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MarketDesk Focused U.S. Momentum ETF (FMTM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Mar 19, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MarketDesk Focused U.S. Momentum 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

MarketDesk Focused U.S. Momentum ETF (FMTM) has returned 8.17% so far this year and 36.71% over the past 12 months.


MarketDesk Focused U.S. Momentum ETF

1D
4.80%
1M
-6.51%
YTD
8.17%
6M
16.49%
1Y
36.71%
3Y*
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 20, 2025, FMTM's average daily return is +0.14%, while the average monthly return is +2.61%. At this rate, your investment would double in approximately 2.2 years.

Historically, 85% of months were positive and 15% were negative. The best month was Jan 2026 with a return of +9.6%, while the worst month was Mar 2026 at -6.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.

On a daily basis, FMTM closed higher 55% of trading days. The best single day was Mar 31, 2026 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.63%5.55%-6.51%8.17%
20251.20%-0.95%2.27%3.24%1.77%1.09%9.08%5.30%1.89%0.37%27.90%

Benchmark Metrics

MarketDesk Focused U.S. Momentum ETF has an annualized alpha of 23.26%, beta of 0.87, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since March 21, 2025.

  • This ETF captured 164.58% of S&P 500 Index gains but only 10.01% of its losses — a favorable profile for investors.
  • R² of 0.47 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
23.26%
Beta
0.87
0.47
Upside Capture
164.58%
Downside Capture
10.01%

Expense Ratio

FMTM has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FMTM ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FMTM Risk / Return Rank: 8383
Overall Rank
FMTM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FMTM Sortino Ratio Rank: 7979
Sortino Ratio Rank
FMTM Omega Ratio Rank: 7474
Omega Ratio Rank
FMTM Calmar Ratio Rank: 9090
Calmar Ratio Rank
FMTM Martin Ratio Rank: 9090
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 MarketDesk Focused U.S. Momentum ETF (FMTM) and compare them to a chosen benchmark (S&P 500 Index).


FMTMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.58

0.90

+0.69

Sortino ratio

Return per unit of downside risk

2.09

1.39

+0.71

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

3.15

1.40

+1.75

Martin ratio

Return relative to average drawdown

11.97

6.61

+5.36

Explore FMTM risk-adjusted metrics in detail

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

Dividends

Dividend History

MarketDesk Focused U.S. Momentum ETF provided a 0.27% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.30%$0.00$0.02$0.04$0.06$0.08$0.102025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.10$0.10

Dividend yield

0.27%0.30%

Monthly Dividends

The table displays the monthly dividend distributions for MarketDesk Focused U.S. Momentum 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$0.10$0.10

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 MarketDesk Focused U.S. Momentum 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 MarketDesk Focused U.S. Momentum ETF was 12.12%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current MarketDesk Focused U.S. Momentum ETF drawdown is 7.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.12%Mar 3, 202620Mar 30, 2026
-9.3%Nov 11, 20258Nov 20, 202513Dec 10, 202521
-9.14%Apr 3, 20254Apr 8, 202520May 7, 202524
-5.91%Dec 12, 20254Dec 17, 20255Dec 24, 20259
-5.08%Oct 9, 20252Oct 10, 202510Oct 24, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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