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TTDAX vs. NLSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TTDAX vs. NLSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Toews Tactical Defensive Alpha Fund (TTDAX) and Neuberger Berman Long Short Fund (NLSIX). The values are adjusted to include any dividend payments, if applicable.

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TTDAX vs. NLSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TTDAX
Toews Tactical Defensive Alpha Fund
-5.84%10.90%2.87%7.65%-16.61%12.36%17.14%22.12%-7.35%14.90%
NLSIX
Neuberger Berman Long Short Fund
-3.63%7.20%7.47%13.10%-6.85%9.01%15.27%17.11%-6.92%13.04%

Returns By Period

In the year-to-date period, TTDAX achieves a -5.84% return, which is significantly lower than NLSIX's -3.63% return.


TTDAX

1D
0.00%
1M
-6.45%
YTD
-5.84%
6M
-2.81%
1Y
9.39%
3Y*
4.93%
5Y*
0.27%
10Y*

NLSIX

1D
0.00%
1M
-2.86%
YTD
-3.63%
6M
-3.20%
1Y
3.47%
3Y*
6.40%
5Y*
4.72%
10Y*
6.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TTDAX vs. NLSIX - Expense Ratio Comparison

TTDAX has a 1.25% expense ratio, which is lower than NLSIX's 1.28% expense ratio.


Return for Risk

TTDAX vs. NLSIX — Risk / Return Rank

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

TTDAX
TTDAX Risk / Return Rank: 4545
Overall Rank
TTDAX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
TTDAX Sortino Ratio Rank: 3939
Sortino Ratio Rank
TTDAX Omega Ratio Rank: 3737
Omega Ratio Rank
TTDAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
TTDAX Martin Ratio Rank: 5959
Martin Ratio Rank

NLSIX
NLSIX Risk / Return Rank: 2222
Overall Rank
NLSIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
NLSIX Sortino Ratio Rank: 2222
Sortino Ratio Rank
NLSIX Omega Ratio Rank: 2121
Omega Ratio Rank
NLSIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
NLSIX Martin Ratio Rank: 2222
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.

TTDAX vs. NLSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Toews Tactical Defensive Alpha Fund (TTDAX) and Neuberger Berman Long Short Fund (NLSIX). 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.


TTDAXNLSIXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.57

+0.31

Sortino ratio

Return per unit of downside risk

1.26

0.87

+0.39

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.21

0.63

+0.58

Martin ratio

Return relative to average drawdown

5.70

2.31

+3.39

TTDAX vs. NLSIX - Sharpe Ratio Comparison

The current TTDAX Sharpe Ratio is 0.88, which is higher than the NLSIX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of TTDAX and NLSIX, 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


TTDAXNLSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.57

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.72

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.91

-0.57

Correlation

The correlation between TTDAX and NLSIX is 0.71, 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

TTDAX vs. NLSIX - Dividend Comparison

TTDAX's dividend yield for the trailing twelve months is around 2.20%, more than NLSIX's 0.05% yield.


TTM20252024202320222021202020192018201720162015
TTDAX
Toews Tactical Defensive Alpha Fund
2.20%2.07%3.30%2.56%1.03%26.63%4.08%7.49%1.35%13.58%0.00%0.00%
NLSIX
Neuberger Berman Long Short Fund
0.05%0.05%0.02%0.97%7.01%1.13%2.15%2.39%5.91%0.00%0.00%0.01%

Drawdowns

TTDAX vs. NLSIX - Drawdown Comparison

The maximum TTDAX drawdown since its inception was -34.31%, which is greater than NLSIX's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for TTDAX and NLSIX.


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Drawdown Indicators


TTDAXNLSIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.31%

-14.75%

-19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-4.39%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-10.79%

-14.30%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-7.30%

-4.39%

-2.91%

Average Drawdown

Average peak-to-trough decline

-7.03%

-2.03%

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.19%

+0.36%

Volatility

TTDAX vs. NLSIX - Volatility Comparison

Toews Tactical Defensive Alpha Fund (TTDAX) has a higher volatility of 3.95% compared to Neuberger Berman Long Short Fund (NLSIX) at 1.89%. This indicates that TTDAX's price experiences larger fluctuations and is considered to be riskier than NLSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTDAXNLSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

1.89%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.52%

3.40%

+5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

6.34%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.37%

6.63%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.52%

7.29%

+9.23%