- Issuer
- Tactical Fund Advisors
- Inception Date
- May 17, 2020
- Category
- Tactical Allocation
- Min. Investment
- $250
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
TFAQX Performance Chart
TFA Quantitative Fund (TFAQX) is up 10.1% since the beginning of the year. TFAQX is currently trading at $12 per share. Investors who bought $1,000 worth of TFAQX shares 5 years ago would now be looking at an investment worth $1,496.
Loading charts...
Returns By Period
TFA Quantitative Fund (TFAQX) has returned 10.10% so far this year and 26.99% over the past 12 months.
TFA Quantitative Fund
- 1D
- 1.97%
- 1M
- 3.24%
- YTD
- 10.10%
- 6M
- 8.89%
- 1Y
- 26.99%
- 3Y*
- 16.11%
- 5Y*
- 8.39%
- 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%
TFAQX Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2020, TFAQX's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +9.4%, while the worst month was Apr 2022 at -10.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TFAQX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.71% | -2.02% | -5.57% | 8.65% | 7.79% | 0.89% | 10.10% | ||||||
| 2025 | 1.97% | -2.73% | -7.50% | -2.35% | 6.71% | 4.88% | 2.86% | 1.48% | 5.40% | 3.74% | -1.96% | -0.70% | 11.41% |
| 2024 | 2.08% | 5.79% | 2.03% | -5.07% | 6.28% | 5.71% | -0.56% | -0.56% | 1.70% | 1.39% | 3.20% | -1.24% | 22.12% |
| 2023 | 5.40% | -1.28% | 2.59% | 1.14% | 3.12% | 6.79% | 3.86% | -2.30% | -5.82% | -2.02% | 5.94% | 4.50% | 23.25% |
| 2022 | -5.19% | -2.03% | 1.04% | -10.25% | -1.60% | -6.26% | 3.71% | -4.18% | -3.61% | 3.10% | 4.01% | -6.16% | -25.11% |
| 2021 | 0.53% | 0.09% | -0.97% | 3.82% | -0.86% | 1.90% | 2.29% | 0.41% | -5.45% | 6.46% | 1.56% | 1.04% | 10.88% |
Benchmark Metrics
TFA Quantitative Fund has an annualized alpha of -4.74%, beta of 0.92, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since May 18, 2020.
- This fund participated in 88.20% of S&P 500 Index downside but only 68.44% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -4.74% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.92 and R2 of 0.80, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -4.74%
- Beta
- 0.92
- R²
- 0.80
- Upside Capture
- 68.44%
- Downside Capture
- 88.20%
Expense Ratio
TFAQX has a high expense ratio of 1.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TFAQX ranks 35 for risk / return — below 35% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TFA Quantitative Fund (TFAQX) 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.
| TFAQX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.78 | -0.68 |
| Martin ratioReturn relative to average drawdown | 7.11 | 12.44 | -5.33 |
Dividends
Dividend History
TFA Quantitative Fund provided a 9.23% dividend yield over the last twelve months, with an annual payout of $1.15 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.15 | $1.15 | $0.00 | $0.00 | $0.38 | $2.13 | $0.52 |
Dividend yield | 9.23% | 10.16% | 0.00% | 0.03% | 5.06% | 20.52% | 4.62% |
Monthly Dividends
The table displays the monthly dividend distributions for TFA Quantitative Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $1.15 | $1.15 |
| 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 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.38 | $0.38 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.13 | $2.13 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the TFA Quantitative 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 TFA Quantitative Fund was 27.78%, occurring on Dec 28, 2022. Recovery took 346 trading sessions.
The current TFA Quantitative Fund drawdown is 0.40%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -27.78%Dec 2022 | 11mo 19d | 1y 4mo | 2y 4moJan 2022 - May 2024 |
2025 selloff2025 | -21.59%Apr 2025 | 1mo 17d | 4mo 6d | 5mo 23dFeb 2025 - Aug 2025 |
2024 correction2024 | -13.23%Aug 2024 | 25d | 3mo 4d | 3mo 29dJul 2024 - Nov 2024 |
2026 correction2026 | -12.85%Mar 2026 | 5mo 1d | 1mo 7d | 6mo 8dOct 2025 - May 2026 |
2020 pullback2020 | -9.11%Sep 2020 | 22d | 19d | 1mo 11dSep 2020 - Oct 2020 |
Drawdown Indicators
| TFAQX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.78% | -56.78% | +29.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.85% | -9.10% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -21.59% | -18.90% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -27.78% | -25.43% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.40% | -1.80% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -8.44% | -10.71% | +2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 2.03% | +1.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with TFAQX
Add TFA Quantitative Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with TFAQX