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ISIN
US90214Q6420
Inception Date
Mar 30, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$55M

Share Price Chart


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Performance

RPHS Performance Chart

Regents Park Hedged Market Strategy ETF (RPHS) is up 4.9% since the beginning of the year. RPHS is currently trading at $11 per share.


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S&P 500 Index

Returns By Period

Regents Park Hedged Market Strategy ETF (RPHS) has returned 4.90% so far this year and 17.74% over the past 12 months.


Regents Park Hedged Market Strategy ETF

1D
-0.34%
1M
-0.20%
YTD
4.90%
6M
4.70%
1Y
17.74%
3Y*
13.92%
5Y*
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)

RPHS Monthly Returns History

Based on dividend-adjusted daily data since Mar 31, 2022, RPHS's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2026 with a return of +7.4%, while the worst month was Apr 2022 at -7.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, RPHS closed higher 51% of trading days. The best single day was May 26, 2022 with a return of +3.5%, while the worst single day was Sep 3, 2024 at -4.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.54%-0.83%-4.49%7.41%4.57%-1.92%4.90%
20251.77%-1.28%-4.11%-1.04%3.71%4.27%2.12%1.19%2.77%2.57%-0.48%-0.01%11.74%
20241.41%4.77%2.86%-3.91%4.18%2.56%1.09%1.08%1.62%-0.56%4.33%-2.49%17.84%
20230.83%-1.24%0.54%0.71%-0.12%4.95%2.60%-1.97%-3.14%-1.50%6.57%3.02%11.36%
2022-1.44%-7.71%3.27%-6.25%1.36%-2.45%-2.06%0.58%0.46%-1.64%-15.25%

Benchmark Metrics

Regents Park Hedged Market Strategy ETF has an annualized alpha of 0.80%, beta of 0.47, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since March 31, 2022.

  • This ETF participated in 72.92% of S&P 500 Index downside but only 57.41% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.47 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
0.80%
Beta
0.47
0.51
Upside Capture
57.41%
Downside Capture
72.92%

Expense Ratio

RPHS has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RPHS ranks 49 for risk / return — on par with similar ETFs. 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.


RPHS Risk / Return Rank: 4949
Overall Rank
RPHS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
RPHS Sortino Ratio Rank: 4848
Sortino Ratio Rank
RPHS Omega Ratio Rank: 4747
Omega Ratio Rank
RPHS Calmar Ratio Rank: 4848
Calmar Ratio Rank
RPHS Martin Ratio Rank: 5353
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 Regents Park Hedged Market Strategy ETF (RPHS) 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.


RPHSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.28

2.78

-0.50

Martin ratioReturn relative to average drawdown

8.91

12.44

-3.53

Dividends

Dividend History

Regents Park Hedged Market Strategy ETF provided a 10.61% dividend yield over the last twelve months, with an annual payout of $1.13 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.13$1.13$0.37$0.47$0.11

Dividend yield

10.61%11.13%3.68%5.23%1.29%

Monthly Dividends

The table displays the monthly dividend distributions for Regents Park Hedged Market Strategy ETF. 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$1.13$1.13
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.37$0.37
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2022$0.11$0.11

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 Regents Park Hedged Market Strategy 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 Regents Park Hedged Market Strategy ETF was 16.51%, occurring on Mar 15, 2023. Recovery took 236 trading sessions.

The current Regents Park Hedged Market Strategy ETF drawdown is 2.21%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 correction2023
-16.51%Mar 2023
11mo 19d11mo 14d
1y 10moMar 2022 - Feb 2024
2025 selloff2025
-10.84%Apr 2025
1mo 15d2mo 27d
4mo 12dFeb 2025 - Jul 2025
2026 pullback2026
-7.81%Mar 2026
2mo 16d18d
3mo 4dJan 2026 - Apr 2026
2024 pullback2024
-6.10%Aug 2024
20d1mo 21d
2mo 11dJul 2024 - Sep 2024
2024 pullback2024
-4.93%Apr 2024
28d27d
1mo 25dMar 2024 - May 2024

Drawdown Indicators


RPHSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-16.51%

-56.78%

+40.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.81%

-9.10%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-10.84%

-18.90%

+8.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.21%

-1.80%

-0.41%

Average Drawdown

Average peak-to-trough decline

-6.27%

-10.71%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.03%

-0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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