- ISIN
- US89628W3025
- CUSIP
- 89628W302
- Issuer
- TrimTabs
- Inception Date
- Sep 28, 2016
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $419M
Share Price Chart
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Performance
TTAC Performance Chart
TrimTabs US Free Cash Flow Quality ETF (TTAC) is up 18.9% since the beginning of the year. TTAC is currently trading at $85 per share. Investors who bought $1,000 worth of TTAC shares 5 years ago would now be looking at an investment worth $1,838.
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Returns By Period
TrimTabs US Free Cash Flow Quality ETF (TTAC) has returned 18.93% so far this year and 24.51% over the past 12 months.
TrimTabs US Free Cash Flow Quality ETF
- 1D
- 1.39%
- 1M
- 3.86%
- YTD
- 18.93%
- 6M
- 16.87%
- 1Y
- 24.51%
- 3Y*
- 19.15%
- 5Y*
- 12.94%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
TTAC Monthly Returns History
Based on dividend-adjusted daily data since Aug 24, 2017, TTAC's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TTAC closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.30% | 1.74% | -3.07% | 10.54% | 5.06% | 2.51% | 18.93% | ||||||
| 2025 | 4.41% | -1.60% | -6.19% | 2.33% | 5.73% | 2.51% | -1.62% | 1.04% | 2.43% | 0.39% | -0.46% | -0.64% | 8.07% |
| 2024 | 1.77% | 3.50% | 1.99% | -5.52% | 3.18% | 2.64% | 2.79% | 2.81% | 1.96% | -0.14% | 7.64% | -5.01% | 18.26% |
| 2023 | 4.39% | -1.61% | 2.68% | 0.52% | 0.91% | 6.13% | 2.74% | -1.40% | -3.53% | -2.29% | 8.04% | 4.98% | 22.97% |
| 2022 | -6.48% | -1.92% | 2.79% | -7.09% | 0.89% | -7.25% | 7.83% | -3.05% | -8.39% | 9.60% | 4.87% | -5.36% | -14.60% |
| 2021 | -1.13% | 3.45% | 4.33% | 4.83% | 0.68% | 2.42% | 3.17% | 3.01% | -4.79% | 6.79% | -0.76% | 5.65% | 30.66% |
Benchmark Metrics
TrimTabs US Free Cash Flow Quality ETF has an annualized alpha of 1.88%, beta of 0.94, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since August 24, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.46%) than losses (91.15%) - typical of diversified or defensive assets.
- With beta of 0.94 and R2 of 0.91, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.88%
- Beta
- 0.94
- R²
- 0.91
- Upside Capture
- 96.46%
- Downside Capture
- 91.15%
Expense Ratio
TTAC has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TTAC ranks 52 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.
| TTAC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 2.78 | +0.65 |
| Martin ratioReturn relative to average drawdown | 10.98 | 12.44 | -1.46 |
Dividends
Dividend History
TrimTabs US Free Cash Flow Quality ETF provided a 0.53% dividend yield over the last twelve months, with an annual payout of $0.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.45 | $0.45 | $0.46 | $0.53 | $0.63 | $5.32 | $0.19 | $0.28 | $0.19 | $0.14 |
Dividend yield | 0.53% | 0.62% | 0.70% | 0.94% | 1.36% | 9.63% | 0.41% | 0.72% | 0.62% | 0.40% |
Monthly Dividends
The table displays the monthly dividend distributions for TrimTabs US Free Cash Flow Quality 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 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.08 | $0.46 |
| 2023 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.53 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $0.63 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $5.32 | $5.32 |
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 TrimTabs US Free Cash Flow Quality 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 TrimTabs US Free Cash Flow Quality ETF was 34.95%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.95%Mar 2020 | 1mo 2d | 5mo 5d | 6mo 7dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -23.10%Dec 2018 | 3mo 20d | 10mo 29d | 1y 2moSep 2018 - Nov 2019 |
Bear market2022 | -21.88%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -19.92%Apr 2025 | 1mo 17d | 2mo 26d | 4mo 13dFeb 2025 - Jul 2025 |
2020 pullback2020 | -9.04%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
Drawdown Indicators
| TTAC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.95% | -56.78% | +21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -9.10% | +1.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -18.90% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -21.88% | -25.43% | +3.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -10.71% | +5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.03% | +0.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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