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CUSIP
00775Y645
Issuer
Strategas
Inception Date
Jan 25, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$321M

Share Price Chart


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Performance

SAMT Performance Chart

Strategas Macro Thematic Opportunities ETF (SAMT) is up 20.0% since the beginning of the year. SAMT is currently trading at $46 per share.


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S&P 500 Index

Returns By Period

Strategas Macro Thematic Opportunities ETF (SAMT) has returned 19.97% so far this year and 39.83% over the past 12 months.


Strategas Macro Thematic Opportunities ETF

1D
0.39%
1M
0.96%
YTD
19.97%
6M
17.75%
1Y
39.83%
3Y*
27.93%
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)

SAMT Monthly Returns History

Based on dividend-adjusted daily data since Jan 25, 2022, SAMT's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2024 with a return of +12.0%, while the worst month was Jun 2022 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SAMT closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.96%-0.31%-1.60%10.26%6.07%0.59%19.97%
20257.50%-3.03%-3.87%1.29%9.79%6.05%3.34%-1.49%6.33%2.39%-1.23%2.89%33.10%
20243.10%4.43%2.28%-2.70%3.74%2.15%0.73%3.30%1.92%0.21%12.01%-5.18%28.15%
20230.78%-3.19%-0.91%1.15%-3.37%6.89%1.30%-1.07%-4.10%-0.78%4.36%0.74%1.27%
20223.15%0.76%3.91%-7.56%1.07%-9.40%5.11%-1.55%-8.30%9.32%2.89%-3.97%-6.30%

Benchmark Metrics

Strategas Macro Thematic Opportunities ETF has an annualized alpha of 6.15%, beta of 0.78, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since January 25, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.30%) than losses (73.58%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 6.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
6.15%
Beta
0.78
0.64
Upside Capture
90.30%
Downside Capture
73.58%

Expense Ratio

SAMT has an expense ratio of 0.66%, placing it in the medium range.


Return for Risk

Risk / Return Rank

SAMT ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SAMT Risk / Return Rank: 7474
Overall Rank
SAMT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SAMT Sortino Ratio Rank: 6969
Sortino Ratio Rank
SAMT Omega Ratio Rank: 6767
Omega Ratio Rank
SAMT Calmar Ratio Rank: 8888
Calmar Ratio Rank
SAMT Martin Ratio Rank: 7373
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 Macro Thematic Opportunities ETF (SAMT) 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.


SAMTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

4.91

2.78

+2.13

Martin ratioReturn relative to average drawdown

13.25

12.44

+0.81

Dividends

Dividend History

Strategas Macro Thematic Opportunities ETF provided a 0.58% dividend yield over the last twelve months, with an annual payout of $0.27 per share.


0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.27$0.27$0.41$0.34$0.17

Dividend yield

0.58%0.70%1.40%1.49%0.73%

Monthly Dividends

The table displays the monthly dividend distributions for Strategas Macro Thematic 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$0.00$0.00$0.27$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.41$0.41
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.17$0.17

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 Thematic 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 Macro Thematic Opportunities ETF was 20.57%, occurring on Mar 23, 2023. Recovery took 311 trading sessions.

The current Strategas Macro Thematic Opportunities ETF drawdown is 0.92%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-20.57%Mar 2023
11mo 28d1y 2mo
2y 2moMar 2022 - Jun 2024
2025 selloff2025
-18.27%Apr 2025
1mo 26d2mo 11d
4mo 7dFeb 2025 - Jun 2025
2025 pullback2025
-8.15%Nov 2025
1mo 6d1mo 2d
2mo 8dOct 2025 - Dec 2025
Bear market2022
-8.01%Mar 2022
19d21d
1mo 10dFeb 2022 - Mar 2022
2026 pullback2026
-7.73%Feb 2026
16d2mo 7d
2mo 23dJan 2026 - Apr 2026

Drawdown Indicators


SAMTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.57%

-56.78%

+36.21%

Max Drawdown (1Y)

Largest decline over 1 year

-8.15%

-9.10%

+0.95%

Max Drawdown (3Y)

Largest decline over 3 years

-18.27%

-18.90%

+0.63%

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

-0.92%

-1.80%

+0.88%

Average Drawdown

Average peak-to-trough decline

-7.66%

-10.71%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.03%

+0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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