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Issuer
Unlimited
Inception Date
Jul 14, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$7M

Share Price Chart


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Performance

HFMF Performance Chart

Unlimited HFMF Managed Futures ETF (HFMF) is up 3.7% since the beginning of the year. HFMF is currently trading at $22 per share.


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S&P 500 Index

Returns By Period


Unlimited HFMF Managed Futures ETF

1D
-0.53%
1M
-6.27%
YTD
3.70%
6M
2.41%
1Y
3Y*
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)

HFMF Monthly Returns History

Based on dividend-adjusted daily data since Jul 15, 2025, HFMF's average daily return is +0.05%, while the average monthly return is +0.87%. At this rate, an investment would double in approximately 6.7 years.

Historically, 50% of months were positive and 50% were negative. The best month was Jan 2026 with a return of +9.1%, while the worst month was Jun 2026 at -3.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 4 months.

On a daily basis, HFMF closed higher 54% of trading days. The best single day was Feb 6, 2026 with a return of +3.9%, while the worst single day was Jan 30, 2026 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.14%4.15%-1.69%-1.18%-2.62%-3.57%3.70%
2025-0.40%3.64%1.94%0.30%-0.44%1.19%6.34%

Benchmark Metrics

Unlimited HFMF Managed Futures ETF has an annualized alpha of 1.20%, beta of 0.54, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since July 15, 2025.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.83%) than losses (1.27%) - typical of diversified or defensive assets.
  • Beta of 0.54 may look defensive, but with R2 of 0.18 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 0.18 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
1.20%
Beta
0.54
0.18
Upside Capture
34.83%
Downside Capture
1.27%

Expense Ratio

HFMF has a high expense ratio of 0.97%, indicating above-average management fees.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Unlimited HFMF Managed Futures ETF (HFMF) 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.


HFMFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

Unlimited HFMF Managed Futures ETF provided a 2.86% dividend yield over the last twelve months, with an annual payout of $0.62 per share.


2.97%$0.00$0.10$0.20$0.30$0.40$0.50$0.602025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.62$0.62

Dividend yield

2.86%2.97%

Monthly Dividends

The table displays the monthly dividend distributions for Unlimited HFMF Managed Futures 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$0.62$0.62

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 Unlimited HFMF Managed Futures 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 Unlimited HFMF Managed Futures ETF was 13.22%, occurring on Jun 22, 2026. The portfolio has not yet recovered.

The current Unlimited HFMF Managed Futures ETF drawdown is 13.22%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-13.22%Jun 2026
3mo 13d
3mo 14dMar 2026 - now
2025 pullback2025
-6.55%Nov 2025
1mo1mo 3d
2mo 3dOct 2025 - Dec 2025
2026 pullback2026
-5.81%Feb 2026
6d20d
26dJan 2026 - Feb 2026
2025 pullback2025
-4.73%Oct 2025
3d10d
13dOct 2025 - Oct 2025
2025 pullback2025
-2.99%Dec 2025
2d5d
7dDec 2025 - Jan 2026

Drawdown Indicators


HFMFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.22%

-56.78%

+43.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-13.22%

-1.80%

-11.42%

Average Drawdown

Average peak-to-trough decline

-3.30%

-10.71%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HFMF

Add Unlimited HFMF Managed Futures ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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