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Inception Date
Sep 16, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$127M

Share Price Chart


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Performance

TDSC Performance Chart

Cabana Target Drawdown 10 ETF (TDSC) is up 11.6% since the beginning of the year. TDSC is currently trading at $28 per share. Investors who bought $1,000 worth of TDSC shares 5 years ago would now be looking at an investment worth $1,184.


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S&P 500 Index

Returns By Period

Cabana Target Drawdown 10 ETF (TDSC) has returned 11.58% so far this year and 20.40% over the past 12 months.


Cabana Target Drawdown 10 ETF

1D
0.55%
1M
3.52%
YTD
11.58%
6M
11.52%
1Y
20.40%
3Y*
11.06%
5Y*
3.44%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDSC Monthly Returns History

Based on dividend-adjusted daily data since Sep 17, 2020, TDSC's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2023 with a return of +5.4%, while the worst month was Jan 2022 at -7.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TDSC closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Apr 4, 2025 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.45%3.28%-3.51%4.54%2.98%0.52%11.58%
20253.13%0.63%-1.18%-5.84%2.10%2.22%-0.01%3.10%1.75%-0.26%1.83%-0.75%6.56%
2024-0.56%2.51%2.53%-3.76%3.32%0.54%1.73%2.23%1.24%-1.38%3.72%-4.82%7.10%
20232.31%-2.70%0.27%0.59%-0.41%1.58%1.92%-4.41%0.34%0.41%2.43%5.38%7.63%
2022-7.04%-1.21%0.02%-6.87%-1.32%-2.15%1.21%-2.40%0.24%0.09%3.12%-4.85%-19.67%
2021-0.91%0.34%2.90%3.81%0.65%1.78%1.42%2.13%-3.96%4.78%-1.74%3.02%14.81%

Benchmark Metrics

Cabana Target Drawdown 10 ETF has an annualized alpha of -2.54%, beta of 0.46, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since September 18, 2020.

  • This ETF participated in 68.61% of S&P 500 Index downside but only 41.31% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.54% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.46 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-2.54%
Beta
0.46
0.56
Upside Capture
41.31%
Downside Capture
68.61%

Expense Ratio

TDSC has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TDSC ranks 71 for risk / return — better than 71% 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.


TDSC Risk / Return Rank: 7171
Overall Rank
TDSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
TDSC Sortino Ratio Rank: 6969
Sortino Ratio Rank
TDSC Omega Ratio Rank: 6666
Omega Ratio Rank
TDSC Calmar Ratio Rank: 7575
Calmar Ratio Rank
TDSC Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) and compare them to S&P 500 Index.


TDSCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.30

2.39

-0.08

Sortino ratio

Return per unit of downside risk

3.24

3.25

-0.01

Omega ratio

Gain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

3.83

3.11

+0.72

Martin ratio

Return relative to average drawdown

14.89

14.38

+0.51

Dividends

Dividend History

Cabana Target Drawdown 10 ETF provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.56 per share. The fund has been increasing its distributions for 5 consecutive years.


0.50%1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$0.56$0.74$0.50$0.48$0.39$0.31$0.13

Dividend yield

2.00%2.92%2.06%2.06%1.76%1.11%0.54%

Monthly Dividends

The table displays the monthly dividend distributions for Cabana Target Drawdown 10 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.06$0.00$0.00$0.00$0.06
2025$0.00$0.00$0.23$0.00$0.00$0.20$0.00$0.00$0.18$0.00$0.00$0.13$0.74
2024$0.00$0.00$0.07$0.00$0.00$0.03$0.00$0.00$0.08$0.00$0.00$0.32$0.50
2023$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.12$0.00$0.00$0.29$0.48
2022$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.24$0.39
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31

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 Cabana Target Drawdown 10 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 Cabana Target Drawdown 10 ETF was 21.51%, occurring on Aug 21, 2023. Recovery took 606 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-21.51%Aug 2023
1y 9mo2y 5mo
4y 2moNov 2021 - Jan 2026
2026 pullback2026
-5.35%Mar 2026
27d1mo 1d
1mo 28dMar 2026 - Apr 2026
2021 pullback2021
-4.66%Oct 2021
1mo 1d24d
1mo 25dSep 2021 - Oct 2021
2021 pullback2021
-4.15%Mar 2021
16d27d
1mo 13dFeb 2021 - Mar 2021
2020 pullback2020
-4.01%Oct 2020
16d3mo 11d
3mo 27dOct 2020 - Feb 2021

Drawdown Indicators


TDSCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.51%

-56.78%

+35.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-9.10%

+3.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.24%

-18.90%

+4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-21.51%

-25.43%

+3.92%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.39%

-10.72%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

1.97%

-0.60%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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