GTAIX Performance — Donoghue Forlines Tactical Allocation Fund, Class I
Data updated: 2026-09-14
GTAIX returned +14.83% year to date and +22.04% over one year to Jun 2026. Annualised returns are +14.95% over 3 years and +7.12% over 5 years. The fund beat its US Multi-Cap Blend category average: $100 invested three years ago grew to $152, against $143 for the category, and to $122 over one year, against $116. Volatility over the past three years was 8.72% a year. In the 12 months to Jun 2026 the fund lost a net $2.1M, and assets reached $27.92M.
GTAIX Growth of $100
What $100 invested in Donoghue Forlines Tactical Allocation Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | GTAIX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $122 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $152 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $160 | $173 |
GTAIX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.83% |
| 1 year | +22.04% |
| 3 years (annualised) | +14.95% |
| 5 years (annualised) | +7.12% |
GTAIX Annual Returns
Calendar-year total returns of Donoghue Forlines Tactical Allocation Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +14.83% |
| 2025 | +13.48% |
| 2024 | +8.40% |
| 2023 | +15.58% |
| 2022 | −14.48% |
| 2021 | +9.26% |
| 2020 | −0.11% |
| 2019 (Jul–Dec) | +5.23% |
GTAIX 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.9% | +1.8% | −2.4% | +5.9% | +2.5% | +2.5% | — | — | — | — | — | — |
| 2025 | +2.9% | +0.7% | −3.7% | −1.3% | +4.8% | +3.4% | +1.0% | +1.3% | +1.7% | +0.6% | +0.9% | +0.6% |
| 2024 | −0.7% | +2.5% | +1.9% | −2.5% | +2.8% | +0.1% | +2.1% | +1.6% | +1.1% | −0.6% | +3.2% | −3.2% |
| 2023 | +4.1% | −2.0% | +1.2% | +0.1% | −0.5% | +4.6% | +2.8% | −0.9% | −2.3% | −2.9% | +6.1% | +4.8% |
| 2022 | −4.8% | −1.5% | +1.7% | −6.0% | +0.7% | −6.4% | +5.0% | −2.6% | −5.7% | +3.1% | +4.3% | −2.4% |
| 2021 | −0.1% | +1.0% | +1.7% | +2.8% | +0.9% | +1.6% | −0.5% | +1.0% | −3.5% | +3.4% | −2.1% | +2.9% |
| 2020 | −1.6% | −4.2% | −10.7% | +3.1% | +1.2% | +1.0% | +4.0% | +0.8% | −0.9% | −1.8% | +6.3% | +3.7% |
| 2019 | — | — | — | — | — | — | 0.0% | −1.0% | +0.6% | +2.2% | +0.7% | +2.7% |
GTAIX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 8.72%
- 3-year Sharpe ratio: 1.20 (vs 4.5% risk-free rate)
- Best month: +6.08% (Nov 2023)
- Worst month: −3.67% (Mar 2025)
GTAIX Fund Flows
Monthly money in and out of Donoghue Forlines Tactical Allocation Fund, from SEC Form N-PORT.
- 12-month net flow: −$2.1M
- 12-month gross sales (incl. reinvestments): $4.5M
- Sales ÷ redemptions: 0.68×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $860K | $375K | $484K |
| May 2026 | $116K | $342K | −$226K |
| Apr 2026 | $202K | $458K | −$256K |
| Mar 2026 | $92K | $317K | −$225K |
| Feb 2026 | $97K | $235K | −$138K |
| Jan 2026 | $81K | $305K | −$224K |
| Dec 2025 | $1.2M | $386K | $782K |
| Nov 2025 | $355K | $329K | $26K |
| Oct 2025 | $146K | $1.3M | −$1.2M |
| Sep 2025 | $219K | $1.2M | −$944K |
| Aug 2025 | $603K | $843K | −$240K |
| Jul 2025 | $597K | $570K | $27K |
GTAIX Assets Under Management
Net assets of Donoghue Forlines Tactical Allocation Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $27.92M |
| 2026-03-31 | $25.26M |
| 2025-12-31 | $25.05M |
| 2025-09-30 | $26.04M |
| 2025-06-30 | $26.24M |
| 2025-03-31 | $25.71M |
| 2024-12-31 | $26.49M |
| 2024-09-30 | $27.27M |
| 2024-06-30 | $26.53M |
| 2024-03-31 | $29.73M |
| 2023-12-31 | $30.61M |
| 2023-09-30 | $23.48M |
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.