- ISIN
- US8863646522
- Issuer
- ATAC
- Inception Date
- Jul 15, 2021
- Region
- North America (U.S.)
- Category
- Multisector Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $6M
Highlights
- Avg. Volume (1M)
- 11K
- Avg. Volume Value (1M)
- $171.00K
Share Price Chart
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Performance
JOJO Performance Chart
ATAC Credit Rotation ETF (JOJO) is down 1.0% since the beginning of the year. JOJO is currently trading at $15 per share. Investors who bought $1,000 worth of JOJO shares 5 years ago would now be looking at an investment worth $934.
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Returns By Period
ATAC Credit Rotation ETF (JOJO) has returned -1.01% so far this year and 1.54% over the past 12 months.
ATAC Credit Rotation ETF
- 1D
- -0.72%
- 1M
- -2.91%
- 6M
- -2.00%
- YTD
- -1.01%
- 1Y
- 1.54%
- 3Y*
- 5.69%
- 5Y*
- -1.36%
- 10Y*
- —
- ALL TIME*
- -1.27%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
JOJO Monthly Returns History
Based on dividend-adjusted daily data since Jul 16, 2021, JOJO's average daily return is 0.00%, while the average monthly return is -0.06%.
Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +6.7%, while the worst month was Sep 2022 at -7.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, JOJO closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +3.6%, while the worst single day was Jun 13, 2022 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.01% | 3.99% | -3.81% | 1.17% | 0.38% | -0.09% | -3.44% | -1.01% | |||||
| 2025 | 0.81% | 2.99% | -0.75% | -1.72% | 1.56% | 1.73% | 1.55% | 0.66% | 1.07% | 1.25% | 0.58% | 0.40% | 10.52% |
| 2024 | -2.61% | 0.25% | -0.46% | -5.85% | 2.48% | 1.75% | 3.29% | 3.57% | -0.67% | -2.70% | 4.53% | -0.38% | 2.74% |
| 2023 | 5.90% | -1.91% | -1.79% | 1.28% | -1.38% | 1.80% | -0.62% | 0.55% | -5.92% | -1.21% | 6.73% | 4.66% | 7.61% |
| 2022 | -3.31% | 0.47% | -6.33% | -5.98% | -1.93% | -4.62% | 4.55% | -2.92% | -7.45% | 3.45% | 6.19% | -5.57% | -22.01% |
| 2021 | 0.41% | 0.07% | 0.00% | 1.46% | -0.71% | -1.80% | -0.60% |
Benchmark Metrics
ATAC Credit Rotation ETF has an annualized alpha of -2.57%, beta of 0.16, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since July 16, 2021.
- This ETF participated in 64.14% of S&P 500 Index downside but only 27.03% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.16 may look defensive, but with R2 of 0.06 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 0.06 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
- -2.57%
- Beta
- 0.16
- R²
- 0.06
- Upside Capture
- 27.03%
- Downside Capture
- 64.14%
Expense Ratio
JOJO has a high expense ratio of 1.28%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
JOJO ranks 20 for risk / return — above 20% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for ATAC Credit Rotation ETF (JOJO) 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.
| JOJO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.00 | -1.49 |
| Martin ratioReturn relative to average drawdown | 1.35 | 8.49 | -7.15 |
Dividends
Dividend History
ATAC Credit Rotation ETF provided a 5.21% dividend yield over the last twelve months, with an annual payout of $0.78 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.78 | $0.74 | $0.72 | $0.65 | $0.53 | $0.49 |
Dividend yield | 5.21% | 4.78% | 4.88% | 4.30% | 3.63% | 2.53% |
Monthly Dividends
The table displays the monthly dividend distributions for ATAC Credit Rotation 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.08 | $0.05 | $0.06 | $0.08 | $0.08 | $0.06 | $0.41 | |||||
| 2025 | $0.00 | $0.05 | $0.05 | $0.05 | $0.08 | $0.07 | $0.07 | $0.06 | $0.08 | $0.05 | $0.05 | $0.13 | $0.74 |
| 2024 | $0.00 | $0.07 | $0.08 | $0.05 | $0.05 | $0.05 | $0.07 | $0.05 | $0.07 | $0.07 | $0.07 | $0.09 | $0.72 |
| 2023 | $0.00 | $0.08 | $0.04 | $0.04 | $0.04 | $0.07 | $0.08 | $0.07 | $0.04 | $0.04 | $0.04 | $0.11 | $0.65 |
| 2022 | $0.00 | $0.02 | $0.02 | $0.07 | $0.03 | $0.03 | $0.07 | $0.06 | $0.03 | $0.03 | $0.06 | $0.10 | $0.53 |
| 2021 | $0.02 | $0.07 | $0.07 | $0.03 | $0.31 | $0.49 |
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 ATAC Credit Rotation 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 ATAC Credit Rotation ETF was 28.43%, occurring on Sep 27, 2022. The portfolio has not yet recovered.
The current ATAC Credit Rotation ETF drawdown is 8.92%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.43%Sep 2022 | 10mo 23d | — | 4y 8moNov 2021 - now | Bear market2022 |
-3.31%Aug 2021 | 23d | 2mo 16d | 3mo 9dJul 2021 - Oct 2021 | — |
-0.35%Oct 2021 | 1d | 6d | 6dOct 2021 - Nov 2021 | — |
-0.25%Jul 2021 | 1d | 3d | 3dJul 2021 - Jul 2021 | — |
Drawdown Indicators
| JOJO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.43% | -56.78% | +28.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.76% | -9.10% | +3.34% |
Max Drawdown (3Y)Largest decline over 3 years | -9.43% | -18.90% | +9.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.43% | -25.43% | -3.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -8.92% | -1.58% | -7.34% |
Average DrawdownAverage peak-to-trough decline | -15.51% | -10.70% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.14% | +0.07% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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