- Issuer
- Toews
- Inception Date
- Jun 25, 2020
- Region
- North America (U.S.)
- Category
- High Yield Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $62M
Highlights
- Avg. Volume (1M)
- 9K
- Avg. Volume Value (1M)
- $205.85K
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
THY Performance Chart
Agility Shares Dynamic Tactical Income ETF (THY) is up 0.2% since the beginning of the year. THY is currently trading at $22 per share. Investors who bought $1,000 worth of THY shares 5 years ago would now be looking at an investment worth $1,083.
Loading charts...
Compare this symbol against anything
Returns By Period
Agility Shares Dynamic Tactical Income ETF (THY) has returned 0.23% so far this year and 2.01% over the past 12 months.
Agility Shares Dynamic Tactical Income ETF
- 1D
- -0.02%
- 1M
- -0.87%
- 6M
- -0.36%
- YTD
- 0.23%
- 1Y
- 2.01%
- 3Y*
- 4.67%
- 5Y*
- 1.60%
- 10Y*
- —
- ALL TIME*
- 1.97%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
THY Monthly Returns History
Based on dividend-adjusted daily data since Jun 25, 2020, THY's average daily return is +0.01%, while the average monthly return is +0.17%. At this rate, an investment would double in approximately 34.0 years.
Historically, 50% of months were positive and 50% were negative. The best month was Jul 2020 with a return of +3.2%, while the worst month was Dec 2022 at -2.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, THY closed higher 48% of trading days. The best single day was Nov 10, 2022 with a return of +1.9%, while the worst single day was Sep 3, 2024 at -1.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.59% | 0.12% | -0.45% | 0.75% | -0.30% | 0.22% | -0.70% | 0.23% | |||||
| 2025 | -0.30% | 0.83% | -1.43% | -0.07% | 1.57% | 1.95% | 0.09% | 1.24% | 1.14% | -0.53% | -0.15% | 0.06% | 4.44% |
| 2024 | 0.31% | 0.07% | 1.15% | -1.31% | 0.92% | 0.43% | 2.18% | 1.46% | 1.54% | -0.97% | 0.83% | -1.30% | 5.38% |
| 2023 | 2.03% | -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% | -0.29% | -1.96% | 1.80% | -1.55% | -0.89% | -0.19% | 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% | 0.46% | -0.46% |
Benchmark Metrics
Agility Shares Dynamic Tactical Income ETF has an annualized alpha of -0.02%, beta of 0.13, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since June 25, 2020.
- This ETF participated in 25.51% of S&P 500 Index downside but only 14.37% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.13 may look defensive, but with R2 of 0.23 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 0.23 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
- -0.02%
- Beta
- 0.13
- R²
- 0.23
- Upside Capture
- 14.37%
- Downside Capture
- 25.51%
Expense Ratio
THY has a high expense ratio of 1.36%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
THY ranks 30 for risk / return — above 30% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Agility Shares Dynamic Tactical Income ETF (THY) 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.
| THY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.00 | -0.75 |
| Martin ratioReturn relative to average drawdown | 2.87 | 8.49 | -5.62 |
Dividends
Dividend History
Agility Shares Dynamic Tactical Income ETF provided a 5.50% dividend yield over the last twelve months, with an annual payout of $1.19 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.19 | $1.33 | $1.15 | $1.04 | $0.58 | $0.85 | $0.64 |
Dividend yield | 5.50% | 6.00% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.10 | $0.09 | $0.11 | $0.03 | $0.12 | $0.10 | $0.11 | $0.67 | |||||
| 2025 | $0.21 | $0.12 | $0.11 | $0.05 | $0.13 | $0.09 | $0.10 | $0.07 | $0.11 | $0.11 | $0.12 | $0.12 | $1.33 |
| 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 |
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.
Loading charts...
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 1.05%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-8.56%Nov 2022 | 1y 4mo | 1y 8mo | 3y 4dJul 2021 - Jul 2024 | Bear market2022 |
-2.74%Apr 2025 | 6mo 9d | 2mo 14d | 8mo 23dSep 2024 - Jun 2025 | 2025 selloff2025 |
-2.56%Jul 2020 | 18d | 8d | 26dJun 2020 - Jul 2020 | — |
-2.51%Oct 2020 | 1mo 25d | 1mo 5d | 3moSep 2020 - Dec 2020 | — |
-1.69%Mar 2021 | 1mo | 3mo 13d | 4mo 13dFeb 2021 - Jun 2021 | — |
Drawdown Indicators
| THY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.56% | -56.78% | +48.22% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -9.10% | +7.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.74% | -18.90% | +16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -8.09% | -25.43% | +17.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.05% | -1.58% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -10.70% | +8.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.70% | 2.14% | -1.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with THY
Add Agility Shares Dynamic Tactical Income ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with THY