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Clockwise Core Equity & Innovation ETF (TIME)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS14064D5683
IssuerClockwise Capital
Inception DateJan 27, 2022
RegionNorth America (U.S.)
CategoryTechnology Equities
Leveraged1x
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

TIME has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for TIME: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

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.


Popular comparisons: TIME vs. SMH, TIME vs. QYLD, TIME vs. IYW, TIME vs. ARKK, TIME vs. USD, TIME vs. JEPQ, TIME vs. TMFE, TIME vs. IGM, TIME vs. XLK, TIME vs. MSTY

Performance

Performance Chart

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


15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
30.37%
29.26%
TIME (Clockwise Core Equity & Innovation ETF)
Benchmark (^GSPC)

Returns By Period

Clockwise Core Equity & Innovation ETF had a return of 30.66% year-to-date (YTD) and 49.38% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date30.66%20.10%
1 month-0.48%-0.39%
6 months8.33%11.72%
1 year49.38%31.44%
5 years (annualized)N/A13.30%
10 years (annualized)N/A10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.71%12.98%4.26%-3.02%5.79%3.09%-2.76%1.60%2.81%-0.84%30.66%
202312.32%1.51%6.42%-1.42%10.32%7.06%3.86%-2.33%-4.30%-2.72%11.89%5.89%58.06%
20224.81%-5.11%2.18%-16.37%-10.26%-11.64%13.67%-1.70%-10.53%-0.82%1.88%-7.26%-36.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of TIME is 82, placing it in the top 18% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TIME is 8282
Combined Rank
The Sharpe Ratio Rank of TIME is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 8282Sortino Ratio Rank
The Omega Ratio Rank of TIME is 8383Omega Ratio Rank
The Calmar Ratio Rank of TIME is 7575Calmar Ratio Rank
The Martin Ratio Rank of TIME is 7979Martin 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 Clockwise Core Equity & Innovation ETF (TIME) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TIME
Sharpe ratio
The chart of Sharpe ratio for TIME, currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.02
Sortino ratio
The chart of Sortino ratio for TIME, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for TIME, currently valued at 1.52, compared to the broader market1.001.502.002.503.003.501.52
Calmar ratio
The chart of Calmar ratio for TIME, currently valued at 2.83, compared to the broader market0.005.0010.0015.0020.002.83
Martin ratio
The chart of Martin ratio for TIME, currently valued at 16.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.31
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.88, compared to the broader market-2.000.002.004.006.002.88
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.82, compared to the broader market0.005.0010.003.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.003.501.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.0015.0020.003.52
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.62, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.62

Sharpe Ratio

The current Clockwise Core Equity & Innovation ETF Sharpe ratio is 3.02. 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 Clockwise Core Equity & Innovation 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.02
2.88
TIME (Clockwise Core Equity & Innovation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Clockwise Core Equity & Innovation ETF provided a 16.10% dividend yield over the last twelve months, with an annual payout of $4.42 per share.


21.04%$0.00$1.00$2.00$3.00$4.002023
Dividends
Dividend Yield
PeriodTTM2023
Dividend$4.42$4.42

Dividend yield

16.10%21.04%

Monthly Dividends

The table displays the monthly dividend distributions for Clockwise Core Equity & Innovation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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
2023$4.42$4.42

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.86%
-2.32%
TIME (Clockwise Core Equity & Innovation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Clockwise Core Equity & Innovation 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 Clockwise Core Equity & Innovation ETF was 42.24%, occurring on Nov 9, 2022. Recovery took 308 trading sessions.

The current Clockwise Core Equity & Innovation ETF drawdown is 4.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.24%Feb 10, 2022189Nov 9, 2022308Feb 2, 2024497
-13.31%Jul 17, 202414Aug 5, 202448Oct 11, 202462
-7.06%Feb 2, 20222Feb 3, 20224Feb 9, 20226
-6.68%Apr 8, 202410Apr 19, 202418May 15, 202428
-5.24%Oct 15, 202413Oct 31, 2024

Volatility

Volatility Chart

The current Clockwise Core Equity & Innovation ETF volatility is 5.54%, 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.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.54%
3.23%
TIME (Clockwise Core Equity & Innovation ETF)
Benchmark (^GSPC)