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Inspire Tactical Balanced ESG ETF (RISN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerInspire
Inception DateJul 15, 2020
RegionNorth America (U.S.)
CategoryDiversified Portfolio, Actively Managed
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RISN features an expense ratio of 0.82%, falling within the medium range.


Expense ratio chart for RISN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%

Share Price Chart


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Compare to other instruments

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


Inspire Tactical Balanced ESG ETF

Popular comparisons: RISN vs. FDLS, RISN vs. BIBL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Inspire Tactical Balanced ESG ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%MarchAprilMayJuneJulyAugust
28.58%
74.68%
RISN (Inspire Tactical Balanced ESG ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Inspire Tactical Balanced ESG ETF had a return of 7.97% year-to-date (YTD) and 15.57% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.97%17.76%
1 month0.95%2.89%
6 months3.67%10.80%
1 year15.57%27.49%
5 years (annualized)N/A14.28%
10 years (annualized)N/A10.89%

Monthly Returns

The table below presents the monthly returns of RISN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.85%5.78%2.75%-4.74%0.65%0.44%4.01%7.97%
20231.20%-1.47%-1.05%0.19%-1.36%7.03%1.66%-2.23%-3.40%-3.33%7.53%5.88%10.29%
2022-9.80%-0.87%-0.44%-3.50%-1.19%-0.95%-0.08%-1.79%-1.47%0.85%0.19%-0.22%-18.06%
2021-0.70%2.16%3.52%3.41%2.18%2.39%2.57%2.88%-5.38%5.56%-1.56%3.77%22.32%
20202.38%3.13%-2.92%-2.15%4.29%3.00%7.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RISN is 47, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of RISN is 4747
RISN (Inspire Tactical Balanced ESG ETF)
The Sharpe Ratio Rank of RISN is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of RISN is 5151Sortino Ratio Rank
The Omega Ratio Rank of RISN is 4949Omega Ratio Rank
The Calmar Ratio Rank of RISN is 3939Calmar Ratio Rank
The Martin Ratio Rank of RISN is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Inspire Tactical Balanced ESG ETF (RISN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RISN
Sharpe ratio
The chart of Sharpe ratio for RISN, currently valued at 1.42, compared to the broader market0.002.004.001.42
Sortino ratio
The chart of Sortino ratio for RISN, currently valued at 2.03, compared to the broader market0.005.0010.002.03
Omega ratio
The chart of Omega ratio for RISN, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.25
Calmar ratio
The chart of Calmar ratio for RISN, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.72
Martin ratio
The chart of Martin ratio for RISN, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market0.005.0010.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.005.0010.0015.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.55

Sharpe Ratio

The current Inspire Tactical Balanced ESG ETF Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Inspire Tactical Balanced ESG ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MarchAprilMayJuneJulyAugust
1.42
2.28
RISN (Inspire Tactical Balanced ESG ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Inspire Tactical Balanced ESG ETF granted a 1.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.37 per share.


PeriodTTM2023202220212020
Dividend$0.37$0.51$0.29$2.75$1.21

Dividend yield

1.39%2.05%1.27%9.62%4.71%

Monthly Dividends

The table displays the monthly dividend distributions for Inspire Tactical Balanced ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.08$0.00$0.00$0.06$0.00$0.00$0.14
2023$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.11$0.00$0.00$0.13$0.51
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.00$0.00$0.23$0.29
2021$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$2.62$2.75
2020$0.03$0.00$0.00$1.18$1.21

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.


-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-2.63%
-0.89%
RISN (Inspire Tactical Balanced ESG ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Inspire Tactical Balanced ESG 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 Inspire Tactical Balanced ESG ETF was 21.88%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Inspire Tactical Balanced ESG ETF drawdown is 2.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.88%Dec 31, 2021459Oct 27, 2023
-6.74%Sep 3, 202039Oct 28, 202026Dec 4, 202065
-6.55%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-5.21%Feb 16, 202113Mar 4, 20217Mar 15, 202120
-4.57%Nov 10, 202115Dec 1, 202120Dec 30, 202135

Volatility

Volatility Chart

The current Inspire Tactical Balanced ESG ETF volatility is 4.27%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MarchAprilMayJuneJulyAugust
4.27%
5.88%
RISN (Inspire Tactical Balanced ESG ETF)
Benchmark (^GSPC)