FFTG Performance — FormulaFolios Tactical Growth ETF
Data updated: 2023-10-27
FFTG returned −0.49% over one year to Aug 2023. The annualised 3-year return is −3.38%. The fund trailed its Moderate Allocation category average: $100 invested three years ago grew to $90, against $108 for the category, and to $100 over one year, against $106. Volatility over the past three years was 12.85% a year. In the 12 months to Aug 2023 the fund took in a net $7.9M, and assets reached $21.00M.
FFTG Growth of $100
What $100 invested in FormulaFolios Tactical Growth ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Moderate Allocation category average over the same months.
| Period | FFTG | Category average |
|---|---|---|
| 1 year (Sep 2022 – Aug 2023) | $100 | $106 |
| 3 years (Sep 2020 – Aug 2023) | $90 | $108 |
| Since data start (Mar 2020 – Aug 2023) | $100 | $114 |
FFTG Trailing Returns
Total returns to Aug 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −0.49% |
| 3 years (annualised) | −3.38% |
FFTG Annual Returns
Calendar-year total returns of FormulaFolios Tactical Growth ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Aug) | +2.62% |
| 2022 | −20.96% |
| 2021 | +9.79% |
| 2020 (Mar–Dec) | +12.19% |
FFTG 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 | +1.6% | −2.3% | +2.3% | +0.6% | −0.1% | +0.1% | +0.3% | +0.2% | — | — | — | — |
| 2022 | −5.8% | −3.2% | +3.1% | −6.6% | −1.3% | −7.8% | +7.2% | −4.8% | −6.3% | +1.1% | +1.8% | +0.6% |
| 2021 | −1.4% | −0.7% | +2.2% | +4.0% | +4.8% | −2.9% | +0.9% | +0.3% | −5.4% | +5.4% | −2.7% | +5.5% |
| 2020 | — | — | −12.5% | +9.3% | +3.7% | +2.7% | +7.0% | +1.7% | −3.5% | −1.8% | +2.2% | +4.6% |
FFTG Risk
Risk measures from monthly returns over Sep 2020 – Aug 2023.
- 3-year volatility (annualised): 12.85%
- 3-year Sharpe ratio: -0.61 (vs 4.5% risk-free rate)
- Best month: +7.20% (Jul 2022)
- Worst month: −7.79% (Jun 2022)
FFTG Fund Flows
Monthly money in and out of FormulaFolios Tactical Growth ETF, from SEC Form N-PORT.
- 12-month net flow: $7.9M
- 12-month gross sales (incl. reinvestments): $3K
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2023 | $0 | −$617K | $617K |
| Jul 2023 | $500 | −$1.2M | $1.2M |
| Jun 2023 | $0 | $0 | $0 |
| May 2023 | $250 | −$619K | $619K |
| Apr 2023 | $250 | −$621K | $621K |
| Mar 2023 | $500 | −$1.8M | $1.8M |
| Feb 2023 | $0 | $0 | $0 |
| Jan 2023 | $250 | −$612K | $612K |
| Dec 2022 | $0 | $0 | $0 |
| Nov 2022 | $500 | −$1.2M | $1.2M |
| Oct 2022 | $250 | −$598K | $599K |
| Sep 2022 | $250 | −$589K | $589K |
FFTG Assets Under Management
Net assets of FormulaFolios Tactical Growth ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-08-31 | $21.00M |
| 2023-05-31 | $22.90M |
| 2023-02-28 | $25.48M |
| 2022-11-30 | $26.12M |
| 2022-08-31 | $29.64M |
| 2022-05-31 | $35.10M |
| 2022-02-28 | $42.62M |
| 2021-11-30 | $46.76M |
| 2021-08-31 | $51.21M |
| 2021-05-31 | $53.85M |
| 2021-02-28 | $52.53M |
| 2020-11-30 | $53.77M |
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.