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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Toews Tactical Defensive Alpha Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Toews Tactical Defensive Alpha Fund (TTDAX) has returned -5.84% so far this year and 9.39% over the past 12 months.
Toews Tactical Defensive Alpha Fund
- 1D
- 0.00%
- 1M
- -6.45%
- YTD
- -5.84%
- 6M
- -2.81%
- 1Y
- 9.39%
- 3Y*
- 4.93%
- 5Y*
- 0.27%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2017, TTDAX's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TTDAX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.02% | -0.37% | -6.45% | -5.84% | |||||||||
| 2025 | 1.71% | -0.89% | -5.29% | 1.27% | 1.25% | 3.40% | 1.49% | 2.16% | 2.40% | 1.97% | 0.74% | 0.48% | 10.90% |
| 2024 | -1.81% | 4.39% | 3.23% | -6.16% | 3.23% | 0.00% | 4.01% | 0.56% | -1.22% | -3.60% | 4.72% | -3.79% | 2.87% |
| 2023 | 4.00% | -3.24% | -0.52% | -0.00% | -3.26% | 6.20% | 3.79% | -5.62% | -6.79% | -0.22% | 6.63% | 7.76% | 7.65% |
| 2022 | -3.91% | -1.81% | 4.24% | -5.48% | -0.37% | -4.69% | 4.04% | -3.88% | -9.25% | 6.29% | 2.55% | -4.49% | -16.61% |
| 2021 | 0.61% | 3.43% | 2.72% | 3.15% | -1.25% | 0.49% | 0.35% | 1.47% | -4.75% | 5.05% | -3.57% | 4.52% | 12.36% |
Benchmark Metrics
Toews Tactical Defensive Alpha Fund has an annualized alpha of -3.36%, beta of 0.79, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.
- This fund participated in 89.79% of S&P 500 Index downside but only 67.21% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.36% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.36%
- Beta
- 0.79
- R²
- 0.78
- Upside Capture
- 67.21%
- Downside Capture
- 89.79%
Expense Ratio
TTDAX has a high expense ratio of 1.25%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TTDAX ranks 44 for risk / return — on par with similar mutual funds. 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 Toews Tactical Defensive Alpha Fund (TTDAX) and compare them to a chosen benchmark (S&P 500 Index).
| TTDAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.90 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.39 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.40 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.70 | 6.61 | -0.91 |
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 TTDAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Toews Tactical Defensive Alpha Fund provided a 2.20% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.33 | $0.26 | $0.10 | $3.06 | $0.53 | $0.87 | $0.14 | $1.52 |
Dividend yield | 2.20% | 2.07% | 3.30% | 2.56% | 1.03% | 26.63% | 4.08% | 7.49% | 1.35% | 13.58% |
Monthly Dividends
The table displays the monthly dividend distributions for Toews Tactical Defensive Alpha Fund. 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 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.33 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.10 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.06 | $3.06 |
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 Toews Tactical Defensive Alpha Fund. 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 Toews Tactical Defensive Alpha Fund was 34.31%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Toews Tactical Defensive Alpha Fund drawdown is 7.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.31% | Feb 21, 2020 | 22 | Mar 23, 2020 | 93 | Aug 4, 2020 | 115 |
| -25.09% | Nov 9, 2021 | 495 | Oct 27, 2023 | 532 | Dec 11, 2025 | 1027 |
| -15.83% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
| -8.14% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -7.3% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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