Gadsden Dynamic Multi-Asset ETF (GDMA)
GDMA is an actively managed ETF by Gadsden. GDMA launched on Nov 14, 2018 and has a 0.77% expense ratio.
ETF Info
ISIN | US26922A3547 |
---|---|
CUSIP | 02072L870 |
Issuer | Gadsden |
Inception Date | Nov 14, 2018 |
Region | Developed Markets (Broad) |
Category | Hedge Fund, Actively Managed |
Index Tracked | No Index (Active) |
Asset Class | Multi-Asset |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Gadsden Dynamic Multi-Asset ETF has a high expense ratio of 0.77%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Popular comparisons: GDMA vs. SPY, GDMA vs. JEPI
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gadsden Dynamic Multi-Asset ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Gadsden Dynamic Multi-Asset ETF had a return of 3.76% year-to-date (YTD) and 10.98% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.76% | 10.16% |
1 month | 2.56% | 3.47% |
6 months | 7.50% | 22.20% |
1 year | 10.98% | 30.45% |
5 years (annualized) | 6.80% | 13.16% |
10 years (annualized) | N/A | 10.89% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.43% | 1.80% | ||||||||||
2023 | -0.24% | 1.85% | 1.29% | -0.13% | 2.42% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Gadsden Dynamic Multi-Asset ETF (GDMA) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Gadsden Dynamic Multi-Asset ETF | 2.66 | ||||
S&P 500 | 2.79 |
Dividends
Dividend History
Gadsden Dynamic Multi-Asset ETF granted a 3.99% dividend yield in the last twelve months. The annual payout for that period amounted to $1.25 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
---|---|---|---|---|---|---|---|
Dividend | $1.25 | $1.25 | $0.36 | $0.67 | $0.19 | $0.83 | $0.15 |
Dividend yield | 3.99% | 4.14% | 1.18% | 2.10% | 0.62% | 3.17% | 0.63% |
Monthly Dividends
The table displays the monthly dividend distributions for Gadsden Dynamic Multi-Asset 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | ||||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.25 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 |
2021 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.57 |
2020 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 |
2019 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.55 |
2018 | $0.15 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Gadsden Dynamic Multi-Asset 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 Gadsden Dynamic Multi-Asset ETF was 16.66%, occurring on Mar 18, 2020. Recovery took 75 trading sessions.
The current Gadsden Dynamic Multi-Asset ETF drawdown is 2.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-16.66% | Feb 20, 2020 | 20 | Mar 18, 2020 | 75 | Jul 6, 2020 | 95 |
-12.75% | Apr 19, 2022 | 221 | Mar 6, 2023 | — | — | — |
-8.45% | Aug 20, 2020 | 24 | Sep 23, 2020 | 58 | Dec 15, 2020 | 82 |
-8.33% | Jun 2, 2021 | 33 | Jul 19, 2021 | 172 | Mar 23, 2022 | 205 |
-5.48% | Feb 16, 2021 | 27 | Mar 24, 2021 | 29 | May 5, 2021 | 56 |
Volatility
Volatility Chart
The current Gadsden Dynamic Multi-Asset ETF volatility is 1.65%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.