Donoghue Forlines Momentum Fund (MOJOX)
The adviser seeks to achieve the fund's objectives by seeking to track the FCF Risk Managed Sector Neutral Momentum Index that provides a formulaic methodology for allocating investments between securities of issuers who demonstrate higher free cash flow and positive momentum and short-term treasuries. The index and the fund will allocate 100% to the equity portfolio when the shorter-term exponential moving average indicator is in a bullish position.
Fund Info
US66539A3068
66539A306
Dec 22, 2016
$100,000
Mid-Cap
Growth
Expense Ratio
MOJOX has a high expense ratio of 2.00%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Donoghue Forlines Momentum Fund, 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
Donoghue Forlines Momentum Fund had a return of 11.21% year-to-date (YTD) and 19.86% in the last 12 months.
MOJOX
11.21%
7.59%
10.67%
19.86%
9.00%
N/A
^GSPC (Benchmark)
4.22%
2.22%
9.51%
22.46%
12.74%
11.29%
Monthly Returns
The table below presents the monthly returns of MOJOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.80% | 11.21% | |||||||||||
| 2024 | 3.02% | 11.25% | 2.93% | -5.48% | 5.05% | 1.79% | 0.00% | 1.90% | -0.28% | -0.62% | 6.90% | -6.91% | 19.82% |
| 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% |
| 2020 | -3.51% | -7.89% | -16.36% | 0.00% | 0.26% | 2.36% | 9.59% | 3.03% | -2.49% | 1.51% | 10.18% | 4.36% | -1.95% |
| 2019 | 0.50% | 0.10% | 1.32% | 1.28% | -3.80% | 5.57% | 1.63% | 2.17% | -3.51% | 1.15% | 1.23% | -4.12% | 3.14% |
| 2018 | 4.42% | -4.49% | -1.28% | -0.09% | 0.09% | -0.27% | 0.47% | 3.36% | -0.05% | -5.33% | 2.38% | -7.18% | -8.32% |
| 2017 | 0.91% | 0.90% | -1.11% | 1.51% | 1.69% | -0.39% | 1.27% | 2.71% | 1.70% | 1.02% | 2.84% | -3.12% | 10.22% |
| 2016 | -1.20% | -1.20% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MOJOX is 68, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Donoghue Forlines Momentum Fund (MOJOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Donoghue Forlines Momentum Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.01 | $0.02 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.21% | 0.06% | 0.17% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | ||||||||||
| 2024 | $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 |
| 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 |
| 2020 | $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 |
| 2019 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 |
| 2017 | $0.02 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 |
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.
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 36.14%, occurring on Jun 11, 2020. Recovery took 171 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.14% | Jan 29, 2018 | 597 | Jun 11, 2020 | 171 | Feb 16, 2021 | 768 |
| -25.32% | Nov 17, 2021 | 280 | Dec 28, 2022 | 288 | Feb 22, 2024 | 568 |
| -9.49% | Jul 17, 2024 | 14 | Aug 5, 2024 | 48 | Oct 11, 2024 | 62 |
| -8.34% | Dec 9, 2024 | 23 | Jan 13, 2025 | 16 | Feb 5, 2025 | 39 |
| -7.16% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
Volatility
Volatility Chart
The current Donoghue Forlines Momentum Fund volatility is 4.41%, 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.