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Inception Date
Nov 16, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$41M

Share Price Chart


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Performance

GHTA Performance Chart

Goose Hollow Tactical Allocation ETF (GHTA) is up 2.0% since the beginning of the year. GHTA is currently trading at $30 per share.


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S&P 500 Index

Returns By Period

Goose Hollow Tactical Allocation ETF (GHTA) has returned 1.97% so far this year and 6.36% over the past 12 months.


Goose Hollow Tactical Allocation ETF

1D
-0.50%
1M
-0.17%
YTD
1.97%
6M
2.17%
1Y
6.36%
3Y*
8.97%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHTA Monthly Returns History

Based on dividend-adjusted daily data since Nov 17, 2021, GHTA's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +8.1%, while the worst month was Apr 2022 at -6.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GHTA closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.44%1.51%-4.46%2.01%0.80%-0.18%1.97%
20252.52%2.62%-1.96%-1.10%3.43%2.59%-1.78%6.07%-2.42%-1.65%2.60%-0.86%10.06%
2024-2.59%0.61%1.31%-1.29%2.31%-0.44%1.31%1.82%4.83%-1.87%0.38%-1.47%4.78%
20235.91%-1.68%0.41%0.03%-2.08%1.62%2.96%0.25%-4.86%-3.00%7.69%6.88%14.10%
20221.47%-0.36%1.30%-6.55%0.58%-5.89%6.92%-3.32%-2.44%4.77%8.14%-1.48%1.99%
2021-1.78%0.36%-1.42%

Benchmark Metrics

Goose Hollow Tactical Allocation ETF has an annualized alpha of 1.93%, beta of 0.46, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since November 17, 2021.

  • This ETF participated in 52.49% of S&P 500 Index downside but only 47.28% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.46 may look defensive, but with R2 of 0.45 this ETF 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 ETF's risk.
  • R2 of 0.45 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
1.93%
Beta
0.46
0.45
Upside Capture
47.28%
Downside Capture
52.49%

Expense Ratio

GHTA has a high expense ratio of 1.21%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GHTA ranks 22 for risk / return — below 22% of ETFs 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.


GHTA Risk / Return Rank: 2222
Overall Rank
GHTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GHTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
GHTA Omega Ratio Rank: 2222
Omega Ratio Rank
GHTA Calmar Ratio Rank: 2222
Calmar Ratio Rank
GHTA Martin Ratio Rank: 2121
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 Goose Hollow Tactical Allocation ETF (GHTA) 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.


GHTABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.52

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.03

2.78

-1.75

Martin ratioReturn relative to average drawdown

2.52

12.44

-9.92

Dividends

Dividend History

Goose Hollow Tactical Allocation ETF provided a 3.76% dividend yield over the last twelve months, with an annual payout of $1.15 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.15$1.15$0.70$0.64$0.09$0.10

Dividend yield

3.76%3.84%2.46%2.32%0.38%0.41%

Monthly Dividends

The table displays the monthly dividend distributions for Goose Hollow Tactical Allocation 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$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$1.15$1.15
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.64$0.64
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$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 Goose Hollow Tactical Allocation 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 Goose Hollow Tactical Allocation ETF was 13.92%, occurring on Jul 14, 2022. Recovery took 99 trading sessions.

The current Goose Hollow Tactical Allocation ETF drawdown is 2.89%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-13.92%Jul 2022
3mo 16d4mo 21d
8mo 7dMar 2022 - Dec 2022
2025 selloff2025
-13.91%Apr 2025
21d1mo 6d
1mo 27dMar 2025 - May 2025
2023 correction2023
-10.28%Oct 2023
8mo 24d1mo 20d
10mo 14dFeb 2023 - Dec 2023
2026 pullback2026
-6.18%Mar 2026
1mo 11d
4mo 6dFeb 2026 - now
2024 pullback2024
-4.81%Dec 2024
2mo 17d1mo 26d
4mo 13dOct 2024 - Feb 2025

Drawdown Indicators


GHTABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.92%

-56.78%

+42.86%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

-9.10%

+2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.91%

-18.90%

+4.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.89%

-1.80%

-1.09%

Average Drawdown

Average peak-to-trough decline

-3.51%

-10.71%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.03%

+0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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