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Agility Shares Dynamic Tactical Income ETF (THY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Jun 25, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Bond

Expense Ratio

THY has a high expense ratio of 1.36%, indicating above-average management fees.


Expense ratio chart for THY: current value is 1.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
THY: 1.36%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Agility Shares Dynamic Tactical Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
7.12%
77.86%
THY (Agility Shares Dynamic Tactical Income ETF)
Benchmark (^GSPC)

Returns By Period

Agility Shares Dynamic Tactical Income ETF had a return of -0.93% year-to-date (YTD) and 3.95% in the last 12 months.


THY

YTD

-0.93%

1M

-0.59%

6M

-1.55%

1Y

3.95%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of THY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.29%0.83%-1.43%-0.02%-0.93%
20240.31%0.07%1.15%-1.31%0.92%0.43%2.18%1.46%1.54%-0.97%0.83%-1.30%5.39%
20232.03%-1.14%-0.21%0.22%-1.23%0.93%1.07%-1.16%-1.08%0.32%2.10%3.13%4.97%
2022-1.17%-0.14%-0.19%-1.32%-0.30%-1.96%1.80%-1.55%-0.89%-0.18%2.48%-2.24%-5.62%
2021-0.47%0.15%-0.24%0.59%-0.23%1.08%-0.38%-0.15%-0.24%-0.25%-0.77%0.47%-0.46%
2020-1.41%3.17%0.17%-1.22%-0.58%2.00%1.94%4.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, THY is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of THY is 8181
Overall Rank
The Sharpe Ratio Rank of THY is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of THY is 7878
Sortino Ratio Rank
The Omega Ratio Rank of THY is 8080
Omega Ratio Rank
The Calmar Ratio Rank of THY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of THY is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for THY, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.00
THY: 0.97
^GSPC: 0.49
The chart of Sortino ratio for THY, currently valued at 1.39, compared to the broader market-2.000.002.004.006.008.00
THY: 1.39
^GSPC: 0.81
The chart of Omega ratio for THY, currently valued at 1.20, compared to the broader market0.501.001.502.00
THY: 1.20
^GSPC: 1.12
The chart of Calmar ratio for THY, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.00
THY: 1.51
^GSPC: 0.50
The chart of Martin ratio for THY, currently valued at 3.40, compared to the broader market0.0020.0040.0060.00
THY: 3.40
^GSPC: 2.07

The current Agility Shares Dynamic Tactical Income ETF Sharpe ratio is 0.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Agility Shares Dynamic Tactical Income ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.97
0.49
THY (Agility Shares Dynamic Tactical Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Agility Shares Dynamic Tactical Income ETF provided a 5.04% dividend yield over the last twelve months, with an annual payout of $1.10 per share. The fund has been increasing its distributions for 2 consecutive years.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$1.10$1.15$1.04$0.58$0.85$0.64

Dividend yield

5.04%5.09%4.59%2.56%3.46%2.53%

Monthly Dividends

The table displays the monthly dividend distributions for Agility Shares Dynamic Tactical Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.21$0.12$0.11$0.05$0.48
2024$0.20$0.10$0.11$0.11$0.09$0.08$0.11$0.11$0.11$0.11$0.02$0.00$1.15
2023$0.18$0.11$0.05$0.14$0.10$0.04$0.10$0.10$0.13$0.04$0.05$0.00$1.04
2022$0.00$0.00$0.00$0.08$0.00$0.08$0.00$0.09$0.00$0.03$0.11$0.19$0.58
2021$0.00$0.06$0.03$0.07$0.08$0.06$0.06$0.06$0.07$0.07$0.00$0.28$0.85
2020$0.07$0.08$0.00$0.00$0.50$0.64

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.50%
-10.73%
THY (Agility Shares Dynamic Tactical Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Agility Shares Dynamic Tactical 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 Agility Shares Dynamic Tactical Income ETF was 8.56%, occurring on Nov 9, 2022. Recovery took 417 trading sessions.

The current Agility Shares Dynamic Tactical Income ETF drawdown is 2.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.56%Jul 8, 2021340Nov 9, 2022417Jul 11, 2024757
-2.74%Sep 30, 2024130Apr 7, 2025
-2.51%Sep 3, 202039Oct 28, 202024Dec 2, 202063
-2.06%Jun 26, 202011Jul 13, 20205Jul 20, 202016
-1.69%Feb 16, 202123Mar 18, 202171Jun 29, 202194

Volatility

Volatility Chart

The current Agility Shares Dynamic Tactical Income ETF volatility is 0.89%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
0.89%
14.23%
THY (Agility Shares Dynamic Tactical Income ETF)
Benchmark (^GSPC)