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Gadsden Dynamic Multi-Asset ETF (GDMA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS26922A3547
CUSIP02072L870
IssuerGadsden
Inception DateNov 14, 2018
RegionDeveloped Markets (Broad)
CategoryHedge Fund, Actively Managed
Index TrackedNo Index (Active)
Asset ClassMulti-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.


0.50%1.00%1.50%2.00%0.77%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with GDMA

Gadsden Dynamic Multi-Asset ETF

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.


30.00%40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
40.34%
92.45%
GDMA (Gadsden Dynamic Multi-Asset ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date3.76%10.16%
1 month2.56%3.47%
6 months7.50%22.20%
1 year10.98%30.45%
5 years (annualized)6.80%13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GDMA
Gadsden Dynamic Multi-Asset ETF
2.66
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Gadsden Dynamic Multi-Asset ETF Sharpe ratio is 2.66. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.66
2.79
GDMA (Gadsden Dynamic Multi-Asset ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021202020192018
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.16%
0
GDMA (Gadsden Dynamic Multi-Asset ETF)
Benchmark (^GSPC)

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, 202020Mar 18, 202075Jul 6, 202095
-12.75%Apr 19, 2022221Mar 6, 2023
-8.45%Aug 20, 202024Sep 23, 202058Dec 15, 202082
-8.33%Jun 2, 202133Jul 19, 2021172Mar 23, 2022205
-5.48%Feb 16, 202127Mar 24, 202129May 5, 202156

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.65%
2.80%
GDMA (Gadsden Dynamic Multi-Asset ETF)
Benchmark (^GSPC)