Donoghue Forlines Tactical Allocation Fund (GTAIX)

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The chart shows the growth of an initial investment of $10,000 in Donoghue Forlines Tactical Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Donoghue Forlines Tactical Allocation Fund (GTAIX) has returned 1.75% so far this year and 15.65% over the past 12 months.

Based on dividend-adjusted daily data since Apr 6, 2018, GTAIX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 years.

Historically, 61% of months were positive and 39% 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%.

Donoghue Forlines Tactical Allocation Fund has an annualized alpha of -2.01%, beta of 0.55, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since April 09, 2018.

• This fund participated in 68.93% of S&P 500 Index downside but only 48.63% of its upside — more exposed to losses than it benefited from rallies.
• This fund had an annualized alpha of -2.01% versus S&P 500 Index — delivering less than market exposure alone would predict.
• 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.

GTAIX has a high expense ratio of 1.20%, indicating above-average management fees.

GTAIX ranks 79 for risk / return — better than 79% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for Donoghue Forlines Tactical Allocation Fund (GTAIX) and compare them to a chosen benchmark (S&P 500 Index).

Donoghue Forlines Tactical Allocation Fund provided a 5.42% 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.

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.

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.

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 4.51%.

The chart below shows the rolling one-month volatility.