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ISIN
US87357J3023
Inception Date
Jun 9, 2019
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TFAZX Performance Chart

TFA Tactical Income Fund (TFAZX) is up 2.0% since the beginning of the year. TFAZX is currently trading at $9 per share. Investors who bought $1,000 worth of TFAZX shares 5 years ago would now be looking at an investment worth $967.


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S&P 500 Index

Returns By Period

TFA Tactical Income Fund (TFAZX) has returned 2.00% so far this year and 7.24% over the past 12 months.


TFA Tactical Income Fund

1D
0.00%
1M
0.23%
YTD
2.00%
6M
1.80%
1Y
7.24%
3Y*
2.60%
5Y*
-0.66%
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFAZX Monthly Returns History

Based on dividend-adjusted daily data since Jun 14, 2019, TFAZX's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +5.1%, while the worst month was Mar 2020 at -7.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.

On a daily basis, TFAZX closed higher 47% of trading days. The best single day was Apr 9, 2025 with a return of +1.9%, while the worst single day was Mar 12, 2020 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%0.59%-2.56%2.39%1.17%-0.12%2.00%
20251.10%-0.36%-1.33%0.12%0.61%1.46%0.60%1.08%1.89%0.93%-0.34%-0.08%5.78%
2024-1.08%-1.46%0.99%-1.59%1.24%0.74%1.46%0.60%1.31%-1.41%0.72%-2.96%-1.56%
20234.07%-3.36%0.12%-0.46%-2.32%0.71%0.35%-1.88%-1.92%-0.49%1.97%3.28%-0.20%
2022-3.43%-0.32%-2.16%-1.32%-0.22%-2.02%1.37%-2.37%-1.73%1.29%1.74%-1.10%-9.93%
2021-0.09%0.38%0.97%2.96%-0.09%1.11%0.73%0.46%-2.99%3.46%-0.36%-0.68%5.85%

Benchmark Metrics

TFA Tactical Income Fund has an annualized alpha of -2.49%, beta of 0.25, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 14, 2019.

  • This fund participated in 48.64% of S&P 500 Index downside but only 23.04% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.49% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.25 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
-2.49%
Beta
0.25
0.52
Upside Capture
23.04%
Downside Capture
48.64%

Expense Ratio

TFAZX has a high expense ratio of 1.97%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TFAZX ranks 32 for risk / return — below 32% 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.


TFAZX Risk / Return Rank: 3232
Overall Rank
TFAZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TFAZX Sortino Ratio Rank: 2828
Sortino Ratio Rank
TFAZX Omega Ratio Rank: 3434
Omega Ratio Rank
TFAZX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TFAZX Martin Ratio Rank: 3737
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 TFA Tactical Income Fund (TFAZX) 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.


TFAZXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.04

Calmar ratioReturn relative to maximum drawdown

1.98

2.46

-0.48

Martin ratioReturn relative to average drawdown

7.78

10.92

-3.13

Dividends

Dividend History

TFA Tactical Income Fund provided a 2.12% dividend yield over the last twelve months, with an annual payout of $0.18 per share.


0.00%5.00%10.00%15.00%$0.00$0.50$1.00$1.502019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.18$0.18$0.00$0.25$0.08$1.56$0.11$0.06

Dividend yield

2.12%2.16%0.00%3.05%0.97%16.23%1.04%0.62%

Monthly Dividends

The table displays the monthly dividend distributions for TFA Tactical Income 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$0.18$0.18
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$0.25$0.25
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2021$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.32$1.56

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 Tactical Income 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 Tactical Income Fund was 17.69%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.

The current TFA Tactical Income Fund drawdown is 6.28%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.69%Mar 2020
1mo 2d8mo 28d
10moFeb 2020 - Dec 2020
2023 correction2023
-16.73%Oct 2023
1y 10mo
4y 7moNov 2021 - now
2021 pullback2021
-5.07%Mar 2021
16d1mo 13d
1mo 29dFeb 2021 - Apr 2021
2021 pullback2021
-3.26%Oct 2021
1mo 18d21d
2mo 9dAug 2021 - Oct 2021
2021 pullback2021
-3.14%May 2021
12d23d
1mo 5dApr 2021 - Jun 2021

Drawdown Indicators


TFAZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.69%

-56.78%

+39.09%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-9.10%

+5.26%

Max Drawdown (3Y)

Largest decline over 3 years

-7.15%

-18.90%

+11.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-25.43%

+8.70%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.28%

-3.21%

-3.07%

Average Drawdown

Average peak-to-trough decline

-8.03%

-10.71%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

2.04%

-1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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