- Issuer
- Donald L. Hagan LLC
- Inception Date
- Jan 17, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- 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
- $576M
Share Price Chart
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Performance
SSUS Performance Chart
Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) is up 14.6% since the beginning of the year. SSUS is currently trading at $56 per share. Investors who bought $1,000 worth of SSUS shares 5 years ago would now be looking at an investment worth $1,755.
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Returns By Period
Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) has returned 14.61% so far this year and 29.88% over the past 12 months.
Day Hagan/Ned Davis Research Smart Sector ETF
- 1D
- -0.79%
- 1M
- 7.35%
- YTD
- 14.61%
- 6M
- 14.65%
- 1Y
- 29.88%
- 3Y*
- 18.55%
- 5Y*
- 11.91%
- 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%
SSUS Monthly Returns History
Based on dividend-adjusted daily data since Jan 17, 2020, SSUS's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.3%, while the worst month was Feb 2020 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SSUS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Mar 9, 2020 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.34% | -0.10% | -5.41% | 11.28% | 7.58% | -0.04% | 14.61% | ||||||
| 2025 | 2.78% | -0.97% | -4.93% | -0.76% | 5.84% | 5.17% | 1.53% | 1.95% | 3.78% | 1.83% | -0.62% | 0.23% | 16.47% |
| 2024 | 0.83% | 4.41% | 2.51% | -4.37% | 4.27% | 3.05% | 0.91% | 2.20% | 2.06% | -1.03% | 6.45% | -3.35% | 18.86% |
| 2023 | 7.06% | -1.99% | 3.25% | 1.15% | 0.60% | 5.72% | 3.10% | -2.32% | -4.59% | -2.03% | 4.29% | 3.29% | 18.19% |
| 2022 | -4.03% | -1.72% | 1.30% | -8.12% | -0.37% | -4.24% | 4.49% | -3.96% | -7.57% | 6.50% | 5.32% | -5.48% | -17.64% |
| 2021 | -0.64% | 2.16% | 4.05% | 5.04% | 0.96% | 2.32% | 1.94% | 2.81% | -4.44% | 7.51% | -0.72% | 4.51% | 28.02% |
Benchmark Metrics
Day Hagan/Ned Davis Research Smart Sector ETF has an annualized alpha of 3.12%, beta of 0.77, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since January 21, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.99%) than losses (86.39%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.12%
- Beta
- 0.77
- R²
- 0.89
- Upside Capture
- 88.99%
- Downside Capture
- 86.39%
Expense Ratio
SSUS has an expense ratio of 0.81%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SSUS 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) and compare them to S&P 500 Index.
| SSUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.46 | 2.24 | +0.22 |
Sortino ratioReturn per unit of downside risk | 3.35 | 3.07 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.41 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.93 | +0.39 |
Martin ratioReturn relative to average drawdown | 15.41 | 13.52 | +1.89 |
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
Day Hagan/Ned Davis Research Smart Sector ETF provided a 0.45% dividend yield over the last twelve months, with an annual payout of $0.25 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.25 | $0.29 | $0.38 | $0.19 | $0.20 | $0.14 |
Dividend yield | 0.45% | 0.52% | 0.68% | 1.07% | 0.63% | 0.55% | 0.50% |
Monthly Dividends
The table displays the monthly dividend distributions for Day Hagan/Ned Davis Research Smart Sector 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 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.25 | $0.25 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 | $0.19 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
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 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 ETF was 23.75%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current Day Hagan/Ned Davis Research Smart Sector ETF drawdown is 0.79%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.75%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -23.45%Oct 2022 | 9mo 12d | 1y 3mo | 2y 1moJan 2022 - Feb 2024 |
2025 selloff2025 | -17.60%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
2020 pullback2020 | -9.25%Sep 2020 | 20d | 1mo 21d | 2mo 11dSep 2020 - Nov 2020 |
2026 pullback2026 | -9.05%Mar 2026 | 2mo | 15d | 2mo 15dJan 2026 - Apr 2026 |
Drawdown Indicators
| SSUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.75% | -56.78% | +33.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -9.10% | +0.05% |
Max Drawdown (3Y)Largest decline over 3 years | -17.60% | -18.90% | +1.30% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -25.43% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.79% | -0.74% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -10.72% | +5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 1.97% | -0.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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