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ISIN
US87357J7081
Inception Date
Jun 9, 2019
Min. Investment
$250
Distribution Policy
Accumulating
Asset Class
Alternatives

Share Price Chart


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Performance

TFAFX Performance Chart

Tactical Growth Allocation Fund (TFAFX) is up 6.9% since the beginning of the year. TFAFX is currently trading at $14 per share. Investors who bought $1,000 worth of TFAFX shares 5 years ago would now be looking at an investment worth $1,438.


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S&P 500 Index

Returns By Period

Tactical Growth Allocation Fund (TFAFX) has returned 6.87% so far this year and 20.77% over the past 12 months.


Tactical Growth Allocation Fund

1D
1.54%
1M
0.73%
YTD
6.87%
6M
6.05%
1Y
20.77%
3Y*
14.66%
5Y*
7.54%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFAFX Monthly Returns History

Based on dividend-adjusted daily data since Jun 14, 2019, TFAFX's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +8.0%, while the worst month was Apr 2022 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TFAFX closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -8.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%-1.22%-4.55%8.00%4.34%-0.72%6.87%
20251.64%-2.29%-4.77%-2.55%5.98%4.94%1.76%1.24%4.32%2.81%-1.14%-0.38%11.54%
20241.04%4.92%2.25%-4.30%5.19%3.89%0.09%1.28%2.25%1.06%2.96%-1.69%20.19%
20235.32%-2.00%2.51%1.17%1.39%5.58%3.45%-1.88%-4.57%-2.00%5.45%4.30%19.64%
2022-8.23%-2.36%2.12%-8.60%-0.86%-5.89%3.94%-2.79%-4.82%2.77%4.10%-5.48%-24.11%
2021-0.37%0.47%1.40%4.15%-0.18%2.22%1.21%2.31%-5.11%6.80%-0.33%2.94%16.14%

Benchmark Metrics

Tactical Growth Allocation Fund has an annualized alpha of -1.57%, beta of 0.64, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 14, 2019.

  • This fund participated in 84.48% of S&P 500 Index downside but only 63.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.64 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-1.57%
Beta
0.64
0.77
Upside Capture
63.69%
Downside Capture
84.48%

Expense Ratio

TFAFX has a high expense ratio of 1.96%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TFAFX ranks 33 for risk / return — below 33% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TFAFX Risk / Return Rank: 3333
Overall Rank
TFAFX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TFAFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
TFAFX Omega Ratio Rank: 3131
Omega Ratio Rank
TFAFX Calmar Ratio Rank: 3838
Calmar Ratio Rank
TFAFX Martin Ratio Rank: 3939
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 Tactical Growth Allocation Fund (TFAFX) 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.


TFAFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

2.22

2.78

-0.57

Martin ratioReturn relative to average drawdown

8.04

12.44

-4.40

Dividends

Dividend History

Tactical Growth Allocation Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.00$0.00$0.00$0.02$0.30$1.36$0.50$0.01

Dividend yield

0.00%0.00%0.00%0.20%3.71%12.30%4.64%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for Tactical Growth Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$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$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30$0.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.36$1.36

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 Tactical Growth Allocation Fund. 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 Tactical Growth Allocation Fund was 25.67%, occurring on Oct 14, 2022. Recovery took 415 trading sessions.

The current Tactical Growth Allocation Fund drawdown is 1.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-25.67%Oct 2022
9mo 20d1y 8mo
2y 5moDec 2021 - Jun 2024
COVID crash2020
-20.73%Mar 2020
1mo 2d5mo 5d
6mo 7dFeb 2020 - Aug 2020
2025 selloff2025
-17.55%Apr 2025
3mo 22d3mo 14d
7mo 6dDec 2024 - Jul 2025
2026 pullback2026
-9.30%Mar 2026
2mo28d
2mo 28dJan 2026 - Apr 2026
2024 pullback2024
-8.91%Aug 2024
25d1mo 22d
2mo 17dJul 2024 - Sep 2024

Drawdown Indicators


TFAFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.67%

-56.78%

+31.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-9.10%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.55%

-18.90%

+1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-25.43%

-0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.14%

-1.80%

+0.66%

Average Drawdown

Average peak-to-trough decline

-7.29%

-10.71%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.03%

+0.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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