Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FFTG (FormulaFolios Tactical Growth ETF) | NA | 5.05% | -2.56% | 2.13% | NA | NA | NA | … | … |
Data as of 10/18/2023, Common starting date is 11/01/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FFTG (FormulaFolios Tactical Growth ETF) | 11/01/2017 | 10/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | 5.05 | -2.56 | 2.13 | NA | NA | NA | … | … | 2.47 | -20.99 | 9.74 | 5.97 | 26.07 | -12.85 | 3.11 |
| Sharpe Ratio | NA | 0.20 | -0.33 | 0.05 | NA | NA | NA | … | … | -0.20 | -1.25 | 0.75 | 0.22 | 2.84 | -1.12 | 3.70 |
| Standard Deviation(%) | NA | 5.34 | 13.58 | 16.36 | NA | NA | NA | … | … | 5.68 | 17.97 | 12.95 | 26.00 | 8.69 | 12.60 | 5.52 |
| Draw Down(%) | NA | 4.84 | 24.14 | 30.52 | NA | NA | NA | … | … | 4.84 | 24.09 | 7.55 | 30.52 | 3.69 | 19.05 | 1.31 |
| Yield(%) | 0.00 | 2.27 | 1.44 | 1.58 | 0.87 | 0.58 | 0.44 | … | … | 2.17 | 0.61 | 0.90 | 1.10 | 1.43 | 1.48 | 0.84 |
Data as of 10/18/2023, Common starting date is 11/01/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFTG (FormulaFolios Tactical Growth ETF) |
-3.37%
Aug 2020 – Aug 2023 |
0.03%
Jan 2018 – Jan 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FFTG (FormulaFolios Tactical Growth ETF) |
13.60%
Dec 2018 – Dec 2021 |
1.13%
Jun 2018 – Jun 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart