FFTI Performance — FormulaFolios Tactical Income ETF
Data updated: 2023-10-27
FFTI returned −1.55% over one year to Aug 2023. The annualised 3-year return is −3.24%. Against its International Core Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $91, against $90 for the category, and to $98 over one year, against $100. Volatility over the past three years was 5.36% a year. In the 12 months to Aug 2023 the fund took in a net $38.9M, and assets reached $72.13M.
FFTI Growth of $100
What $100 invested in FormulaFolios Tactical Income ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Core Bond category average over the same months.
| Period | FFTI | Category average |
|---|---|---|
| 1 year (Sep 2022 – Aug 2023) | $98 | $100 |
| 3 years (Sep 2020 – Aug 2023) | $91 | $90 |
| Since data start (Mar 2020 – Aug 2023) | $87 | $92 |
FFTI Trailing Returns
Total returns to Aug 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.55% |
| 3 years (annualised) | −3.24% |
FFTI Annual Returns
Calendar-year total returns of FormulaFolios Tactical Income ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Aug) | +1.15% |
| 2022 | −13.20% |
| 2021 | +0.89% |
| 2020 (Mar–Dec) | −2.12% |
FFTI 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 | +2.2% | −1.9% | +2.2% | +0.4% | −0.9% | −0.4% | −0.1% | −0.3% | — | — | — | — |
| 2022 | −2.6% | −1.2% | −2.6% | −3.3% | +0.5% | −1.8% | +2.2% | −2.5% | −3.6% | −0.8% | +2.4% | −0.6% |
| 2021 | −0.8% | −0.8% | 0.0% | +0.7% | +0.2% | +1.3% | +0.6% | +0.2% | −0.7% | −0.2% | −0.8% | +1.2% |
| 2020 | — | — | −9.5% | +2.5% | +1.4% | +0.4% | +1.9% | −0.5% | −0.5% | −0.3% | +2.0% | +1.0% |
FFTI Risk
Risk measures from monthly returns over Sep 2020 – Aug 2023.
- 3-year volatility (annualised): 5.36%
- 3-year Sharpe ratio: -1.44 (vs 4.5% risk-free rate)
- Best month: +2.39% (Nov 2022)
- Worst month: −3.56% (Sep 2022)
FFTI Fund Flows
Monthly money in and out of FormulaFolios Tactical Income ETF, from SEC Form N-PORT.
- 12-month net flow: $38.9M
- 12-month gross sales (incl. reinvestments): $2.1M
- Sales ÷ redemptions: -0.06×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2023 | $0 | −$4.0M | $4.0M |
| Jul 2023 | $250 | −$1.0M | $1.0M |
| Jun 2023 | $750 | −$3.1M | $3.1M |
| May 2023 | $500 | −$2.1M | $2.1M |
| Apr 2023 | $250 | −$1.0M | $1.0M |
| Mar 2023 | $1.0M | −$2.1M | $3.1M |
| Feb 2023 | $750 | −$3.1M | $3.1M |
| Jan 2023 | $500 | −$2.1M | $2.1M |
| Dec 2022 | $1.0M | −$3.1M | $4.1M |
| Nov 2022 | $1K | −$4.0M | $4.0M |
| Oct 2022 | $2K | −$7.1M | $7.1M |
| Sep 2022 | $1K | −$4.1M | $4.1M |
FFTI Assets Under Management
Net assets of FormulaFolios Tactical Income ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-08-31 | $72.13M |
| 2023-05-31 | $81.50M |
| 2023-02-28 | $84.68M |
| 2022-11-30 | $92.61M |
| 2022-08-31 | $110.83M |
| 2022-05-31 | $125.60M |
| 2022-02-28 | $170.38M |
| 2021-11-30 | $181.64M |
| 2021-08-31 | $201.73M |
| 2021-05-31 | $207.53M |
| 2021-02-28 | $215.51M |
| 2020-11-30 | $221.91M |
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.