FFSG Performance — FormulaFolios Smart Growth ETF
Data updated: 2023-10-27
FFSG returned +8.09% over one year to Aug 2023. The annualised 3-year return is +8.76%. The fund beat its Aggressive Allocation category average: $100 invested three years ago grew to $129, against $109 for the category, and to $108 over one year, against $105. Volatility over the past three years was 15.72% a year. In the 12 months to Aug 2023 the fund took in a net $9.5M, and assets reached $19.71M.
FFSG Growth of $100
What $100 invested in FormulaFolios Smart Growth ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | FFSG | Category average |
|---|---|---|
| 1 year (Sep 2022 – Aug 2023) | $108 | $105 |
| 3 years (Sep 2020 – Aug 2023) | $129 | $109 |
| Since data start (Mar 2020 – Aug 2023) | $141 | $117 |
FFSG Trailing Returns
Total returns to Aug 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.09% |
| 3 years (annualised) | +8.76% |
FFSG Annual Returns
Calendar-year total returns of FormulaFolios Smart Growth ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Aug) | +7.99% |
| 2022 | −14.17% |
| 2021 | +22.17% |
| 2020 (Mar–Dec) | +24.34% |
FFSG 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 | +4.8% | −1.7% | −0.1% | +0.3% | −1.6% | +5.2% | +3.0% | −1.9% | — | — | — | — |
| 2022 | −5.7% | −1.8% | +1.7% | −6.6% | +1.1% | −7.8% | +8.2% | −3.4% | −6.8% | +7.3% | +4.2% | −3.9% |
| 2021 | +1.0% | +4.1% | +3.8% | +4.0% | +1.3% | +0.6% | +0.4% | +2.1% | −4.0% | +5.0% | −2.5% | +4.7% |
| 2020 | — | — | −16.6% | +11.2% | +4.8% | +2.6% | +4.9% | +4.7% | −3.3% | −0.9% | +12.6% | +5.2% |
FFSG Risk
Risk measures from monthly returns over Sep 2020 – Aug 2023.
- 3-year volatility (annualised): 15.72%
- 3-year Sharpe ratio: 0.27 (vs 4.5% risk-free rate)
- Best month: +12.55% (Nov 2020)
- Worst month: −7.82% (Jun 2022)
FFSG Fund Flows
Monthly money in and out of FormulaFolios Smart Growth ETF, from SEC Form N-PORT.
- 12-month net flow: $9.5M
- 12-month gross sales (incl. reinvestments): $3K
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2023 | $0 | −$808K | $808K |
| Jul 2023 | $250 | −$810K | $811K |
| Jun 2023 | $250 | −$801K | $801K |
| May 2023 | $0 | $0 | $0 |
| Apr 2023 | $250 | −$789K | $790K |
| Mar 2023 | $500 | −$1.5M | $1.5M |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $500 | −$1.6M | $1.6M |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $250 | −$819K | $819K |
| Oct 2022 | $250 | −$803K | $803K |
| Sep 2022 | $500 | −$1.5M | $1.5M |
FFSG Assets Under Management
Net assets of FormulaFolios Smart Growth ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-08-31 | $19.71M |
| 2023-05-31 | $20.99M |
| 2023-02-28 | $23.73M |
| 2022-11-30 | $26.69M |
| 2022-08-31 | $28.83M |
| 2022-05-31 | $32.57M |
| 2022-02-28 | $37.38M |
| 2021-11-30 | $41.69M |
| 2021-08-31 | $46.07M |
| 2021-05-31 | $46.68M |
| 2021-02-28 | $47.60M |
| 2020-11-30 | $44.19M |
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.