- Issuer
- Strategas
- Inception Date
- Apr 3, 2024
- Category
- Momentum, Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $19M
Highlights
- Avg. Volume (1M)
- 3K
- Avg. Volume Value (1M)
- $102.75K
Share Price Chart
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Performance
SAMM Performance Chart
Strategas Macro Momentum ETF (SAMM) is up 1.5% since the beginning of the year. SAMM is currently trading at $31 per share.
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Returns By Period
Strategas Macro Momentum ETF (SAMM) has returned 1.51% so far this year and 16.55% over the past 12 months.
Strategas Macro Momentum ETF
- 1D
- 0.42%
- 1M
- -2.98%
- 6M
- -0.50%
- YTD
- 1.51%
- 1Y
- 16.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.39%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SAMM Monthly Returns History
Based on dividend-adjusted daily data since Apr 4, 2024, SAMM'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, 61% of months were positive and 39% were negative. The best month was Nov 2024 with a return of +8.2%, while the worst month was Mar 2025 at -7.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SAMM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.02% | 2.15% | -3.66% | 5.15% | 5.32% | -3.35% | -5.55% | 1.51% | |||||
| 2025 | 3.70% | -4.37% | -7.40% | -1.49% | 5.47% | 6.86% | -2.66% | 2.00% | 5.08% | 4.88% | 0.57% | -0.15% | 12.01% |
| 2024 | -3.59% | 3.47% | -1.08% | 1.87% | 1.62% | 3.75% | 0.44% | 8.20% | -5.95% | 8.32% |
Benchmark Metrics
Strategas Macro Momentum ETF has an annualized alpha of -6.70%, beta of 1.05, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since April 04, 2024.
- This ETF participated in 142.35% of S&P 500 Index downside but only 91.83% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.70% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.05 and R2 of 0.74, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -6.70%
- Beta
- 1.05
- R²
- 0.74
- Upside Capture
- 91.83%
- Downside Capture
- 142.35%
Expense Ratio
SAMM has an expense ratio of 0.66%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SAMM ranks 32 for risk / return — above 32% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Strategas Macro Momentum ETF (SAMM) 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.
| SAMM | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.25 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.00 | -0.87 |
| Martin ratioReturn relative to average drawdown | 4.01 | 8.49 | -4.48 |
Dividends
Dividend History
Strategas Macro Momentum ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.31 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.31 | $0.31 | $0.19 |
Dividend yield | 1.02% | 1.03% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Strategas Macro Momentum ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $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 | $0.31 | $0.31 |
| 2024 | $0.19 | $0.19 |
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 Macro Momentum 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 Macro Momentum ETF was 24.09%, occurring on Apr 8, 2025. Recovery took 112 trading sessions.
The current Strategas Macro Momentum ETF drawdown is 10.24%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-24.09%Apr 2025 | 4mo | 5mo 13d | 9mo 13dDec 2024 - Sep 2025 | 2025 selloff2025 |
-12.96%Jul 2026 | 1mo 26d | — | 2mo 1dJun 2026 - now | — |
-11.21%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 | — |
-8.43%Mar 2026 | 21d | 1mo 1d | 1mo 22dFeb 2026 - Apr 2026 | — |
-5.86%Nov 2025 | 21d | 8d | 29dOct 2025 - Nov 2025 | — |
Drawdown Indicators
| SAMM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.09% | -56.78% | +32.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.96% | -9.10% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -10.24% | -1.58% | -8.66% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -10.70% | +6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.14% | +1.50% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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