- ISIN
- US66539A3068
- CUSIP
- 66539A306
- Issuer
- Donoghue Forlines
- Inception Date
- Dec 22, 2016
- Category
- Tactical Allocation
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MOJOX Performance Chart
Donoghue Forlines Momentum Fund (MOJOX) is up 33.6% since the beginning of the year. MOJOX is currently trading at $19 per share. Investors who bought $1,000 worth of MOJOX shares 5 years ago would now be looking at an investment worth $1,889.
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Returns By Period
Donoghue Forlines Momentum Fund (MOJOX) has returned 33.55% so far this year and 47.50% over the past 12 months.
Donoghue Forlines Momentum Fund
- 1D
- 3.86%
- 1M
- -3.13%
- 6M
- 20.45%
- YTD
- 33.55%
- 1Y
- 47.50%
- 3Y*
- 28.30%
- 5Y*
- 13.56%
- 10Y*
- —
- ALL TIME*
- 11.45%
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%
MOJOX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2017, MOJOX's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Feb 2024 with a return of +11.3%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MOJOX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.87% | 7.47% | -3.26% | 10.49% | 6.05% | 5.54% | -6.31% | 33.55% | |||||
| 2025 | 6.80% | -2.23% | -7.25% | 1.01% | 8.60% | 5.67% | 0.50% | -0.43% | 4.24% | 4.07% | -0.35% | 1.20% | 22.91% |
| 2024 | 3.02% | 11.25% | 2.93% | -5.48% | 5.05% | 1.79% | 0.00% | 1.90% | -0.28% | -0.62% | 6.90% | -4.99% | 22.29% |
| 2023 | 6.10% | -1.23% | 0.48% | -1.99% | -0.58% | 7.60% | 2.54% | -0.35% | -4.70% | -4.00% | 9.01% | 5.87% | 19.10% |
| 2022 | -10.89% | -0.95% | 1.14% | -4.33% | 0.72% | -4.67% | 5.08% | -1.70% | -4.28% | 0.19% | 2.66% | -7.41% | -22.78% |
| 2021 | 4.68% | 7.70% | 3.00% | 4.71% | 1.55% | 0.24% | 1.77% | 2.61% | -6.31% | 5.51% | -2.65% | 3.60% | 28.86% |
Benchmark Metrics
Donoghue Forlines Momentum Fund has an annualized alpha of 2.68%, beta of 0.67, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.
- This fund participated in 79.74% of S&P 500 Index downside but only 76.86% of its upside - more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.68%
- Beta
- 0.67
- R²
- 0.56
- Upside Capture
- 76.86%
- Downside Capture
- 79.74%
Expense Ratio
MOJOX has a high expense ratio of 2.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MOJOX ranks 86 for risk / return — above 86% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Donoghue Forlines Momentum Fund (MOJOX) 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.
| MOJOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.52 | 2.00 | +2.51 |
| Martin ratioReturn relative to average drawdown | 17.84 | 8.49 | +9.35 |
Dividends
Dividend History
Donoghue Forlines Momentum Fund provided a 20.09% dividend yield over the last twelve months, with an annual payout of $3.73 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.73 | $3.73 | $0.30 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.58 | $0.52 |
Dividend yield | 20.09% | 26.83% | 2.13% | 0.00% | 0.00% | 0.00% | 0.00% | 5.49% | 5.78% | 4.75% |
Monthly Dividends
The table displays the monthly dividend distributions for Donoghue Forlines Momentum Fund. 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.73 | $3.73 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.30 | $0.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
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 Donoghue Forlines Momentum Fund. 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 Donoghue Forlines Momentum Fund was 28.85%, occurring on Jun 11, 2020. Recovery took 145 trading sessions.
The current Donoghue Forlines Momentum Fund drawdown is 6.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.85%Jun 2020 | 4mo 26d | 7mo | 11mo 26dJan 2020 - Jan 2021 | — |
-25.32%Dec 2022 | 1y 1mo | 1y 1mo | 2y 3moNov 2021 - Feb 2024 | Bear market2022 |
-22.50%Apr 2025 | 1mo 18d | 2mo 23d | 4mo 11dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-11.23%Oct 2018 | 9mo | 1y 2mo | 1y 11moJan 2018 - Jan 2020 | Rate-hike selloffLate 2018 |
-10.34%Jul 2026 | 1mo 6d | — | 1mo 10dJun 2026 - now | — |
Drawdown Indicators
| MOJOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.85% | -56.78% | +27.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -9.10% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.50% | -18.90% | -3.60% |
Max Drawdown (5Y)Largest decline over 5 years | -25.32% | -25.43% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -6.88% | -1.58% | -5.30% |
Average DrawdownAverage peak-to-trough decline | -7.76% | -10.70% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.14% | +0.47% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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