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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) has returned -0.11% so far this year and 3.61% over the past 12 months.
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
- 1D
- 0.43%
- 1M
- -1.56%
- YTD
- -0.11%
- 6M
- 0.72%
- 1Y
- 3.61%
- 3Y*
- 2.93%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Sep 29, 2021, SSFI's average daily return is 0.00%, while the average monthly return is -0.01%.
Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +3.6%, while the worst month was Sep 2022 at -3.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SSFI closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +2.0%, while the worst single day was Apr 7, 2025 at -1.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.26% | 1.21% | -1.56% | -0.11% | |||||||||
| 2025 | 0.58% | 2.53% | -0.32% | 0.70% | -0.98% | 1.48% | -0.54% | 1.27% | 0.93% | 0.62% | 0.57% | -0.36% | 6.62% |
| 2024 | -0.28% | -0.82% | 0.88% | -2.24% | 1.63% | 0.94% | 2.03% | 1.49% | 1.18% | -2.52% | 1.24% | -2.27% | 1.10% |
| 2023 | 3.57% | -2.40% | 1.85% | 0.36% | -0.99% | 0.62% | -0.06% | -0.74% | -3.03% | -1.55% | 3.57% | 3.26% | 4.26% |
| 2022 | -2.13% | -0.70% | -1.75% | -3.52% | -0.01% | -1.77% | 2.22% | -3.21% | -3.65% | -0.96% | 3.50% | -1.40% | -12.82% |
| 2021 | -0.06% | 0.52% | -0.07% | 0.37% | 0.75% |
Benchmark Metrics
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF has an annualized alpha of -1.09%, beta of 0.09, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 30, 2021.
- This ETF participated in 41.04% of S&P 500 Index downside but only 19.11% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.09 may look defensive, but with R² of 0.07 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.07 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.09%
- Beta
- 0.09
- R²
- 0.07
- Upside Capture
- 19.11%
- Downside Capture
- 41.04%
Expense Ratio
SSFI has an expense ratio of 0.81%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SSFI ranks 42 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF (SSFI) and compare them to a chosen benchmark (S&P 500 Index).
| SSFI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.90 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.39 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.40 | +0.11 |
Martin ratioReturn relative to average drawdown | 4.16 | 6.61 | -2.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SSFI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF provided a 3.38% dividend yield over the last twelve months, with an annual payout of $0.72 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.72 | $0.75 | $0.76 | $0.85 | $0.40 | $0.18 |
Dividend yield | 3.38% | 3.51% | 3.64% | 3.97% | 1.87% | 0.71% |
Monthly Dividends
The table displays the monthly dividend distributions for Day Hagan/Ned Davis Research Smart Sector Fixed Income 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 | $0.09 | $0.09 | |||||||||
| 2025 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.29 | $0.75 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.28 | $0.76 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.45 | $0.85 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.25 | $0.40 |
| 2021 | $0.18 | $0.18 |
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 Day Hagan/Ned Davis Research Smart Sector Fixed Income 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 Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF was 16.07%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF drawdown is 2.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.07% | Nov 10, 2021 | 488 | Oct 19, 2023 | — | — | — |
| -1.07% | Oct 4, 2021 | 6 | Oct 11, 2021 | 3 | Oct 14, 2021 | 9 |
| -0.85% | Oct 15, 2021 | 5 | Oct 21, 2021 | 4 | Oct 27, 2021 | 9 |
| -0.46% | Oct 28, 2021 | 5 | Nov 3, 2021 | 2 | Nov 5, 2021 | 7 |
| -0.12% | Nov 8, 2021 | 1 | Nov 8, 2021 | 1 | Nov 9, 2021 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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