- Issuer
- Sovereign's
- Inception Date
- Oct 2, 2023
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $112M
Share Price Chart
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Performance
SOVF Performance Chart
Sovereign's Capital Flourish Fund (SOVF) is down 2.8% since the beginning of the year. SOVF is currently trading at $28 per share.
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Returns By Period
Sovereign's Capital Flourish Fund (SOVF) has returned -2.81% so far this year and -4.19% over the past 12 months.
Sovereign's Capital Flourish Fund
- 1D
- -1.72%
- 1M
- -1.84%
- YTD
- -2.81%
- 6M
- -0.11%
- 1Y
- -4.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
SOVF Monthly Returns History
Based on dividend-adjusted daily data since Oct 3, 2023, SOVF's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 42% of months were positive and 58% were negative. The best month was Nov 2024 with a return of +10.2%, while the worst month was Dec 2024 at -7.1%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SOVF closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.27% | -5.04% | -5.40% | 8.75% | -1.47% | -1.28% | -2.81% | ||||||
| 2025 | 3.28% | -0.31% | -6.16% | -5.09% | 4.45% | 2.40% | -1.78% | 4.58% | -2.25% | -5.35% | -0.42% | 3.01% | -4.38% |
| 2024 | -2.75% | 3.42% | 4.22% | -6.89% | 3.55% | -0.15% | 8.17% | -0.76% | -1.29% | -0.65% | 10.16% | -7.14% | 8.67% |
| 2023 | -1.29% | 8.62% | 8.36% | 16.18% |
Benchmark Metrics
Sovereign's Capital Flourish Fund has an annualized alpha of -12.30%, beta of 0.90, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since October 04, 2023.
- This ETF participated in 149.68% of S&P 500 Index downside but only 60.68% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -12.30% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.90 and R2 of 0.63, 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
- -12.30%
- Beta
- 0.90
- R²
- 0.63
- Upside Capture
- 60.68%
- Downside Capture
- 149.68%
Expense Ratio
SOVF has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SOVF ranks 6 for risk / return — in the bottom 6% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) and compare them to S&P 500 Index.
| SOVF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.29 | 2.24 | -2.53 |
Sortino ratioReturn per unit of downside risk | -0.30 | 3.07 | -3.37 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.29 | 2.93 | -3.22 |
Martin ratioReturn relative to average drawdown | -0.62 | 13.52 | -14.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Sovereign's Capital Flourish Fund provided a 0.80% dividend yield over the last twelve months, with an annual payout of $0.23 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.23 | $0.23 | $0.09 | $0.05 |
Dividend yield | 0.80% | 0.77% | 0.30% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for Sovereign's Capital Flourish Fund. 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.23 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2023 | $0.05 | $0.05 |
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 Sovereign's Capital Flourish Fund. 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 Sovereign's Capital Flourish Fund was 21.74%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Sovereign's Capital Flourish Fund drawdown is 14.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -21.74%Apr 2025 | 4mo 6d | — | 1y 6moDec 2024 - now |
2024 pullback2024 | -7.77%Apr 2024 | 17d | 2mo 28d | 3mo 15dApr 2024 - Jul 2024 |
2024 pullback2024 | -6.94%Aug 2024 | 6d | 3mo 1d | 3mo 7dAug 2024 - Nov 2024 |
2023 pullback2023 | -5.85%Oct 2023 | 9d | 18d | 27dOct 2023 - Nov 2023 |
2024 pullback2024 | -5.01%Jan 2024 | 20d | 29d | 1mo 19dDec 2023 - Feb 2024 |
Drawdown Indicators
| SOVF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.74% | -56.78% | +35.04% |
Max Drawdown (1Y)Largest decline over 1 year | -14.46% | -9.10% | -5.36% |
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 | -14.49% | -0.74% | -13.75% |
Average DrawdownAverage peak-to-trough decline | -7.28% | -10.72% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.79% | 1.97% | +4.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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