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HFMF vs. MFUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HFMF vs. MFUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unlimited HFMF Managed Futures ETF (HFMF) and Cambria Chesapeake Pure Trend ETF (MFUT). The values are adjusted to include any dividend payments, if applicable.

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HFMF vs. MFUT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, HFMF achieves a 11.75% return, which is significantly higher than MFUT's 7.52% return.


HFMF

1D
1.40%
1M
-1.69%
YTD
11.75%
6M
12.93%
1Y
3Y*
5Y*
10Y*

MFUT

1D
0.92%
1M
-3.38%
YTD
7.52%
6M
13.12%
1Y
12.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HFMF vs. MFUT - Expense Ratio Comparison

HFMF has a 0.97% expense ratio, which is lower than MFUT's 1.18% expense ratio.


Return for Risk

HFMF vs. MFUT — Risk / Return Rank

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

HFMF

MFUT
MFUT Risk / Return Rank: 4343
Overall Rank
MFUT Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MFUT Sortino Ratio Rank: 4040
Sortino Ratio Rank
MFUT Omega Ratio Rank: 4545
Omega Ratio Rank
MFUT Calmar Ratio Rank: 5252
Calmar Ratio Rank
MFUT Martin Ratio Rank: 3030
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.

HFMF vs. MFUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unlimited HFMF Managed Futures ETF (HFMF) and Cambria Chesapeake Pure Trend ETF (MFUT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HFMF vs. MFUT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HFMFMFUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

-0.50

+2.06

Correlation

The correlation between HFMF and MFUT is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

HFMF vs. MFUT - Dividend Comparison

HFMF's dividend yield for the trailing twelve months is around 2.66%, while MFUT has not paid dividends to shareholders.


TTM20252024
HFMF
Unlimited HFMF Managed Futures ETF
2.66%2.97%0.00%
MFUT
Cambria Chesapeake Pure Trend ETF
0.00%0.00%0.33%

Drawdowns

HFMF vs. MFUT - Drawdown Comparison

The maximum HFMF drawdown since its inception was -7.77%, smaller than the maximum MFUT drawdown of -29.28%. Use the drawdown chart below to compare losses from any high point for HFMF and MFUT.


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Drawdown Indicators


HFMFMFUTDifference

Max Drawdown

Largest peak-to-trough decline

-7.77%

-29.28%

+21.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

Current Drawdown

Current decline from peak

-6.48%

-12.06%

+5.58%

Average Drawdown

Average peak-to-trough decline

-1.70%

-17.71%

+16.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

Volatility

HFMF vs. MFUT - Volatility Comparison


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Volatility by Period


HFMFMFUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

15.17%

+2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.66%

13.54%

+4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

13.54%

+4.12%