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Performance
TOAK Performance Chart
Twin Oak Short Horizon Absolute Return ETF (TOAK) is up 0.8% since the beginning of the year. TOAK is currently trading at $29 per share.
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Returns By Period
Twin Oak Short Horizon Absolute Return ETF (TOAK) has returned 0.83% so far this year and 3.81% over the past 12 months.
Twin Oak Short Horizon Absolute Return ETF
- 1D
- 0.00%
- 1M
- 0.25%
- YTD
- 0.83%
- 6M
- 1.67%
- 1Y
- 3.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 1.02%
- 1M
- 3.83%
- YTD
- 0.60%
- 6M
- 3.48%
- 1Y
- 28.39%
- 3Y*
- 18.51%
- 5Y*
- 10.79%
- 10Y*
- 12.71%
TOAK Monthly Returns History
Based on dividend-adjusted daily data since Aug 20, 2024, TOAK's average daily return is +0.02%, while the average monthly return is +0.31%. At this rate, an investment would double in approximately 18.7 years.
Historically, 100% of months were positive and 0% were negative. The best month was Sep 2025 with a return of +0.5%, while the worst month was Apr 2026 at 0.0%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 0 months.
On a daily basis, TOAK closed higher 57% of trading days. The best single day was Dec 15, 2025 with a return of +0.6%, while the worst single day was Dec 16, 2025 at -0.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.30% | 0.18% | 0.32% | 0.03% | 0.83% | ||||||||
| 2025 | 0.44% | 0.33% | 0.35% | 0.38% | 0.31% | 0.40% | 0.22% | 0.38% | 0.48% | 0.23% | 0.34% | 0.35% | 4.28% |
| 2024 | 0.09% | 0.41% | 0.26% | 0.40% | 0.34% | 1.51% |
Benchmark Metrics
Twin Oak Short Horizon Absolute Return ETF has an annualized alpha of 4.12%, beta of -0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 21, 2024.
- This ETF captured 8.84% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.28%) — a profile typical of hedging or uncorrelated assets.
- Beta of -0.00 may look defensive, but with R² of 0.00 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 0.00 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
- 4.12%
- Beta
- -0.00
- R²
- 0.00
- Upside Capture
- 8.84%
- Downside Capture
- -16.28%
Expense Ratio
TOAK has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
TOAK ranks 93 for risk / return — in the top 93% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Twin Oak Short Horizon Absolute Return ETF (TOAK) and compare them to a chosen benchmark (S&P 500 Index).
| TOAK | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.28 | 2.17 | +1.11 |
Sortino ratioReturn per unit of downside risk | 4.97 | 3.02 | +1.94 |
Omega ratioGain probability vs. loss probability | 2.40 | 1.41 | +0.99 |
Calmar ratioReturn relative to maximum drawdown | 5.63 | 2.88 | +2.75 |
Martin ratioReturn relative to average drawdown | 26.37 | 13.00 | +13.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TOAK risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Twin Oak Short Horizon Absolute Return 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 Twin Oak Short Horizon Absolute Return ETF was 0.68%, occurring on Dec 16, 2025. Recovery took 44 trading sessions.
The current Twin Oak Short Horizon Absolute Return ETF drawdown is 0.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.68% | Dec 16, 2025 | 1 | Dec 16, 2025 | 44 | Feb 20, 2026 | 45 |
| -0.13% | Nov 11, 2024 | 3 | Nov 13, 2024 | 3 | Nov 18, 2024 | 6 |
| -0.09% | Feb 23, 2026 | 9 | Mar 5, 2026 | 3 | Mar 10, 2026 | 12 |
| -0.07% | Nov 18, 2025 | 2 | Nov 19, 2025 | 2 | Nov 21, 2025 | 4 |
| -0.07% | Apr 6, 2026 | 1 | Apr 6, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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