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Inception Date
Dec 30, 2025
Leveraged
1x (No leverage)
Index Tracked
Truth Social - Yorkville American Energy Security Index
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

TSES Performance Chart

Truth Social American Energy Security ETF (TSES) is up 20.8% since the beginning of the year. TSES is currently trading at $30 per share.


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S&P 500 Index

Returns By Period


Truth Social American Energy Security ETF

1D
0.00%
1M
-3.52%
6M
18.38%
YTD
20.75%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.93%
6M
9.11%
YTD
9.32%
1Y
19.17%
3Y*
18.87%
5Y*
11.45%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSES Monthly Returns History

Based on dividend-adjusted daily data since Dec 30, 2025, TSES's average daily return is +0.15%, while the average monthly return is +2.40%. At this rate, an investment would double in approximately 2.4 years.

Historically, 63% of months were positive and 38% were negative. The best month was Feb 2026 with a return of +9.6%, while the worst month was May 2026 at -4.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, TSES closed higher 51% of trading days. The best single day was Feb 3, 2026 with a return of +3.3%, while the worst single day was May 7, 2026 at -2.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.83%9.57%3.24%4.39%-4.57%0.17%-1.72%20.75%
2025-0.71%-0.71%

Benchmark Metrics

Truth Social American Energy Security ETF has an annualized alpha of 40.73%, beta of 0.18, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since December 30, 2025.

  • This ETF captured 41.56% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -151.75%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.18 may look defensive, but with R2 of 0.03 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 0.03 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
40.73%
Beta
0.18
0.03
Upside Capture
41.56%
Downside Capture
-151.75%

Expense Ratio

TSES has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Truth Social American Energy Security ETF (TSES) 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.


TSESBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.23

Martin ratioReturn relative to average drawdown

9.69

Dividends

Dividend History

Truth Social American Energy Security ETF provided a 0.87% dividend yield over the last twelve months, with an annual payout of $0.26 per share.


PeriodTTM
Dividend$0.26

Dividend yield

0.87%

Monthly Dividends

The table displays the monthly dividend distributions for Truth Social American Energy Security ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.10$0.03$0.00$0.11$0.02$0.00$0.26

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 Truth Social American Energy Security 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 Truth Social American Energy Security ETF was 6.25%, occurring on Jul 1, 2026. The portfolio has not yet recovered.

The current Truth Social American Energy Security ETF drawdown is 6.25%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-6.25%Jul 2026
1mo 26d
1mo 29dMay 2026 - now
2026 pullback2026
-3.15%Apr 2026
21d9d
1moMar 2026 - Apr 2026
2026 pullback2026
-2.33%Mar 2026
3d11d
14dMar 2026 - Mar 2026
2026 pullback2026
-2.06%Mar 2026
0s4d
4dMar 2026 - Mar 2026
2026 pullback2026
-2.02%Jan 2026
1d5d
6dJan 2026 - Jan 2026

Drawdown Indicators


TSESBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-6.25%

-56.78%

+50.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

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

-6.25%

-1.66%

-4.59%

Average Drawdown

Average peak-to-trough decline

-1.73%

-10.71%

+8.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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