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DYTA vs. MAPP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DYTA vs. MAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI Dynamic Tactical ETF (DYTA) and Harbor Multi-Asset Explorer ETF (MAPP). The values are adjusted to include any dividend payments, if applicable.

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DYTA vs. MAPP - Yearly Performance Comparison


2026 (YTD)202520242023
DYTA
SGI Dynamic Tactical ETF
-4.29%6.95%13.59%5.40%
MAPP
Harbor Multi-Asset Explorer ETF
-0.04%18.67%14.25%3.86%

Returns By Period

In the year-to-date period, DYTA achieves a -4.29% return, which is significantly lower than MAPP's -0.04% return.


DYTA

1D
3.05%
1M
-5.52%
YTD
-4.29%
6M
-2.16%
1Y
2.73%
3Y*
7.76%
5Y*
10Y*

MAPP

1D
1.46%
1M
-4.59%
YTD
-0.04%
6M
2.72%
1Y
17.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DYTA vs. MAPP - Expense Ratio Comparison

DYTA has a 1.04% expense ratio, which is higher than MAPP's 0.92% expense ratio.


Return for Risk

DYTA vs. MAPP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYTA
DYTA Risk / Return Rank: 2020
Overall Rank
DYTA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DYTA Sortino Ratio Rank: 1717
Sortino Ratio Rank
DYTA Omega Ratio Rank: 1919
Omega Ratio Rank
DYTA Calmar Ratio Rank: 1919
Calmar Ratio Rank
DYTA Martin Ratio Rank: 2323
Martin Ratio Rank

MAPP
MAPP Risk / Return Rank: 7777
Overall Rank
MAPP Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MAPP Sortino Ratio Rank: 7878
Sortino Ratio Rank
MAPP Omega Ratio Rank: 7979
Omega Ratio Rank
MAPP Calmar Ratio Rank: 6969
Calmar Ratio Rank
MAPP Martin Ratio Rank: 8282
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.

DYTA vs. MAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI Dynamic Tactical ETF (DYTA) and Harbor Multi-Asset Explorer ETF (MAPP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DYTAMAPPDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.41

-1.13

Sortino ratio

Return per unit of downside risk

0.45

2.02

-1.57

Omega ratio

Gain probability vs. loss probability

1.07

1.31

-0.24

Calmar ratio

Return relative to maximum drawdown

0.34

1.80

-1.46

Martin ratio

Return relative to average drawdown

1.73

9.36

-7.63

DYTA vs. MAPP - Sharpe Ratio Comparison

The current DYTA Sharpe Ratio is 0.28, which is lower than the MAPP Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of DYTA and MAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DYTAMAPPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.41

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

1.34

-0.59

Correlation

The correlation between DYTA and MAPP is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DYTA vs. MAPP - Dividend Comparison

DYTA's dividend yield for the trailing twelve months is around 1.71%, less than MAPP's 2.96% yield.


TTM202520242023
DYTA
SGI Dynamic Tactical ETF
1.71%1.64%10.80%0.89%
MAPP
Harbor Multi-Asset Explorer ETF
2.96%2.96%2.41%2.78%

Drawdowns

DYTA vs. MAPP - Drawdown Comparison

The maximum DYTA drawdown since its inception was -9.41%, smaller than the maximum MAPP drawdown of -12.92%. Use the drawdown chart below to compare losses from any high point for DYTA and MAPP.


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Drawdown Indicators


DYTAMAPPDifference

Max Drawdown

Largest peak-to-trough decline

-9.41%

-12.92%

+3.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

-9.70%

+0.37%

Current Drawdown

Current decline from peak

-6.57%

-4.80%

-1.77%

Average Drawdown

Average peak-to-trough decline

-2.28%

-1.39%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

1.87%

-0.06%

Volatility

DYTA vs. MAPP - Volatility Comparison

SGI Dynamic Tactical ETF (DYTA) has a higher volatility of 6.36% compared to Harbor Multi-Asset Explorer ETF (MAPP) at 3.65%. This indicates that DYTA's price experiences larger fluctuations and is considered to be riskier than MAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DYTAMAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

3.65%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

7.05%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

9.88%

12.26%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.87%

10.83%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.87%

10.83%

+0.04%