TFA Quantitative Fund

C000218104 Fund Overview

TFA Quantitative Fund is a US mutual fund managed by Collaborative Investment Series Trust, categorised as Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US mutual fund
• Manager: Collaborative Investment Series Trust
• Category: Bond
• Assets under management: $47.31M
• 1-year return: 27.9%
• SEC CIK: 0001719812
• SEC series ID: S000068064
• Share class ID: C000218104

C000218104 Investment Objective and Strategy

TFA Quantitative Fund describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Collaborative Investment Series Trust.

Investment objective

The TFA Quantitative Fund (the Fund) seeks capital growth.

Principal investment strategy

In pursuing the Funds investment objective, the Funds adviser, Tactical Fund Advisors, LLC (the Adviser) executes the Funds investment strategy based on signals and analysis provided by the Funds sub-adviser, Potomac Advisors, Inc. (the Sub-Adviser). The Adviser will, under normal conditions, invest the Funds assets in leveraged and unleveraged registered investment funds which include mutual funds and exchange traded funds (the Underlying Funds) which seek to provide investment returns that match on a daily or monthly basis either (1) 100% exposure to the NASDAQ 100 Index, (2) up to 150% exposure to the S&P 500 Index or (3) up to 100% exposure to an inverse S&P 500 index based on the outputs of the Sub-Advisers proprietary investment model. The Fund may invest in inverse funds, which are funds that are designed to provide returns that are the inverse, or opposite of a specific benchmark or index.

The Adviser delegates the day-to-day management of the Funds portfolio to the Sub-Adviser. The Sub-Advisers model generates signals based on a quantitative analysis, which is then used to determine in which of the Underlying Funds to invest. The models buy, sell, or hold signals are generated by the models algorithmic, rules-based system. The Sub-Adviser's model is predicated on whether the model anticipates a market advance, correction, or decline. Final allocations among the Underlying Funds and/or cash is determined by short-term technical analysis and momentum indicators that track recent price changes in the Underlying Funds. The Sub-Advisers model utilizes a proprietary quantitative process that aggregates over thirty different trading systems into one algorithm to identify buy, sell, and short signals, based on historic and raw stock market data, including major and secondary market indexes, interest rate data, internal market data such as technical indicators that measure market indices movements, new highs and lows, volume and volatility measures and seasonality and sentiment data.

The Sub-Advisers model incorporates seasonality and sentiment data to identify patterns in the time of year to determine stock market advances or declines and consumer sentiment about markets or the economy. The Fund may hold significant cash or fixed income positions during unfavorable market conditions and may be fully invested in the Underlying Funds when favorable conditions warrant. The factors used to determine the Funds allocations are based upon the strength of sub-advisers trading signals. In managing the Funds portfolio, the Fund will engage in frequent trading, resulting in a high portfolio turnover rate.

C000218104 Performance

Total returns for C000218104 (as of 2026-10-01), from SEC filings.

C000218104 Risk Information

Risk metrics for C000218104, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 15.4%

C000218104 Costs and Fees

C000218104 costs about $314 per $10,000 invested per year in fund expenses.

• Net expense ratio: 3.14%
• Gross expense ratio: 3.14%
• Portfolio turnover: 964%
• Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)

C000218104 Cashflows

Over the 12 months to 2021-06, TFA Quantitative Fund had net inflows of $7.71M, from monthly SEC N-PORT filings.

C000218104 Debt Constituents

No individual debt constituents are reported in TFA Quantitative Fund's latest SEC N-PORT filing.

C000218104 Prospectus and SEC Filings

Official TFA Quantitative Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2021-05-03
• Prospectus (485BPOS) — filed 2020-03-11
• Portfolio holdings (N-PORT) — filed 2021-08-18
• Portfolio holdings (N-PORT) — filed 2021-05-20
• Portfolio holdings (N-PORT) — filed 2021-02-26
• Annual census (N-CEN) — filed 2021-03-12

Related Funds

Other Bond funds tracked on ABC INVEST:

• Great-West T. Rowe Price Equity Income Fund (MXTQX)
• Absolute Return Currency Fund (JCUAX)
• ICON Flexible Bond Fund (IOBCX)
• Tributary Growth Opportunities Fund (FOGRX)
• Oakhurst Fixed Income Fund (FWFIX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.