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Trend Aggregation Growth ETF (TAAG)

ETF · Currency in USD
Issuer
Tuttle Tactical Management, LLC
Inception Date
May 8, 2020
Region
North America (U.S.)
Category
All Cap Equities
Expense Ratio
1.69%
Index Tracked
ACTIVE - No Index
Asset Class
Equity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

TAAGPrice Chart


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TAAGPerformance

The chart shows the growth of $10,000 invested in Trend Aggregation Growth ETF on May 8, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,380 for a total return of roughly -16.20%. All prices are adjusted for splits and dividends.


TAAG (Trend Aggregation Growth ETF)
Benchmark (S&P 500)

TAAGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-17.17%5.89%
6M-24.73%10.34%
YTD-21.77%22.83%
1Y-25.06%41.09%
5Y-11.20%37.22%
10Y-11.20%37.22%

TAAGMonthly Returns Heatmap


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TAAGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Trend Aggregation Growth ETF Sharpe ratio is -0.91. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


TAAG (Trend Aggregation Growth ETF)
Benchmark (S&P 500)

TAAGDividends


Trend Aggregation Growth ETF doesn't pay dividends

TAAGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


TAAG (Trend Aggregation Growth ETF)
Benchmark (S&P 500)

TAAGWorst Drawdowns

The table below shows the maximum drawdowns of the Trend Aggregation Growth ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Trend Aggregation Growth ETF is 32.09%, recorded on Oct 21, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.09%Dec 18, 2020212Oct 21, 2021
-7.08%Sep 3, 202041Oct 30, 202030Dec 14, 202071
-5.54%Jun 3, 20207Jun 11, 20205Jun 18, 202012
-4.67%Aug 6, 20204Aug 11, 202015Sep 1, 202019
-2.18%Jul 10, 20205Jul 16, 20202Jul 20, 20207
-1.98%Jun 24, 20201Jun 24, 20204Jun 30, 20205
-1.72%Jul 23, 20202Jul 24, 20203Jul 29, 20205
-1.69%May 21, 20203May 26, 20203May 29, 20206
-1.43%May 12, 20201May 12, 20203May 15, 20204
-0.45%Jul 21, 20201Jul 21, 20201Jul 22, 20202

TAAGVolatility Chart

Current Trend Aggregation Growth ETF volatility is 121.60%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


TAAG (Trend Aggregation Growth ETF)
Benchmark (S&P 500)

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