TFA Quantitative Fund (TFAQX)
The fund invests in various mutual funds and ETFs focused on global equity indices, industry sectors, and factor styles, including inverse funds. The adviser engages in frequent trading with a high portfolio turnover rate.
Fund Info
May 17, 2020
$250
Large-Cap
Growth
Expense Ratio
TFAQX has a high expense ratio of 1.98%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TFA Quantitative Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
TFA Quantitative Fund had a return of 4.66% year-to-date (YTD) and 21.56% in the last 12 months.
TFAQX
4.66%
2.82%
9.68%
21.56%
N/A
N/A
^GSPC (Benchmark)
4.46%
2.46%
9.31%
23.49%
13.03%
11.31%
Monthly Returns
The table below presents the monthly returns of TFAQX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.97% | 4.66% | |||||||||||
| 2024 | 2.08% | 5.79% | 2.03% | -5.07% | 5.86% | 6.13% | -0.56% | -0.56% | 1.70% | -0.65% | 5.32% | -1.24% | 22.12% |
| 2023 | 5.40% | -1.28% | 2.59% | 1.14% | 3.12% | 5.21% | 5.41% | -2.29% | -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% | -10.72% | -28.75% |
| 2021 | 0.53% | 0.09% | -0.97% | 3.82% | -0.86% | 1.90% | 2.29% | 0.41% | -5.44% | 6.46% | 1.56% | -16.06% | -7.88% |
| 2020 | 1.70% | -0.89% | 3.47% | 6.33% | -4.24% | -2.82% | 9.40% | 0.00% | 12.90% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TFAQX is 59, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for TFA Quantitative Fund (TFAQX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
TFA Quantitative Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2024 | 2023 |
|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 |
Dividend yield | 0.00% | 0.00% | 0.03% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $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 |
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.
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 42.48%, occurring on Jan 5, 2023. The portfolio has not yet recovered.
The current TFA Quantitative Fund drawdown is 9.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.48% | Nov 9, 2021 | 291 | Jan 5, 2023 | — | — | — |
| -9.11% | Sep 1, 2020 | 16 | Sep 23, 2020 | 13 | Oct 12, 2020 | 29 |
| -8.83% | Oct 13, 2020 | 14 | Oct 30, 2020 | 21 | Dec 1, 2020 | 35 |
| -6.23% | Jun 9, 2020 | 14 | Jun 26, 2020 | 41 | Aug 25, 2020 | 55 |
| -5.99% | Feb 16, 2021 | 27 | Mar 24, 2021 | 70 | Jul 2, 2021 | 97 |
Volatility
Volatility Chart
The current TFA Quantitative Fund volatility is 4.21%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.