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ISIN
US66538J6055
CUSIP
66538J605
Inception Date
Dec 10, 2017
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

PFSEX Performance Chart

PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) is up 10.1% since the beginning of the year. PFSEX is currently trading at $15 per share. Investors who bought $1,000 worth of PFSEX shares 5 years ago would now be looking at an investment worth $1,566.


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S&P 500 Index

Returns By Period

PFG JP Morgan Tactical Aggressive Strategy Fund (PFSEX) has returned 10.10% so far this year and 24.73% over the past 12 months.


PFG JP Morgan Tactical Aggressive Strategy Fund

1D
1.31%
1M
1.84%
YTD
10.10%
6M
9.86%
1Y
24.73%
3Y*
16.54%
5Y*
9.39%
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)

PFSEX Monthly Returns History

Based on dividend-adjusted daily data since Aug 30, 2018, PFSEX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PFSEX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.56%0.49%-6.35%9.14%4.19%0.32%10.10%
20253.07%-0.97%-4.41%-0.15%5.71%4.64%1.13%2.29%3.46%1.67%-0.24%0.57%17.66%
20240.00%4.77%3.24%-3.88%4.27%2.01%1.31%2.09%1.91%-1.87%4.31%-3.55%15.07%
20237.21%-3.23%2.22%0.91%-0.81%5.43%3.35%-2.91%-4.37%-2.86%8.57%5.09%19.04%
2022-3.74%-2.10%0.95%-7.23%0.34%-8.11%5.88%-3.82%-8.94%6.05%8.22%-4.42%-17.22%
2021-0.42%3.87%3.40%3.61%2.19%-0.37%0.74%1.84%-4.06%4.15%-2.68%4.65%17.81%

Benchmark Metrics

PFG JP Morgan Tactical Aggressive Strategy Fund has an annualized alpha of -1.29%, beta of 0.89, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since August 30, 2018.

  • This fund participated in 96.91% of S&P 500 Index downside but only 86.52% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.89 and R2 of 0.89, 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
-1.29%
Beta
0.89
0.89
Upside Capture
86.52%
Downside Capture
96.91%

Expense Ratio

PFSEX has a high expense ratio of 2.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

PFSEX ranks 48 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


PFSEX Risk / Return Rank: 4848
Overall Rank
PFSEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PFSEX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PFSEX Omega Ratio Rank: 4646
Omega Ratio Rank
PFSEX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PFSEX Martin Ratio Rank: 5656
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 JP Morgan Tactical Aggressive Strategy Fund (PFSEX) 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.


PFSEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.03

Calmar ratioReturn relative to maximum drawdown

2.48

2.78

-0.31

Martin ratioReturn relative to average drawdown

10.61

12.44

-1.83

Dividends

Dividend History

PFG JP Morgan Tactical Aggressive Strategy Fund provided a 15.77% dividend yield over the last twelve months, with an annual payout of $2.44 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.50$2.00$2.5020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$2.44$2.44$0.24$0.00$0.66$0.69$0.00$0.00$0.29

Dividend yield

15.77%17.36%1.71%0.00%6.35%5.13%0.00%0.00%3.27%

Monthly Dividends

The table displays the monthly dividend distributions for PFG JP Morgan Tactical Aggressive 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$2.44$2.44
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
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$0.66$0.66
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69

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 JP Morgan Tactical Aggressive 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 JP Morgan Tactical Aggressive Strategy Fund was 33.76%, occurring on Mar 20, 2020. Recovery took 160 trading sessions.

The current PFG JP Morgan Tactical Aggressive Strategy Fund drawdown is 0.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.76%Mar 2020
1mo 29d7mo 24d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-28.41%Oct 2022
9mo 15d1y 5mo
2y 2moDec 2021 - Mar 2024
Rate-hike selloffLate 2018
-19.13%Dec 2018
3mo 21d10mo 26d
1y 2moSep 2018 - Nov 2019
2025 selloff2025
-17.47%Apr 2025
1mo 19d2mo 5d
3mo 24dFeb 2025 - Jun 2025
2026 pullback2026
-9.85%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026

Drawdown Indicators


PFSEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-33.76%

-56.78%

+23.02%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-9.10%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-18.90%

+1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

-25.43%

-2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.39%

-1.80%

+1.41%

Average Drawdown

Average peak-to-trough decline

-6.87%

-10.71%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.03%

+0.27%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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