 0.83% | 0.65% | 0.42% | 0.73% | 0.17% | 6.76% |
| 2023 | 0.31% | 0.21% | 0.26% | 0.31% | -0.42% | 2.31% | 0.93% | 0.72% | 0.23% | -0.21% | 1.36% | 1.99% | 8.28% |
| 2022 | -0.40% | -0.70% | -0.37% | -0.71% | -0.20% | 0.03% | 0.00% | -0.82% | -1.02% | 0.10% | 0.21% | 0.22% | -3.59% |
| 2021 | 0.60% | 0.50% | 0.00% | 0.20% | 0.40% | 0.36% | -0.30% | 0.10% | 0.25% | 0.00% | -0.79% | 1.12% | 2.45% |
Benchmark Metrics
Donoghue Forlines Risk Managed Income Fund has an annualized alpha of 2.46%, beta of 0.04, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since March 28, 2018.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.05%) than losses (7.90%) - typical of diversified or defensive assets.
- Beta of 0.04 may look defensive, but with R2 of 0.10 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 0.10 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
- 2.46%
- Beta
- 0.04
- R²
- 0.10
- Upside Capture
- 11.05%
- Downside Capture
- 7.90%
Expense Ratio
FLOTX has a high expense ratio of 1.07%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
FLOTX ranks 38 for risk / return — below 38% 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 Donoghue Forlines Risk Managed Income Fund (FLOTX) 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.
| FLOTX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 2.78 | -1.46 |
| Martin ratioReturn relative to average drawdown | 3.43 | 12.44 | -9.00 |
Dividends
Dividend History
Donoghue Forlines Risk Managed Income Fund provided a 6.80% dividend yield over the last twelve months, with an annual payout of $0.61 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.61 | $0.54 | $0.68 | $0.69 | $0.15 | $0.21 | $0.24 | $0.37 | $0.32 |
Dividend yield | 6.80% | 5.79% | 7.15% | 7.16% | 1.56% | 2.13% | 2.42% | 3.78% | 3.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Donoghue Forlines Risk Managed Income 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 | $0.19 | $0.00 | $0.00 | $0.00 | $0.19 | ||||||
| 2025 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.07 | $0.54 |
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.16 | $0.68 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.23 | $0.69 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.21 |
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 Donoghue Forlines Risk Managed Income 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 Donoghue Forlines Risk Managed Income Fund was 4.40%, occurring on Sep 26, 2022. Recovery took 218 trading sessions.
The current Donoghue Forlines Risk Managed Income Fund drawdown is 0.97%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -4.40%Sep 2022 | 8mo 11d | 10mo 17d | 1y 6moJan 2022 - Aug 2023 |
COVID crash2020 | -4.12%Mar 2020 | 1mo 25d | 5mo 27d | 7mo 22dJan 2020 - Sep 2020 |
2025 selloff2025 | -3.34%Apr 2025 | 1mo 18d | 5mo 7d | 6mo 25dFeb 2025 - Sep 2025 |
2023 pullback2023 | -2.96%Oct 2023 | 6d | 2mo 15d | 2mo 21dSep 2023 - Dec 2023 |
2026 pullback2026 | -2.36%Mar 2026 | 2mo 5d | — | 5mo 4dJan 2026 - now |
Drawdown Indicators
| FLOTX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.40% | -56.78% | +52.38% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -9.10% | +6.74% |
Max Drawdown (3Y)Largest decline over 3 years | -3.34% | -18.90% | +15.56% |
Max Drawdown (5Y)Largest decline over 5 years | -4.40% | -25.43% | +21.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.97% | -1.80% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -1.03% | -10.71% | +9.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 2.03% | -1.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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