- Issuer
- Chesapeake
- Inception Date
- Feb 23, 2026
- Region
- Global (International)
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
TFFI Performance Chart
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Returns By Period
Chesapeake Trend-Following Fixed Income ETF
- 1D
- -0.20%
- 1M
- -0.27%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.81%
- 1M
- 2.13%
- 6M
- 8.99%
- YTD
- 10.20%
- 1Y
- 20.44%
- 3Y*
- 19.60%
- 5Y*
- 11.54%
- 10Y*
- 13.44%
TFFI Monthly Returns History
Based on dividend-adjusted daily data since Feb 24, 2026, TFFI's average daily return is 0.00%, while the average monthly return is +0.01%. At this rate, an investment would double in approximately 577.7 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +1.9%, while the worst month was Mar 2026 at -2.3%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.
On a daily basis, TFFI closed higher 53% of trading days. The best single day was May 1, 2026 with a return of +1.4%, while the worst single day was Mar 6, 2026 at -1.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.38% | -2.31% | 1.86% | -0.58% | -0.68% | 1.42% | 0.03% |
Benchmark Metrics
Chesapeake Trend-Following Fixed Income ETF has an annualized alpha of 2.80%, beta of -0.09, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 24, 2026.
- This ETF participated in 52.72% of S&P 500 Index downside but only 15.40% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.09 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.80%
- Beta
- -0.09
- R²
- 0.02
- Upside Capture
- 15.40%
- Downside Capture
- 52.72%
Expense Ratio
TFFI has a high expense ratio of 1.01%, indicating above-average management fees.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Chesapeake Trend-Following Fixed Income ETF (TFFI) 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.
| TFFI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.26 | — |
| Martin ratioReturn relative to average drawdown | — | 9.80 | — |
Dividends
Dividend History
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 Chesapeake Trend-Following Fixed Income ETF. 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 Chesapeake Trend-Following Fixed Income ETF was 4.23%, occurring on Jun 26, 2026. The portfolio has not yet recovered.
The current Chesapeake Trend-Following Fixed Income ETF drawdown is 2.08%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -4.23%Jun 2026 | 1mo 9d | — | 1mo 23dMay 2026 - now |
2026 pullback2026 | -2.49%Mar 2026 | 10d | 1mo 17d | 1mo 27dMar 2026 - Apr 2026 |
2026 pullback2026 | -1.63%May 2026 | 4d | 7d | 11dMay 2026 - May 2026 |
2026 pullback2026 | -0.62%Apr 2026 | 0s | 1d | 1dApr 2026 - May 2026 |
2026 pullback2026 | -0.18%Feb 2026 | 1d | 4d | 5dFeb 2026 - Mar 2026 |
Drawdown Indicators
| TFFI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.23% | -56.78% | +52.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.08% | -0.87% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -10.71% | +9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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