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ISIN
US26922B6838
Issuer
AAM
Inception Date
Jul 11, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Pence Transformers Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$108M

Share Price Chart


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Performance

TRFM Performance Chart

AAM Transformers ETF (TRFM) is up 31.9% since the beginning of the year. TRFM is currently trading at $63 per share.


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S&P 500 Index

Returns By Period

AAM Transformers ETF (TRFM) has returned 31.93% so far this year and 57.76% over the past 12 months.


AAM Transformers ETF

1D
2.13%
1M
14.36%
YTD
31.93%
6M
32.18%
1Y
57.76%
3Y*
32.18%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRFM Monthly Returns History

Based on dividend-adjusted daily data since Jul 12, 2022, TRFM's average daily return is +0.11%, while the average monthly return is +2.30%. At this rate, an investment would double in approximately 2.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +17.6%, while the worst month was Sep 2022 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TRFM closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Apr 4, 2025 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.13%0.14%-5.60%17.56%11.33%3.39%31.93%
20256.30%-5.35%-9.63%3.06%11.51%8.90%1.97%2.26%7.54%5.12%-6.20%-0.05%25.76%
2024-2.35%7.28%1.48%-5.12%3.40%3.36%-2.23%0.61%3.87%1.05%11.66%-3.49%19.96%
202315.47%-1.77%5.80%-6.72%8.86%7.48%6.75%-5.52%-6.65%-6.19%15.21%8.59%44.71%
20229.68%-1.59%-11.73%0.10%5.01%-7.52%-7.38%

Benchmark Metrics

AAM Transformers ETF has an annualized alpha of 0.70%, beta of 1.48, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 13, 2022.

  • This ETF captured 148.48% of S&P 500 Index gains and 121.00% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.70%
Beta
1.48
0.79
Upside Capture
148.48%
Downside Capture
121.00%

Expense Ratio

TRFM has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TRFM ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TRFM Risk / Return Rank: 7575
Overall Rank
TRFM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TRFM Sortino Ratio Rank: 6969
Sortino Ratio Rank
TRFM Omega Ratio Rank: 6767
Omega Ratio Rank
TRFM Calmar Ratio Rank: 8282
Calmar Ratio Rank
TRFM Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for AAM Transformers ETF (TRFM) and compare them to S&P 500 Index.


TRFMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.59

2.39

+0.20

Sortino ratio

Return per unit of downside risk

3.22

3.25

-0.03

Omega ratio

Gain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

4.47

3.11

+1.36

Martin ratio

Return relative to average drawdown

15.16

14.38

+0.78

Dividends

Dividend History

AAM Transformers ETF provided a 0.13% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.17%$0.00$0.02$0.04$0.06$0.082025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.08$0.08

Dividend yield

0.13%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for AAM Transformers ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$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 AAM Transformers 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 AAM Transformers ETF was 28.40%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-28.40%Apr 2025
1mo 18d2mo 17d
4mo 5dFeb 2025 - Jun 2025
Bear market2022
-26.91%Nov 2022
2mo 25d7mo 6d
10mo 1dAug 2022 - Jun 2023
2023 correction2023
-18.43%Oct 2023
2mo 27d1mo 17d
4mo 14dAug 2023 - Dec 2023
2024 correction2024
-16.07%Aug 2024
19d2mo 7d
2mo 26dJul 2024 - Oct 2024
2026 correction2026
-12.99%Mar 2026
2mo14d
2mo 14dJan 2026 - Apr 2026

Drawdown Indicators


TRFMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.40%

-56.78%

+28.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.99%

-9.10%

-3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-28.40%

-18.90%

-9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.62%

-10.72%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

1.97%

+1.85%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TRFM

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