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Issuer
Strategas
Inception Date
Jan 25, 2022
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth
Assets Under Management
$59M

Share Price Chart


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Performance

SAGP Performance Chart

Strategas Global Policy Opportunities ETF (SAGP) is up 1.2% since the beginning of the year. SAGP is currently trading at $34 per share.


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S&P 500 Index

Returns By Period

Strategas Global Policy Opportunities ETF (SAGP) has returned 1.23% so far this year and 11.13% over the past 12 months.


Strategas Global Policy Opportunities ETF

1D
-0.74%
1M
-2.59%
YTD
1.23%
6M
0.49%
1Y
11.13%
3Y*
13.99%
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)

SAGP Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2022, SAGP's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SAGP closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.95%3.57%-6.83%2.09%0.79%-2.86%1.23%
20254.86%0.87%0.11%2.13%2.01%4.89%-0.60%3.10%1.92%0.23%-0.43%1.98%23.02%
2024-0.89%4.05%2.98%-4.26%3.38%-0.55%5.33%3.62%1.40%-2.15%4.55%-5.34%12.03%
20235.70%-3.08%1.13%1.66%-3.58%4.86%1.81%-2.10%-5.68%-3.42%8.46%6.09%11.26%
20222.07%2.41%2.62%-6.71%-0.59%-7.26%6.00%-6.41%-7.34%7.26%8.77%-2.67%-3.70%

Benchmark Metrics

Strategas Global Policy Opportunities ETF has an annualized alpha of 0.17%, beta of 0.75, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 25, 2022.

  • This ETF participated in 78.75% of S&P 500 Index downside but only 70.86% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.17%
Beta
0.75
0.72
Upside Capture
70.86%
Downside Capture
78.75%

Expense Ratio

SAGP has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SAGP ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SAGP Risk / Return Rank: 2525
Overall Rank
SAGP Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SAGP Sortino Ratio Rank: 2424
Sortino Ratio Rank
SAGP Omega Ratio Rank: 2222
Omega Ratio Rank
SAGP Calmar Ratio Rank: 2626
Calmar Ratio Rank
SAGP Martin Ratio Rank: 2626
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 Strategas Global Policy Opportunities ETF (SAGP) 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.


SAGPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.26

2.78

-1.53

Martin ratioReturn relative to average drawdown

3.36

12.44

-9.08

Dividends

Dividend History

Strategas Global Policy Opportunities ETF provided a 3.41% dividend yield over the last twelve months, with an annual payout of $1.17 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.17$1.17$0.63$0.25$0.12

Dividend yield

3.41%3.45%2.23%0.94%0.51%

Monthly Dividends

The table displays the monthly dividend distributions for Strategas Global Policy Opportunities 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$0.20$0.00$0.97$1.17
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.25
2022$0.12$0.12

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 Strategas Global Policy Opportunities 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 Strategas Global Policy Opportunities ETF was 22.90%, occurring on Sep 27, 2022. Recovery took 345 trading sessions.

The current Strategas Global Policy Opportunities ETF drawdown is 6.90%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.90%Sep 2022
5mo 25d1y 4mo
1y 10moApr 2022 - Feb 2024
2025 selloff2025
-11.47%Apr 2025
13d24d
1mo 7dMar 2025 - May 2025
2026 pullback2026
-8.90%Mar 2026
27d
3mo 22dMar 2026 - now
2025 pullback2025
-7.03%Jan 2025
1mo 29d1mo 9d
3mo 8dNov 2024 - Feb 2025
2025 pullback2025
-6.45%Nov 2025
1mo 15d1mo 2d
2mo 17dOct 2025 - Dec 2025

Drawdown Indicators


SAGPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-56.78%

+33.88%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.10%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-12.52%

-18.90%

+6.38%

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

-6.90%

-1.80%

-5.10%

Average Drawdown

Average peak-to-trough decline

-5.03%

-10.71%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.03%

+1.29%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Strategas Global Policy Opportunities ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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