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ISIN
US02072L8138
Inception Date
May 18, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$111M

Share Price Chart


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Performance

MOOD Performance Chart

Relative Sentiment Tactical Allocation ETF (MOOD) is up 14.8% since the beginning of the year. MOOD is currently trading at $44 per share.


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S&P 500 Index

Returns By Period

Relative Sentiment Tactical Allocation ETF (MOOD) has returned 14.84% so far this year and 36.80% over the past 12 months.


Relative Sentiment Tactical Allocation ETF

1D
-0.26%
1M
1.70%
YTD
14.84%
6M
14.27%
1Y
36.80%
3Y*
20.74%
5Y*
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)

MOOD Monthly Returns History

Based on dividend-adjusted daily data since May 19, 2022, MOOD's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 74% of months were positive and 26% 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%3.78%3.37%0.32%14.84%
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%
20220.43%-4.50%6.11%-4.49%-8.81%5.47%7.63%-3.89%-3.31%

Benchmark Metrics

Relative Sentiment Tactical Allocation ETF has an annualized alpha of 6.45%, beta of 0.55, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 19, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.13%) than losses (60.66%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 6.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.55 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
6.45%
Beta
0.55
0.56
Upside Capture
70.13%
Downside Capture
60.66%

Expense Ratio

MOOD has an expense ratio of 0.73%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MOOD ranks 76 for risk / return — better than 76% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MOOD Risk / Return Rank: 7676
Overall Rank
MOOD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MOOD Sortino Ratio Rank: 6868
Sortino Ratio Rank
MOOD Omega Ratio Rank: 8585
Omega Ratio Rank
MOOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
MOOD Martin Ratio Rank: 6666
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 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.


MOODBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.49

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

3.81

2.78

+1.02

Martin ratioReturn relative to average drawdown

11.75

12.44

-0.69

Dividends

Dividend History

Relative Sentiment Tactical Allocation ETF provided a 0.35% 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

0.35%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$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 0.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-14.34%Oct 2022
1mo 28d3mo 14d
5mo 12dAug 2022 - Jan 2023
2026 pullback2026
-9.71%Mar 2026
1mo 19d2mo 27d
4mo 16dJan 2026 - Jun 2026
2023 pullback2023
-9.17%Oct 2023
3mo 2d1mo 18d
4mo 20dJul 2023 - Dec 2023
2023 pullback2023
-7.15%Mar 2023
1mo 10d3mo
4mo 10dFeb 2023 - Jun 2023
Bear market2022
-6.51%Jul 2022
1mo 14d15d
1mo 29dMay 2022 - Jul 2022

Drawdown Indicators


MOODBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-56.78%

+42.44%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.10%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-18.90%

+9.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.72%

-1.80%

+1.08%

Average Drawdown

Average peak-to-trough decline

-2.31%

-10.71%

+8.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.03%

+1.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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