- Issuer
- Tuttle
- Inception Date
- Dec 6, 2023
- Category
- Emerging Markets Diversified
- Leveraged
- 1x (No leverage)
- Index Tracked
- Alerian National Security Emerging Markets Index
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $42M
Share Price Chart
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Performance
NSI Performance Chart
National Security Emerging Markets Index ETF (NSI) is up 17.5% since the beginning of the year. NSI is currently trading at $39 per share.
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Returns By Period
National Security Emerging Markets Index ETF (NSI) has returned 17.45% so far this year and 42.48% over the past 12 months.
National Security Emerging Markets Index ETF
- 1D
- -1.59%
- 1M
- 3.72%
- YTD
- 17.45%
- 6M
- 19.18%
- 1Y
- 42.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
NSI Monthly Returns History
Based on dividend-adjusted daily data since Dec 7, 2023, NSI's average daily return is +0.09%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Mar 2026 at -8.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, NSI closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.1%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.28% | 6.63% | -8.34% | 8.26% | 1.53% | 1.91% | 17.45% | ||||||
| 2025 | 3.43% | -0.80% | 0.93% | 1.70% | 5.39% | 6.47% | 0.78% | 1.50% | 7.26% | 3.96% | -0.82% | 1.69% | 35.94% |
| 2024 | -4.72% | 5.18% | 1.01% | -0.81% | 2.29% | -0.17% | -0.02% | 0.48% | 4.94% | -2.18% | -3.42% | -3.26% | -1.21% |
| 2023 | 4.68% | 4.68% |
Benchmark Metrics
National Security Emerging Markets Index ETF has an annualized alpha of 3.79%, beta of 0.85, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since December 08, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.75%) than losses (16.26%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.85 and R2 of 0.52, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.79%
- Beta
- 0.85
- R²
- 0.52
- Upside Capture
- 69.75%
- Downside Capture
- 16.26%
Expense Ratio
NSI has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
NSI ranks 68 for risk / return — better than 68% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for National Security Emerging Markets Index ETF (NSI) and compare them to S&P 500 Index.
| NSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.41 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.93 | +0.20 |
| Martin ratioReturn relative to average drawdown | 11.55 | 13.52 | -1.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
National Security Emerging Markets Index ETF provided a 1.17% dividend yield over the last twelve months, with an annual payout of $0.46 per share.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.46 | $0.56 | $0.85 | $0.09 |
Dividend yield | 1.17% | 1.69% | 3.39% | 0.34% |
Monthly Dividends
The table displays the monthly dividend distributions for National Security Emerging Markets Index ETF. 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 | $0.05 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.26 | $0.56 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.45 | $0.85 |
| 2023 | $0.09 | $0.09 |
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 National Security Emerging Markets Index 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 National Security Emerging Markets Index ETF was 18.77%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.
The current National Security Emerging Markets Index ETF drawdown is 1.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -18.77%Apr 2025 | 6mo 3d | 1mo 27d | 8moOct 2024 - Jun 2025 |
2026 correction2026 | -13.66%Mar 2026 | 1mo 2d | 1mo 7d | 2mo 9dFeb 2026 - May 2026 |
2024 correction2024 | -10.85%Aug 2024 | 21d | 1mo 22d | 2mo 13dJul 2024 - Sep 2024 |
2024 pullback2024 | -6.58%Apr 2024 | 9d | 14d | 23dApr 2024 - May 2024 |
2024 pullback2024 | -6.25%Jan 2024 | 19d | 1mo 6d | 1mo 25dDec 2023 - Feb 2024 |
Drawdown Indicators
| NSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.77% | -56.78% | +38.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.66% | -9.10% | -4.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.74% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -10.72% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 1.97% | +1.72% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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