TDSA Performance — Cabana Target Drawdown 5 ETF
Data updated: 2023-12-20
TDSA returned −2.51% over one year to Oct 2023. The annualised 3-year return is −3.53%. The fund trailed its Aggressive Allocation category average: $100 invested three years ago grew to $90, against $107 for the category, and to $97 over one year, against $103. Volatility over the past three years was 7.63% a year. In the 12 months to Oct 2023 the fund took in a net $43.9M, and assets reached $6.13M.
TDSA Growth of $100
What $100 invested in Cabana Target Drawdown 5 ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | TDSA | Category average |
|---|---|---|
| 1 year (Nov 2022 – Oct 2023) | $97 | $103 |
| 3 years (Nov 2020 – Oct 2023) | $90 | $107 |
| Since data start (Sep 2020 – Oct 2023) | $86 | $104 |
TDSA Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −2.51% |
| 3 years (annualised) | −3.53% |
TDSA Annual Returns
Calendar-year total returns of Cabana Target Drawdown 5 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Oct) | −2.34% |
| 2022 | −17.53% |
| 2021 | +9.88% |
| 2020 (Sep–Dec) | −2.66% |
TDSA 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 | +0.7% | −3.5% | +0.4% | +0.3% | +0.3% | +0.3% | +0.8% | −2.2% | +0.4% | +0.4% | — | — |
| 2022 | −6.7% | −0.8% | −0.7% | −6.0% | −2.0% | −1.3% | +1.1% | −2.3% | +0.1% | +0.1% | +2.5% | −2.6% |
| 2021 | −0.5% | −0.5% | +2.2% | +2.4% | 0.0% | +2.1% | +1.6% | +1.4% | −2.9% | +3.0% | −1.0% | +2.1% |
| 2020 | — | — | — | — | — | — | — | — | −2.0% | −2.1% | −0.3% | +1.8% |
TDSA Risk
Risk measures from monthly returns over Nov 2020 – Oct 2023.
- 3-year volatility (annualised): 7.63%
- 3-year Sharpe ratio: -1.05 (vs 4.5% risk-free rate)
- Best month: +2.96% (Oct 2021)
- Worst month: −6.72% (Jan 2022)
TDSA Fund Flows
Monthly money in and out of Cabana Target Drawdown 5 ETF, from SEC Form N-PORT.
- 12-month net flow: $43.9M
- 12-month gross sales (incl. reinvestments): $13.4M
- Sales ÷ redemptions: -0.44×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2023 | $0 | −$6.2M | $6.2M |
| Sep 2023 | $0 | $0 | $0 |
| Aug 2023 | $0 | −$2.6M | $2.6M |
| Jul 2023 | $0 | −$1.6M | $1.6M |
| Jun 2023 | $0 | −$3.6M | $3.6M |
| May 2023 | $0 | −$2.1M | $2.1M |
| Apr 2023 | $1.6M | $0 | $1.6M |
| Mar 2023 | $0 | −$2.1M | $2.1M |
| Feb 2023 | $2.7M | −$5.4M | $8.1M |
| Jan 2023 | $4.8M | −$1.1M | $5.9M |
| Dec 2022 | $0 | −$4.8M | $4.8M |
| Nov 2022 | $4.3M | −$1.1M | $5.4M |
TDSA Assets Under Management
Net assets of Cabana Target Drawdown 5 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-10-31 | $6.13M |
| 2023-07-31 | $15.23M |
| 2023-04-28 | $22.43M |
| 2023-01-31 | $26.37M |
| 2022-10-31 | $24.27M |
| 2022-07-29 | $35.91M |
| 2022-04-29 | $34.60M |
| 2022-01-31 | $29.44M |
| 2021-10-29 | $31.96M |
| 2021-07-30 | $28.39M |
| 2021-04-30 | $18.16M |
| 2021-01-29 | $18.05M |
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.