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Relative Sentiment Tactical Allocation ETF (MOOD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US02072L8138
Inception Date
May 18, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
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 Relative Sentiment Tactical Allocation 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

Relative Sentiment Tactical Allocation ETF (MOOD) has returned 6.71% so far this year and 31.94% over the past 12 months.


Relative Sentiment Tactical Allocation ETF

1D
1.73%
1M
-5.99%
YTD
6.71%
6M
13.43%
1Y
31.94%
3Y*
18.49%
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 May 19, 2022, MOOD's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2022 with a return of +7.6%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MOOD closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +5.1%, while the worst single day was Jan 30, 2026 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.03%6.05%-5.99%6.71%
20253.08%0.83%1.47%0.37%2.31%3.48%0.41%3.76%5.07%1.98%1.95%2.24%30.39%
20240.06%2.63%2.72%-1.55%4.22%0.18%2.02%0.89%2.85%-1.23%3.33%-3.95%12.53%
20236.79%-2.55%1.79%1.47%-1.42%2.80%2.25%-2.60%-3.05%-2.85%7.56%2.43%12.56%
20220.86%-4.50%6.11%-4.49%-8.81%5.47%7.63%-3.89%-2.90%

Benchmark Metrics

Relative Sentiment Tactical Allocation ETF has an annualized alpha of 7.01%, beta of 0.54, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since May 20, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.45%) than losses (62.56%) — typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 7.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.54 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
7.01%
Beta
0.54
0.55
Upside Capture
74.45%
Downside Capture
62.56%

Expense Ratio

MOOD has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MOOD ranks 92 for risk / return — in the top 92% of ETFs 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.


MOOD Risk / Return Rank: 9292
Overall Rank
MOOD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MOOD Sortino Ratio Rank: 9191
Sortino Ratio Rank
MOOD Omega Ratio Rank: 9494
Omega Ratio Rank
MOOD Calmar Ratio Rank: 9191
Calmar Ratio Rank
MOOD Martin Ratio Rank: 9090
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 Relative Sentiment Tactical Allocation ETF (MOOD) and compare them to a chosen benchmark (S&P 500 Index).


MOODBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.25

0.90

+1.35

Sortino ratio

Return per unit of downside risk

2.68

1.39

+1.30

Omega ratio

Gain probability vs. loss probability

1.45

1.21

+0.23

Calmar ratio

Return relative to maximum drawdown

3.32

1.40

+1.92

Martin ratio

Return relative to average drawdown

11.99

6.61

+5.39

Explore MOOD risk-adjusted metrics in detail

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

Dividends

Dividend History

Relative Sentiment Tactical Allocation ETF provided a 0.38% dividend yield over the last twelve months, with an annual payout of $0.15 per share.


0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.15$0.15$0.39$0.36$0.34

Dividend yield

0.38%0.40%1.33%1.34%1.43%

Monthly Dividends

The table displays the monthly dividend distributions for Relative Sentiment Tactical Allocation 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$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2022$0.34$0.34

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 Relative Sentiment Tactical Allocation 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 Relative Sentiment Tactical Allocation ETF was 14.34%, occurring on Oct 14, 2022. Recovery took 70 trading sessions.

The current Relative Sentiment Tactical Allocation ETF drawdown is 7.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.34%Aug 17, 202242Oct 14, 202270Jan 26, 2023112
-9.71%Jan 30, 202635Mar 20, 2026
-9.17%Jul 27, 202366Oct 27, 202333Dec 14, 202399
-7.15%Feb 3, 202328Mar 15, 202362Jun 13, 202390
-6.51%May 31, 202231Jul 14, 202211Jul 29, 202242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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