FFHG Performance — FormulaFolios Hedged Growth ETF
Data updated: 2023-10-27
FFHG returned +4.66% over one year to Aug 2023. The annualised 3-year return is +9.57%. Against its US Growth category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $132, against $109 for the category, and to $105 over one year, against $116. Volatility over the past three years was 15.03% a year. In the 12 months to Aug 2023 the fund took in a net $78.4M, and assets reached $68.24M.
FFHG Growth of $100
What $100 invested in FormulaFolios Hedged Growth ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Growth category average over the same months.
| Period | FFHG | Category average |
|---|---|---|
| 1 year (Sep 2022 – Aug 2023) | $105 | $116 |
| 3 years (Sep 2020 – Aug 2023) | $132 | $109 |
| Since data start (Mar 2020 – Aug 2023) | $135 | $130 |
FFHG Trailing Returns
Total returns to Aug 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +4.66% |
| 3 years (annualised) | +9.57% |
FFHG Annual Returns
Calendar-year total returns of FormulaFolios Hedged Growth ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Aug) | +5.98% |
| 2022 | −14.52% |
| 2021 | +23.56% |
| 2020 (Mar–Dec) | +21.00% |
FFHG Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +3.9% | −1.5% | −0.1% | +0.1% | −1.2% | +3.8% | +2.3% | −1.4% | — | — | — | — |
| 2022 | −6.5% | −0.1% | +0.1% | −5.2% | +1.1% | −6.4% | +6.4% | −3.0% | −6.1% | +5.2% | +3.0% | −3.0% |
| 2021 | +1.0% | +5.2% | +5.7% | +3.6% | +1.1% | +0.1% | +0.2% | +2.2% | −3.3% | +4.5% | −2.2% | +3.8% |
| 2020 | — | — | −10.8% | +0.2% | +0.9% | +3.0% | +5.5% | +5.1% | −3.8% | +0.3% | +14.8% | +6.1% |
FFHG Risk
Risk measures from monthly returns over Sep 2020 – Aug 2023.
- 3-year volatility (annualised): 15.03%
- 3-year Sharpe ratio: 0.34 (vs 4.5% risk-free rate)
- Best month: +14.80% (Nov 2020)
- Worst month: −6.47% (Jan 2022)
FFHG Fund Flows
Monthly money in and out of FormulaFolios Hedged Growth ETF, from SEC Form N-PORT.
- 12-month net flow: $78.4M
- 12-month gross sales (incl. reinvestments): $58.9M
- Sales ÷ redemptions: -3.03×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2023 | $0 | −$3.3M | $3.3M |
| Jul 2023 | $250 | −$1.7M | $1.7M |
| Jun 2023 | $500 | −$3.3M | $3.3M |
| May 2023 | $250 | −$1.6M | $1.6M |
| Apr 2023 | $250 | −$1.6M | $1.6M |
| Mar 2023 | $0 | $0 | $0 |
| Feb 2023 | $250 | −$1.6M | $1.6M |
| Jan 2023 | $250 | −$1.6M | $1.6M |
| Dec 2022 | $34.4M | −$3.2M | $37.6M |
| Nov 2022 | $24.6M | $0 | $24.6M |
| Oct 2022 | $250 | −$1.6M | $1.6M |
| Sep 2022 | $0 | $0 | $0 |
FFHG Assets Under Management
Net assets of FormulaFolios Hedged Growth ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-08-31 | $68.24M |
| 2023-05-31 | $73.49M |
| 2023-02-28 | $77.74M |
| 2022-11-30 | $50.75M |
| 2022-08-31 | $27.35M |
| 2022-05-31 | $33.41M |
| 2022-02-28 | $38.32M |
| 2021-11-30 | $43.15M |
| 2021-08-31 | $47.30M |
| 2021-05-31 | $49.75M |
| 2021-02-28 | $52.99M |
| 2020-11-30 | $51.39M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.