Sparkline Intangible Value ETF (ITAN)
ITAN is an actively managed ETF by EMPIRICAL FINANCE LLC. ITAN launched on Jun 29, 2021 and has a 0.50% expense ratio.
ETF Info
| ISIN | US02072L7718 |
|---|---|
| Issuer | EMPIRICAL FINANCE LLC |
| Inception Date | Jun 29, 2021 |
| Region | North America (U.S.) |
| Category | Large Cap Blend Equities, Actively Managed |
| Index Tracked | No Index (Active) |
| Home Page | etf.sparklinecapital.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Expense Ratio
ITAN has a high expense ratio of 0.50%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: ITAN vs. FNGS, ITAN vs. VTV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sparkline Intangible Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Sparkline Intangible Value ETF had a return of 4.21% year-to-date (YTD) and 29.82% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.21% | 7.50% |
| 1 month | -3.40% | -1.61% |
| 6 months | 18.19% | 17.65% |
| 1 year | 29.82% | 26.26% |
| 5 years (annualized) | N/A | 11.73% |
| 10 years (annualized) | N/A | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.27% | 3.57% | 4.96% | -5.54% | ||||||||
| 2023 | -3.34% | 11.22% | 6.66% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ITAN is 81, placing it in the top 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Sparkline Intangible Value ETF(ITAN)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Sparkline Intangible Value ETF (ITAN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Sparkline Intangible Value ETF granted a 1.09% dividend yield in the last twelve months. The annual payout for that period amounted to $0.30 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.30 | $0.27 | $0.11 | $0.12 |
Dividend yield | 1.09% | 1.01% | 0.57% | 0.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Sparkline Intangible Value ETF. 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | ||||||||
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 |
| 2021 | $0.04 | $0.00 | $0.00 | $0.08 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Sparkline Intangible Value 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 Sparkline Intangible Value ETF was 30.41%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current Sparkline Intangible Value ETF drawdown is 4.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.41% | Nov 17, 2021 | 227 | Oct 12, 2022 | 298 | Dec 19, 2023 | 525 |
| -6.02% | Apr 1, 2024 | 15 | Apr 19, 2024 | — | — | — |
| -5.68% | Aug 31, 2021 | 24 | Oct 4, 2021 | 20 | Nov 1, 2021 | 44 |
| -3.63% | Jul 13, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
| -2.94% | Dec 29, 2023 | 4 | Jan 4, 2024 | 12 | Jan 23, 2024 | 16 |
Volatility
Volatility Chart
The current Sparkline Intangible Value ETF volatility is 3.76%, 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.