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Kingsbarn Tactical Bond ETF (KDRN)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Kingsbarn
Inception Date
Dec 20, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Kingsbarn Tactical Bond 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

Kingsbarn Tactical Bond ETF (KDRN) has returned 0.63% so far this year and 2.04% over the past 12 months.


Kingsbarn Tactical Bond ETF

1D
0.17%
1M
-1.39%
YTD
0.63%
6M
1.23%
1Y
2.04%
3Y*
3.82%
5Y*
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 21, 2021, KDRN's average daily return is 0.00%, while the average monthly return is +0.09%. At this rate, your investment would double in approximately 64.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +5.2%, while the worst month was Aug 2022 at -6.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, KDRN closed higher 50% of trading days. The best single day was Jun 15, 2022 with a return of +3.0%, while the worst single day was Jun 13, 2022 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.43%1.61%-1.39%0.63%
20250.59%2.50%0.10%0.29%-0.73%0.31%0.04%0.41%0.49%0.57%0.74%-0.72%4.65%
2024-0.58%-1.25%1.35%-0.80%0.56%0.89%1.97%0.18%2.21%-1.19%0.94%-2.86%1.30%
20231.97%-0.20%3.13%1.20%0.44%0.58%0.41%-0.13%-3.03%-0.86%2.97%3.35%10.06%
2022-2.61%-1.31%-2.33%-3.89%3.28%-4.14%5.23%-6.00%-2.61%-0.78%3.45%-0.42%-12.05%
20210.12%0.12%

Benchmark Metrics

Kingsbarn Tactical Bond ETF has an annualized alpha of 0.16%, beta of 0.09, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since December 22, 2021.

  • This ETF participated in 40.74% of S&P 500 Index downside but only 23.48% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R² of 0.05 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 0.05 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
0.16%
Beta
0.09
0.05
Upside Capture
23.48%
Downside Capture
40.74%

Expense Ratio

KDRN has a high expense ratio of 1.09%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

KDRN ranks 24 for risk / return — below 24% 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.


KDRN Risk / Return Rank: 2424
Overall Rank
KDRN Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KDRN Sortino Ratio Rank: 2222
Sortino Ratio Rank
KDRN Omega Ratio Rank: 2222
Omega Ratio Rank
KDRN Calmar Ratio Rank: 2828
Calmar Ratio Rank
KDRN Martin Ratio Rank: 2323
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 Kingsbarn Tactical Bond ETF (KDRN) and compare them to a chosen benchmark (S&P 500 Index).


KDRNBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.90

-0.44

Sortino ratio

Return per unit of downside risk

0.65

1.39

-0.74

Omega ratio

Gain probability vs. loss probability

1.09

1.21

-0.12

Calmar ratio

Return relative to maximum drawdown

0.70

1.40

-0.70

Martin ratio

Return relative to average drawdown

1.61

6.61

-5.00

Explore KDRN risk-adjusted metrics in detail

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

Dividends

Dividend History

Kingsbarn Tactical Bond ETF provided a 3.13% dividend yield over the last twelve months, with an annual payout of $0.73 per share.


2.20%2.40%2.60%2.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.73$0.59$0.64$0.66$0.46

Dividend yield

3.13%2.54%2.83%2.84%2.11%

Monthly Dividends

The table displays the monthly dividend distributions for Kingsbarn Tactical Bond 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$0.15$0.15
2025$0.00$0.00$0.01$0.00$0.00$0.18$0.00$0.00$0.17$0.00$0.00$0.23$0.59
2024$0.00$0.00$0.03$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.27$0.64
2023$0.00$0.00$0.06$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00$0.23$0.66
2022$0.09$0.00$0.00$0.12$0.00$0.00$0.15$0.00$0.00$0.09$0.46

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 Kingsbarn Tactical Bond 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 Kingsbarn Tactical Bond ETF was 15.29%, occurring on Oct 24, 2022. Recovery took 458 trading sessions.

The current Kingsbarn Tactical Bond ETF drawdown is 1.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.29%Dec 29, 2021207Oct 24, 2022458Aug 21, 2024665
-4.55%Sep 17, 202481Jan 13, 202556Apr 3, 2025137
-3.32%Apr 7, 202532May 21, 202574Sep 8, 2025106
-1.77%Oct 23, 202510Nov 5, 202568Feb 13, 202678
-1.75%Mar 2, 202620Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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