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

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

PFTSX Performance Chart

PFG Tactical Income Strategy Fund (PFTSX) is up 5.2% since the beginning of the year. PFTSX is currently trading at $11 per share. Investors who bought $1,000 worth of PFTSX shares 5 years ago would now be looking at an investment worth $1,228.


Loading charts...

S&P 500 Index

Returns By Period

PFG Tactical Income Strategy Fund (PFTSX) has returned 5.21% so far this year and 12.94% over the past 12 months.


PFG Tactical Income Strategy Fund

1D
0.44%
1M
1.80%
YTD
5.21%
6M
5.19%
1Y
12.94%
3Y*
9.25%
5Y*
4.19%
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)

PFTSX Monthly Returns History

Based on dividend-adjusted daily data since May 1, 2020, PFTSX's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +6.2%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PFTSX closed higher 48% of trading days. The best single day was Dec 30, 2021 with a return of +13.5%, while the worst single day was Dec 31, 2021 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.40%1.10%-4.09%4.07%2.18%0.62%5.21%
20252.36%0.50%-2.30%0.72%2.54%3.07%0.29%1.53%1.70%0.83%0.28%0.25%12.31%
20240.11%0.96%1.68%-2.38%2.76%0.52%1.85%1.61%1.19%-1.86%2.00%-2.39%6.02%
20234.58%-2.19%1.57%0.66%-0.77%1.55%1.09%-1.18%-2.61%-2.12%5.37%4.10%10.07%
2022-3.75%-0.72%-0.83%-4.17%0.22%-3.91%3.16%-2.74%-4.39%1.41%4.53%-2.14%-12.97%
2021-0.93%0.93%2.22%1.72%0.89%0.44%0.70%0.96%-2.16%2.03%-2.16%1.60%6.29%

Benchmark Metrics

PFG Tactical Income Strategy Fund has an annualized alpha of -0.04%, beta of 0.37, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since May 01, 2020.

  • This fund participated in 56.66% of S&P 500 Index downside but only 38.36% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.37 may look defensive, but with R2 of 0.37 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.37 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-0.04%
Beta
0.37
0.37
Upside Capture
38.36%
Downside Capture
56.66%

Expense Ratio

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


Return for Risk

Risk / Return Rank

PFTSX ranks 47 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.


PFTSX Risk / Return Rank: 4747
Overall Rank
PFTSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
PFTSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
PFTSX Omega Ratio Rank: 5151
Omega Ratio Rank
PFTSX Calmar Ratio Rank: 3838
Calmar Ratio Rank
PFTSX Martin Ratio Rank: 5151
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 Tactical Income Strategy Fund (PFTSX) 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.


PFTSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

2.24

2.78

-0.54

Martin ratioReturn relative to average drawdown

9.87

12.44

-2.57

Dividends

Dividend History

PFG Tactical Income Strategy Fund provided a 1.66% dividend yield over the last twelve months, with an annual payout of $0.19 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.19$0.19$0.24$0.21$0.08$1.37$0.32

Dividend yield

1.66%1.75%2.43%2.22%0.89%13.53%2.92%

Monthly Dividends

The table displays the monthly dividend distributions for PFG Tactical Income 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$0.19$0.19
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$0.21$0.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.37$1.37

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the PFG Tactical Income 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 Tactical Income Strategy Fund was 26.39%, occurring on Oct 14, 2022. Recovery took 759 trading sessions.

The current PFG Tactical Income Strategy Fund drawdown is 0.18%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-26.39%Oct 2022
9mo 17d3y 11d
3y 9moDec 2021 - Oct 2025
2026 pullback2026
-5.72%Mar 2026
28d21d
1mo 19dFeb 2026 - Apr 2026
2020 pullback2020
-3.93%Oct 2020
1mo 25d12d
2mo 7dSep 2020 - Nov 2020
2021 pullback2021
-3.51%Dec 2021
1mo 10d10d
1mo 20dNov 2021 - Dec 2021
2020 pullback2020
-3.26%Jun 2020
17d25d
1mo 12dJun 2020 - Jul 2020

Drawdown Indicators


PFTSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.39%

-56.78%

+30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-5.72%

-9.10%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-8.04%

-18.90%

+10.86%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-25.43%

-0.96%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.18%

-1.80%

+1.62%

Average Drawdown

Average peak-to-trough decline

-9.71%

-10.71%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

2.03%

-0.74%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with PFTSX

Add PFG Tactical Income Strategy Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with PFTSX