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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.
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Returns By Period
TFA Quantitative Fund (TFAQX) has returned -9.57% so far this year and 9.82% over the past 12 months.
TFA Quantitative Fund
- 1D
- -0.78%
- 1M
- -8.35%
- YTD
- -9.57%
- 6M
- -8.66%
- 1Y
- 9.82%
- 3Y*
- 12.42%
- 5Y*
- 4.79%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 18, 2020, TFAQX's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 59% of months were positive and 41% 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% | -8.35% | -9.57% | |||||||||
| 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% | 3.13% | 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 -5.15%, beta of 0.92, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since May 19, 2020.
- This fund participated in 90.34% of S&P 500 Index downside but only 67.07% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -5.15% 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
- -5.15%
- Beta
- 0.92
- R²
- 0.80
- Upside Capture
- 67.07%
- Downside Capture
- 90.34%
Expense Ratio
TFAQX has a high expense ratio of 1.98%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TFAQX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TFA Quantitative Fund (TFAQX) and compare them to a chosen benchmark (S&P 500 Index).
| TFAQX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.90 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.77 | 1.39 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | 1.40 | -0.86 |
Martin ratioReturn relative to average drawdown | 1.80 | 6.61 | -4.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TFAQX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
TFA Quantitative Fund provided a 11.23% 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 | 11.23% | 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 | |||||||||
| 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.
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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 12.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.78% | Jan 13, 2022 | 241 | Dec 28, 2022 | 346 | May 15, 2024 | 587 |
| -21.59% | Feb 20, 2025 | 31 | Apr 8, 2025 | 81 | Aug 12, 2025 | 112 |
| -13.23% | Jul 11, 2024 | 18 | Aug 5, 2024 | 67 | Nov 7, 2024 | 85 |
| -12.85% | Oct 30, 2025 | 101 | Mar 30, 2026 | — | — | — |
| -9.11% | Sep 1, 2020 | 16 | Sep 23, 2020 | 13 | Oct 12, 2020 | 29 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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