SSFI Performance — Day Hagan Smart Sector Fixed Income ETF
Data updated: 2026-09-28
SSFI returned −0.94% year to date and +1.92% over one year to Jul 2026. Annualised returns are +2.66% over 3 years and −0.22% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $108, against $168 for the category, and to $102 over one year, against $108. Volatility over the past three years was 5.42% a year. In the 12 months to Jul 2026 the fund lost a net $3.9M, and assets reached $29.13M.
SSFI Growth of $100
What $100 invested in Day Hagan Smart Sector Fixed Income ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | SSFI | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $102 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $108 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $99 | $159 |
SSFI Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.94% |
| 1 year | +1.92% |
| 3 years (annualised) | +2.66% |
| 5 years (annualised) | −0.22% |
SSFI Annual Returns
Calendar-year total returns of Day Hagan Smart Sector Fixed Income ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −0.94% |
| 2025 | +6.54% |
| 2024 | +1.20% |
| 2023 | +4.22% |
| 2022 | −11.75% |
| 2021 (Aug–Dec) | +0.67% |
SSFI 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 | +0.1% | +1.3% | −1.7% | +0.2% | +0.4% | +0.4% | −1.6% | — | — | — | — | — |
| 2025 | +0.4% | +2.6% | −0.4% | +0.6% | −0.8% | +1.4% | −0.3% | +1.1% | +1.0% | +0.6% | +0.5% | −0.3% |
| 2024 | −0.2% | −0.9% | +0.9% | −2.3% | +1.6% | +0.9% | +2.1% | +1.4% | +1.1% | −2.5% | +1.2% | −2.2% |
| 2023 | +3.5% | −2.4% | +1.8% | +0.4% | −0.9% | +0.5% | 0.0% | −0.8% | −3.0% | −1.6% | +3.7% | +3.2% |
| 2022 | −2.0% | −0.8% | −1.8% | −3.5% | +0.1% | −1.9% | +2.2% | −3.2% | −3.8% | −0.7% | +3.5% | −0.5% |
| 2021 | — | — | — | — | — | — | — | 0.0% | 0.0% | +0.5% | −0.1% | +0.3% |
SSFI Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 5.42%
- 3-year Sharpe ratio: -0.34 (vs 4.5% risk-free rate)
- Best month: +3.73% (Nov 2023)
- Worst month: −3.03% (Sep 2023)
SSFI Fund Flows
Monthly money in and out of Day Hagan Smart Sector Fixed Income ETF, from SEC Form N-PORT.
- 12-month net flow: −$3.9M
- 12-month gross sales (incl. reinvestments): $25.5M
- Sales ÷ redemptions: 0.87×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $1.3M | $0 | $1.3M |
| Jun 2026 | $0 | $0 | $0 |
| May 2026 | $6.4M | $0 | $6.4M |
| Apr 2026 | $213K | $15.8M | −$15.6M |
| Mar 2026 | $10.2M | $2.8M | $7.4M |
| Feb 2026 | $1.5M | $1.3M | $216K |
| Jan 2026 | $859K | $6.0M | −$5.1M |
| Dec 2025 | $218K | $0 | $218K |
| Nov 2025 | $0 | $0 | $0 |
| Oct 2025 | $0 | $1.1M | −$1.1M |
| Sep 2025 | $4.3M | $2.4M | $1.9M |
| Aug 2025 | $537K | $0 | $537K |
SSFI Assets Under Management
Net assets of Day Hagan Smart Sector Fixed Income ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $29.13M |
| 2026-04-30 | $22.01M |
| 2026-01-31 | $30.29M |
| 2025-10-31 | $35.57M |
| 2025-07-31 | $33.54M |
| 2025-04-30 | $36.95M |
| 2025-01-31 | $39.78M |
| 2024-10-31 | $39.48M |
| 2024-07-31 | $39.77M |
| 2024-04-30 | $39.37M |
| 2024-01-31 | $38.36M |
| 2023-10-31 | $39.21M |
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.