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ISIN
US26923N5538
CUSIP
26923N546
Issuer
TappAlpha
Inception Date
Sep 4, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$24M

Share Price Chart


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Performance

TDAQ Performance Chart

TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ) is up 14.0% since the beginning of the year. TDAQ is currently trading at $28 per share.


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S&P 500 Index

Returns By Period


TappAlpha Innovation 100 Growth & Daily Income ETF

1D
1.39%
1M
0.09%
YTD
14.00%
6M
12.43%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.75%
1M
-0.09%
YTD
8.02%
6M
7.15%
1Y
22.78%
3Y*
19.45%
5Y*
11.73%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDAQ Monthly Returns History

Based on dividend-adjusted daily data since Sep 4, 2025, TDAQ's average daily return is +0.12%, while the average monthly return is +2.43%. At this rate, an investment would double in approximately 2.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +14.4%, while the worst month was Mar 2026 at -5.2%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, TDAQ closed higher 60% of trading days. The best single day was Mar 31, 2026 with a return of +3.5%, while the worst single day was Jun 5, 2026 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-1.10%-5.19%14.38%10.56%-4.35%14.00%
20255.48%5.13%-1.18%0.03%9.61%

Benchmark Metrics

TappAlpha Innovation 100 Growth & Daily Income ETF has an annualized alpha of 7.35%, beta of 1.26, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since September 04, 2025.

  • This ETF captured 167.09% of S&P 500 Index gains and 121.91% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 7.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
7.35%
Beta
1.26
0.84
Upside Capture
167.09%
Downside Capture
121.91%

Expense Ratio

TDAQ has an expense ratio of 0.83%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for TappAlpha Innovation 100 Growth & Daily Income ETF (TDAQ) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TDAQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

11.31

Dividends

Dividend History

TappAlpha Innovation 100 Growth & Daily Income ETF provided a 10.64% dividend yield over the last twelve months, with an annual payout of $2.95 per share.


4.32%$0.00$0.20$0.40$0.60$0.80$1.00$1.202025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$2.95$1.13

Dividend yield

10.64%4.32%

Monthly Dividends

The table displays the monthly dividend distributions for TappAlpha Innovation 100 Growth & Daily Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.38$0.36$0.35$0.35$0.38$0.00$1.82
2025$0.38$0.37$0.37$1.13

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 TappAlpha Innovation 100 Growth & Daily 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 TappAlpha Innovation 100 Growth & Daily Income ETF was 11.31%, occurring on Mar 30, 2026. Recovery took 11 trading sessions.

The current TappAlpha Innovation 100 Growth & Daily Income ETF drawdown is 5.56%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-11.31%Mar 2026
2mo16d
2mo 16dJan 2026 - Apr 2026
2025 pullback2025
-8.05%Nov 2025
21d2mo 9d
3moOct 2025 - Jan 2026
2026 pullback2026
-6.86%Jun 2026
7d
9d 18hJun 2026 - now
2025 pullback2025
-3.71%Oct 2025
1d10d
11dOct 2025 - Oct 2025
2026 pullback2026
-2.42%May 2026
4d3d
7dMay 2026 - May 2026

Drawdown Indicators


TDAQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.31%

-56.78%

+45.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

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 Drawdown

Current decline from peak

-5.56%

-2.83%

-2.73%

Average Drawdown

Average peak-to-trough decline

-2.31%

-10.72%

+8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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