- CUSIP
- 885155200
- Issuer
- THOR
- Inception Date
- Sep 23, 2024
- Category
- Tactical Allocation
- Index Tracked
- THOR SDQ Rotation Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $169M
Share Price Chart
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Performance
THIR Performance Chart
THOR Index Rotation ETF (THIR) is up 6.6% since the beginning of the year. THIR is currently trading at $34 per share.
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Returns By Period
THOR Index Rotation ETF (THIR) has returned 6.61% so far this year and 23.63% over the past 12 months.
THOR Index Rotation ETF
- 1D
- -0.29%
- 1M
- 1.42%
- YTD
- 6.61%
- 6M
- 5.81%
- 1Y
- 23.63%
- 3Y*
- —
- 5Y*
- —
- 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%
THIR Monthly Returns History
Based on dividend-adjusted daily data since Sep 24, 2024, THIR's average daily return is +0.08%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was May 2026 with a return of +8.3%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, THIR closed higher 55% of trading days. The best single day was May 12, 2025 with a return of +3.2%, while the worst single day was Jun 5, 2026 at -3.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.55% | -0.09% | -5.13% | 3.48% | 8.29% | -1.15% | 6.61% | ||||||
| 2025 | 2.20% | -2.26% | -3.85% | 5.74% | 5.63% | 5.52% | 1.54% | 2.02% | 3.69% | 3.18% | -0.46% | 0.26% | 25.22% |
| 2024 | 0.28% | -1.12% | 6.54% | -2.35% | 3.16% |
Benchmark Metrics
THOR Index Rotation ETF has an annualized alpha of 10.23%, beta of 0.57, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 24, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.59%) than losses (57.24%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 10.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 10.23%
- Beta
- 0.57
- R²
- 0.52
- Upside Capture
- 90.59%
- Downside Capture
- 57.24%
Expense Ratio
THIR has an expense ratio of 0.70%, placing it in the medium range.
Return for Risk
Risk / Return Rank
THIR ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for THOR Index Rotation ETF (THIR) 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.
| THIR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.78 | -0.11 |
| Martin ratioReturn relative to average drawdown | 9.24 | 12.44 | -3.20 |
Dividends
Dividend History
THOR Index Rotation ETF provided a 0.33% dividend yield over the last twelve months, with an annual payout of $0.11 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.11 | $0.11 | $0.08 |
Dividend yield | 0.33% | 0.35% | 0.29% |
Monthly Dividends
The table displays the monthly dividend distributions for THOR Index Rotation ETF. 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 | $0.11 | $0.11 |
| 2024 | $0.08 | $0.08 |
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 THOR Index Rotation 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 THOR Index Rotation ETF was 10.05%, occurring on Apr 21, 2025. Recovery took 15 trading sessions.
The current THOR Index Rotation ETF drawdown is 1.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -10.05%Apr 2025 | 2mo | 21d | 2mo 21dFeb 2025 - May 2025 |
2026 pullback2026 | -8.88%Mar 2026 | 1mo 19d | 1mo 9d | 2mo 28dFeb 2026 - May 2026 |
2026 pullback2026 | -5.77%Jun 2026 | 7d | — | 20d 23hJun 2026 - now |
2025 pullback2025 | -5.43%Nov 2025 | 21d | 21d | 1mo 12dOct 2025 - Dec 2025 |
2025 pullback2025 | -4.75%Jan 2025 | 28d | 9d | 1mo 7dDec 2024 - Jan 2025 |
Drawdown Indicators
| THIR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.05% | -56.78% | +46.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -9.10% | +0.22% |
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 | -1.86% | -1.80% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.00% | -10.71% | +8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.03% | +0.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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