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Adasina Social Justice All Cap Global ETF (JSTC)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Dec 10, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Adasina Social Justice All Cap Global ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Adasina Social Justice All Cap Global ETF (JSTC) has returned -3.94% so far this year and 9.18% over the past 12 months.


Adasina Social Justice All Cap Global ETF

1D
2.80%
1M
-6.48%
YTD
-3.94%
6M
-3.31%
1Y
9.18%
3Y*
8.75%
5Y*
4.54%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 10, 2020, JSTC's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +9.4%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JSTC closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.93%0.77%-6.48%-3.94%
20251.98%-0.31%-3.06%1.79%4.21%3.62%-1.06%2.91%0.89%-0.10%-0.25%1.01%12.02%
2024-0.66%2.31%2.37%-5.26%3.06%0.55%4.18%2.72%1.75%-2.12%4.93%-4.62%8.96%
20237.72%-2.37%0.26%-0.05%-2.12%5.47%2.42%-2.39%-4.48%-3.57%9.41%5.53%15.67%
2022-5.35%-2.49%0.35%-7.82%0.71%-8.04%6.59%-4.02%-8.65%7.44%8.03%-3.89%-17.58%
2021-1.44%3.35%3.44%4.05%2.20%0.26%1.28%2.22%-3.86%4.84%-2.89%4.78%19.28%

Benchmark Metrics

Adasina Social Justice All Cap Global ETF has an annualized alpha of -3.33%, beta of 0.85, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 11, 2020.

  • This ETF participated in 95.01% of S&P 500 Index downside but only 73.99% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.33% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.85 and R² of 0.82, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.33%
Beta
0.85
0.82
Upside Capture
73.99%
Downside Capture
95.01%

Expense Ratio

JSTC has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Risk / Return Rank

JSTC ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


JSTC Risk / Return Rank: 3030
Overall Rank
JSTC Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 2929
Sortino Ratio Rank
JSTC Omega Ratio Rank: 2828
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3131
Calmar Ratio Rank
JSTC Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) and compare them to a chosen benchmark (S&P 500 Index).


JSTCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.90

-0.34

Sortino ratio

Return per unit of downside risk

0.90

1.39

-0.49

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.79

1.40

-0.61

Martin ratio

Return relative to average drawdown

3.40

6.61

-3.20

Explore JSTC risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Adasina Social Justice All Cap Global ETF provided a 1.40% dividend yield over the last twelve months, with an annual payout of $0.27 per share. The fund has been increasing its distributions for 3 consecutive years.


0.80%0.90%1.00%1.10%1.20%1.30%$0.00$0.05$0.10$0.15$0.20$0.2520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.27$0.27$0.20$0.18$0.12$0.18

Dividend yield

1.40%1.34%1.11%1.03%0.83%0.96%

Monthly Dividends

The table displays the monthly dividend distributions for Adasina Social Justice All Cap Global 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
2025$0.00$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.00$0.18$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.13$0.20
2023$0.00$0.00$0.00$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$0.09$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.10$0.12
2021$0.07$0.00$0.00$0.00$0.00$0.00$0.11$0.18

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 Adasina Social Justice All Cap Global 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 Adasina Social Justice All Cap Global ETF was 26.82%, occurring on Oct 12, 2022. Recovery took 440 trading sessions.

The current Adasina Social Justice All Cap Global ETF drawdown is 7.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.82%Nov 9, 2021233Oct 12, 2022440Jul 16, 2024673
-16.72%Dec 5, 202484Apr 8, 202529May 20, 2025113
-9.93%Feb 27, 202622Mar 30, 2026
-6.01%Oct 28, 202518Nov 20, 202523Dec 24, 202541
-5.28%Sep 7, 202120Oct 4, 202112Oct 20, 202132

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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