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ISIN
US66539A3068
CUSIP
66539A306
Inception Date
Dec 22, 2016
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 41.7% since the beginning of the year. MOJOX is currently trading at $20 per share. Investors who bought $1,000 worth of MOJOX shares 5 years ago would now be looking at an investment worth $2,126.


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S&P 500 Index

Returns By Period

Donoghue Forlines Momentum Fund (MOJOX) has returned 41.68% so far this year and 60.01% over the past 12 months.


Donoghue Forlines Momentum Fund

1D
2.13%
1M
6.32%
YTD
41.68%
6M
39.68%
1Y
60.01%
3Y*
32.88%
5Y*
16.28%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 67% of months were positive and 33% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.87%7.47%-3.26%10.49%6.05%4.90%41.68%
20256.80%-2.23%-7.25%1.01%8.60%5.67%0.50%-0.43%4.24%4.07%-0.35%1.20%22.91%
20243.02%11.25%2.93%-5.48%5.05%1.79%0.00%1.90%-0.28%-0.62%6.90%-4.99%22.29%
20236.10%-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%
20214.68%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 3.33%, beta of 0.67, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since January 03, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.86%) than losses (76.73%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 3.33% 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
3.33%
Beta
0.67
0.57
Upside Capture
76.86%
Downside Capture
76.73%

Expense Ratio

MOJOX has a high expense ratio of 2.00%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MOJOX ranks 91 for risk / return — in the top 91% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


MOJOX Risk / Return Rank: 9191
Overall Rank
MOJOX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MOJOX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MOJOX Omega Ratio Rank: 8282
Omega Ratio Rank
MOJOX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MOJOX Martin Ratio Rank: 9898
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 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.


MOJOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

7.39

2.78

+4.61

Martin ratioReturn relative to average drawdown

28.01

12.44

+15.57

Dividends

Dividend History

Donoghue Forlines Momentum Fund provided a 18.93% dividend yield over the last twelve months, with an annual payout of $3.73 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$3.73$3.73$0.30$0.00$0.00$0.00$0.00$0.56$0.58$0.52

Dividend yield

18.93%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$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 0.61%.


Related event

Drawdown

Fall

Recovery

Underwater

2020 bear market2020
-28.85%Jun 2020
4mo 26d7mo
11mo 26dJan 2020 - Jan 2021
Bear market2022
-25.32%Dec 2022
1y 1mo1y 1mo
2y 3moNov 2021 - Feb 2024
2025 selloff2025
-22.50%Apr 2025
1mo 18d2mo 23d
4mo 11dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-11.23%Oct 2018
9mo1y 2mo
1y 11moJan 2018 - Jan 2020
2024 pullback2024
-9.49%Aug 2024
19d2mo 7d
2mo 26dJul 2024 - Oct 2024

Drawdown Indicators


MOJOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.85%

-56.78%

+27.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-9.10%

+0.95%

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 Drawdown

Current decline from peak

-0.61%

-1.80%

+1.19%

Average Drawdown

Average peak-to-trough decline

-7.81%

-10.71%

+2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.03%

+0.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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