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Inception Date
Apr 30, 2020
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

PFFSX Performance Chart

PFG Sector Equity Business Cycle Strategy Fund (PFFSX) is up 13.9% since the beginning of the year. PFFSX is currently trading at $15 per share. Investors who bought $1,000 worth of PFFSX shares 5 years ago would now be looking at an investment worth $2,066.


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S&P 500 Index

Returns By Period

PFG Sector Equity Business Cycle Strategy Fund (PFFSX) has returned 13.93% so far this year and 29.88% over the past 12 months.


PFG Sector Equity Business Cycle Strategy Fund

1D
1.31%
1M
0.65%
YTD
13.93%
6M
12.93%
1Y
29.88%
3Y*
22.40%
5Y*
15.62%
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)

PFFSX Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2020, PFFSX's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +12.9%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PFFSX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Dec 31, 2021 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.65%-2.01%-4.32%12.94%4.68%0.13%13.93%
20253.88%-2.39%-6.71%-0.85%7.57%5.00%2.56%2.15%3.03%1.47%-0.88%1.02%16.17%
20240.00%5.48%3.56%-4.44%3.30%1.96%1.57%1.26%1.94%-0.48%6.83%6.19%30.14%
20236.05%-2.47%2.44%0.77%-1.61%6.53%3.39%-2.18%-4.39%-4.25%7.67%5.79%18.01%
2022-8.05%-0.08%5.39%-8.16%2.26%-8.69%9.78%-2.68%-8.74%8.96%5.29%-4.80%-11.57%
2021-1.11%3.70%3.40%3.29%1.24%2.61%0.90%2.74%-5.12%7.37%1.42%3.65%26.30%

Benchmark Metrics

PFG Sector Equity Business Cycle Strategy Fund has an annualized alpha of 1.89%, beta of 1.00, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 01, 2020.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.40%) than losses (88.09%) - typical of diversified or defensive assets.
  • With beta of 1.00 and R2 of 0.83, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.89%
Beta
1.00
0.83
Upside Capture
97.40%
Downside Capture
88.09%

Expense Ratio

PFFSX has a high expense ratio of 2.03%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PFFSX ranks 62 for risk / return — better than 62% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


PFFSX Risk / Return Rank: 6262
Overall Rank
PFFSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PFFSX Sortino Ratio Rank: 5555
Sortino Ratio Rank
PFFSX Omega Ratio Rank: 5858
Omega Ratio Rank
PFFSX Calmar Ratio Rank: 6565
Calmar Ratio Rank
PFFSX Martin Ratio Rank: 6969
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 PFG Sector Equity Business Cycle Strategy Fund (PFFSX) 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.


PFFSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.96

2.78

+0.18

Martin ratioReturn relative to average drawdown

12.43

12.44

-0.01

Dividends

Dividend History

PFG Sector Equity Business Cycle Strategy Fund provided a 15.09% dividend yield over the last twelve months, with an annual payout of $2.33 per share.


5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.00$2.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$2.33$2.33$2.70$0.31$1.21$0.94$0.65

Dividend yield

15.09%17.19%19.78%2.40%10.90%6.73%5.51%

Monthly Dividends

The table displays the monthly dividend distributions for PFG Sector Equity Business Cycle Strategy 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$2.33$2.33
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.70$2.70
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.21$1.21
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.94$0.94

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 PFG Sector Equity Business Cycle Strategy 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 PFG Sector Equity Business Cycle Strategy Fund was 24.92%, occurring on Jun 16, 2022. Recovery took 413 trading sessions.

The current PFG Sector Equity Business Cycle Strategy Fund drawdown is 1.34%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.92%Jun 2022
5mo 17d1y 7mo
2y 1moDec 2021 - Feb 2024
2025 selloff2025
-21.45%Apr 2025
1mo 19d2mo 25d
4mo 14dFeb 2025 - Jul 2025
2026 correction2026
-10.11%Mar 2026
1mo 29d15d
2mo 14dJan 2026 - Apr 2026
2024 pullback2024
-9.23%Aug 2024
19d1mo 20d
2mo 9dJul 2024 - Sep 2024
2020 pullback2020
-9.07%Sep 2020
20d19d
1mo 9dSep 2020 - Oct 2020

Drawdown Indicators


PFFSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-56.78%

+31.86%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-9.10%

-1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.45%

-18.90%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.92%

-25.43%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.34%

-1.80%

+0.46%

Average Drawdown

Average peak-to-trough decline

-5.94%

-10.71%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.03%

+0.37%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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