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Trend Aggregation U.S. ETF (TAEQ)

ETF · Currency in USD · Last updated May 19, 2022

TAEQ is an actively managed ETF by Tuttle Tactical Management, LLC. TAEQ launched on May 8, 2020 and has a 1.70% expense ratio.

ETF Info

TAEQShare Price Chart


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TAEQPerformance

The chart shows the growth of $10,000 invested in Trend Aggregation U.S. ETF on May 11, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,546 for a total return of roughly 15.46%. All prices are adjusted for splits and dividends.


TAEQ (Trend Aggregation U.S. ETF)
Benchmark (^GSPC)

TAEQReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.43%-3.66%
6M1.21%8.39%
YTD3.50%16.00%
1Y9.24%29.56%
5Y10.80%32.75%
10Y10.80%32.75%

TAEQMonthly Returns Heatmap


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TAEQSharpe 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 U.S. ETF Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


TAEQ (Trend Aggregation U.S. ETF)
Benchmark (^GSPC)

TAEQDividend History

Trend Aggregation U.S. ETF granted a 7.84% dividend yield in the last twelve months, as of May 19, 2022. The annual payout for that period amounted to $2.11 per share.


PeriodTTM2020
Dividend$2.11$2.11

Dividend yield

7.84%8.11%

TAEQDrawdowns Chart

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


TAEQ (Trend Aggregation U.S. ETF)
Benchmark (^GSPC)

TAEQWorst Drawdowns

The table below shows the maximum drawdowns of the Trend Aggregation U.S. 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 U.S. ETF is 11.10%, recorded on Oct 30, 2020. It took 67 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.1%Sep 3, 202041Oct 30, 202067Feb 8, 2021108
-5.41%Apr 27, 202158Jul 19, 202129Aug 27, 202187
-4.79%Feb 16, 202113Mar 4, 202127Apr 13, 202140
-4.75%Jun 4, 20206Jun 11, 20205Jun 18, 202011
-4.54%Sep 7, 202111Sep 21, 2021
-4.4%Aug 7, 20203Aug 11, 202011Aug 26, 202014
-2.87%May 12, 20202May 13, 20203May 18, 20205
-2.57%Jul 10, 20205Jul 16, 20209Jul 29, 202014
-2.18%Jun 24, 20201Jun 24, 20206Jul 2, 20207
-1.47%Apr 19, 20212Apr 20, 20213Apr 23, 20215

TAEQVolatility Chart

Current Trend Aggregation U.S. ETF volatility is 6.61%. 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.


TAEQ (Trend Aggregation U.S. ETF)
Benchmark (^GSPC)

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