- ISIN
- US89628W4015
- CUSIP
- 89628W401
- Issuer
- TrimTabs
- Inception Date
- Jun 28, 2017
- Region
- Developed Markets (Broad)
- Category
- Quality Factor, Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $114M
Highlights
- Avg. Volume (1M)
- 1K
- Avg. Volume Value (1M)
- $35.24K
Share Price Chart
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Performance
TTAI Performance Chart
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) is down 2.3% since the beginning of the year. TTAI is currently trading at $30 per share. Investors who bought $1,000 worth of TTAI shares 5 years ago would now be looking at an investment worth $1,018.
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Returns By Period
TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has returned -2.27% so far this year and 7.33% over the past 12 months.
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
- 1D
- -0.25%
- 1M
- -3.63%
- 6M
- -4.25%
- YTD
- -2.27%
- 1Y
- 7.33%
- 3Y*
- 5.67%
- 5Y*
- 0.36%
- 10Y*
- —
- ALL TIME*
- 4.69%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
TTAI Monthly Returns History
Based on dividend-adjusted daily data since Jun 28, 2017, TTAI's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +13.3%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, TTAI closed higher 53% of trading days. The best single day was Mar 10, 2020 with a return of +14.6%, while the worst single day was Mar 11, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.07% | 1.86% | -9.71% | 8.33% | 1.85% | 1.51% | -7.05% | -2.27% | |||||
| 2025 | 4.72% | -0.21% | -4.77% | 2.37% | 5.37% | 2.53% | -5.26% | 2.68% | 2.71% | 1.77% | 0.47% | 0.72% | 13.27% |
| 2024 | -0.38% | 2.70% | 0.45% | -3.76% | 4.65% | -1.19% | 1.25% | 2.66% | 2.60% | -4.56% | 0.02% | -3.58% | 0.39% |
| 2023 | 7.52% | -2.96% | 2.84% | 1.49% | -4.86% | 5.12% | 3.34% | -2.85% | -2.51% | -1.89% | 7.88% | 4.80% | 18.22% |
| 2022 | -6.47% | -4.55% | 0.23% | -7.20% | 0.39% | -8.38% | 5.10% | -6.38% | -10.45% | 2.17% | 13.30% | -2.92% | -24.37% |
| 2021 | -0.97% | 2.02% | 2.25% | 4.53% | 3.80% | -0.17% | 1.93% | 1.80% | -4.78% | 4.76% | -3.78% | 4.86% | 16.87% |
Benchmark Metrics
TrimTabs International Free Cash Flow Quality ETF of Benef Interest has an annualized alpha of -4.19%, beta of 0.75, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since June 28, 2017.
- This ETF participated in 101.79% of S&P 500 Index downside but only 69.97% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.19% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -4.19%
- Beta
- 0.75
- R²
- 0.55
- Upside Capture
- 69.97%
- Downside Capture
- 101.79%
Expense Ratio
TTAI has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
TTAI ranks 19 for risk / return — above 19% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) 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.
| TTAI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 2.00 | -1.53 |
| Martin ratioReturn relative to average drawdown | 1.53 | 8.49 | -6.96 |
Dividends
Dividend History
TrimTabs International Free Cash Flow Quality ETF of Benef Interest provided a 2.48% dividend yield over the last twelve months, with an annual payout of $0.76 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.76 | $0.73 | $0.61 | $0.70 | $2.37 | $0.73 | $0.20 | $0.51 | $0.20 | $0.07 |
Dividend yield | 2.48% | 2.30% | 2.13% | 2.39% | 9.36% | 2.01% | 0.64% | 1.90% | 0.92% | 0.26% |
Monthly Dividends
The table displays the monthly dividend distributions for TrimTabs International Free Cash Flow Quality ETF of Benef Interest. 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 | $0.25 | $0.00 | $0.00 | $0.26 | $0.00 | $0.51 | |||||
| 2025 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.15 | $0.73 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.12 | $0.61 |
| 2023 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.14 | $0.70 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.37 | $2.37 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $0.73 |
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 International Free Cash Flow Quality ETF of Benef Interest. 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 International Free Cash Flow Quality ETF of Benef Interest was 34.17%, occurring on Mar 18, 2020. Recovery took 112 trading sessions.
The current TrimTabs International Free Cash Flow Quality ETF of Benef Interest drawdown is 8.52%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.17%Mar 2020 | 2y 1mo | 5mo 11d | 2y 7moJan 2018 - Aug 2020 | COVID crash2020 |
-34.13%Oct 2022 | 1y 1mo | 2y 11mo | 4y 1moSep 2021 - Oct 2025 | Bear market2022 |
-13.00%Mar 2026 | 2mo | 1mo 7d | 3mo 7dJan 2026 - May 2026 | — |
-10.25%Jul 2026 | 1mo 6d | — | 1mo 11dJun 2026 - now | — |
-6.93%Jun 2026 | 1mo 5d | 7d | 1mo 12dMay 2026 - Jun 2026 | — |
Drawdown Indicators
| TTAI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.17% | -56.78% | +22.61% |
Max Drawdown (1Y)Largest decline over 1 year | -13.00% | -9.10% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.34% | -18.90% | -2.44% |
Max Drawdown (5Y)Largest decline over 5 years | -34.13% | -25.43% | -8.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -8.52% | -1.58% | -6.94% |
Average DrawdownAverage peak-to-trough decline | -9.13% | -10.70% | +1.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.14% | +1.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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