- ISIN
- US66538J6477
- CUSIP
- 66538J647
- Issuer
- Donoghue Forlines LLC
- Inception Date
- Apr 5, 2018
- Category
- Tactical Allocation
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
GTAIX Performance Chart
Donoghue Forlines Tactical Allocation Fund (GTAIX) is up 14.3% since the beginning of the year. GTAIX is currently trading at $13 per share. Investors who bought $1,000 worth of GTAIX shares 5 years ago would now be looking at an investment worth $1,431.
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Returns By Period
Donoghue Forlines Tactical Allocation Fund (GTAIX) has returned 14.34% so far this year and 24.00% over the past 12 months.
Donoghue Forlines Tactical Allocation Fund
- 1D
- 0.77%
- 1M
- 2.59%
- YTD
- 14.34%
- 6M
- 13.68%
- 1Y
- 24.00%
- 3Y*
- 14.86%
- 5Y*
- 7.43%
- 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%
GTAIX Monthly Returns History
Based on dividend-adjusted daily data since Apr 6, 2018, GTAIX's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +6.3%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, GTAIX closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Mar 16, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.93% | 1.77% | -2.40% | 5.93% | 2.48% | 2.03% | 14.34% | ||||||
| 2025 | 2.91% | 0.73% | -3.67% | -1.32% | 4.77% | 3.43% | 0.97% | 1.31% | 1.72% | 0.60% | 0.93% | 0.59% | 13.49% |
| 2024 | -0.69% | 2.47% | 1.95% | -2.47% | 2.83% | 0.08% | 2.10% | 1.59% | 1.09% | -0.64% | 3.23% | -3.20% | 8.39% |
| 2023 | 4.08% | -2.01% | 1.18% | 0.11% | -0.54% | 4.61% | 2.80% | -0.91% | -2.27% | -2.85% | 6.08% | 4.81% | 15.59% |
| 2022 | -4.83% | -1.46% | 1.68% | -6.04% | 0.73% | -6.38% | 4.95% | -2.62% | -5.68% | 3.08% | 4.32% | -2.36% | -14.49% |
| 2021 | -0.10% | 0.99% | 1.67% | 2.80% | 0.94% | 1.62% | -0.55% | 1.02% | -3.51% | 3.42% | -2.11% | 2.93% | 9.25% |
Benchmark Metrics
Donoghue Forlines Tactical Allocation Fund has an annualized alpha of -1.51%, beta of 0.55, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since April 06, 2018.
- This fund participated in 66.54% of S&P 500 Index downside but only 48.67% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.55 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -1.51%
- Beta
- 0.55
- R²
- 0.85
- Upside Capture
- 48.67%
- Downside Capture
- 66.54%
Expense Ratio
GTAIX has a high expense ratio of 1.20%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
GTAIX ranks 92 for risk / return — in the top 92% of mutual funds 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) 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.
| GTAIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.37 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.37 | 2.78 | +2.58 |
| Martin ratioReturn relative to average drawdown | 22.43 | 12.44 | +9.99 |
Dividends
Dividend History
Donoghue Forlines Tactical Allocation Fund provided a 4.83% dividend yield over the last twelve months, with an annual payout of $0.63 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.63 | $0.67 | $0.36 | $0.27 | $0.15 | $0.25 | $0.08 | $0.18 | $0.17 |
Dividend yield | 4.83% | 5.82% | 3.38% | 2.69% | 1.65% | 2.35% | 0.82% | 1.77% | 1.92% |
Monthly Dividends
The table displays the monthly dividend distributions for Donoghue Forlines Tactical Allocation 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.55 | $0.67 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.17 | $0.36 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.06 | $0.27 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.14 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.20 | $0.25 |
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 Tactical Allocation 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 Tactical Allocation Fund was 24.25%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current Donoghue Forlines Tactical Allocation Fund drawdown is 0.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.25%Mar 2020 | 2mo 2d | 9mo 20d | 11mo 22dJan 2020 - Jan 2021 |
Bear market2022 | -19.43%Oct 2022 | 11mo 8d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
Rate-hike selloffLate 2018 | -13.96%Dec 2018 | 8mo 9d | 10mo 4d | 1y 6moApr 2018 - Oct 2019 |
2025 selloff2025 | -11.89%Apr 2025 | 1mo 17d | 2mo 5d | 3mo 22dFeb 2025 - Jun 2025 |
2021 pullback2021 | -4.58%Oct 2021 | 27d | 1mo | 1mo 27dSep 2021 - Nov 2021 |
Drawdown Indicators
| GTAIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.25% | -56.78% | +32.53% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -9.10% | +4.59% |
Max Drawdown (3Y)Largest decline over 3 years | -11.89% | -18.90% | +7.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -25.43% | +6.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.46% | -1.80% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -4.80% | -10.71% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.03% | -0.95% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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