TDSD Performance — Cabana Target Drawdown 13 ETF
Data updated: 2023-12-20
TDSD returned +0.21% over one year to Oct 2023. The annualised 3-year return is −2.60%. The fund trailed its Aggressive Allocation category average: $100 invested three years ago grew to $92, against $107 for the category, and to $100 over one year, against $103. Volatility over the past three years was 12.44% a year. In the 12 months to Oct 2023 the fund took in a net $252.2M, and assets reached $72.49M.
TDSD Growth of $100
What $100 invested in Cabana Target Drawdown 13 ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | TDSD | Category average |
|---|---|---|
| 1 year (Nov 2022 – Oct 2023) | $100 | $103 |
| 3 years (Nov 2020 – Oct 2023) | $92 | $107 |
| Since data start (Sep 2020 – Oct 2023) | $89 | $104 |
TDSD Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +0.21% |
| 3 years (annualised) | −2.60% |
TDSD Annual Returns
Calendar-year total returns of Cabana Target Drawdown 13 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Oct) | +2.51% |
| 2022 | −26.36% |
| 2021 | +17.85% |
| 2020 (Sep–Dec) | +0.04% |
TDSD 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 | +3.8% | −3.0% | +0.4% | +0.6% | +0.9% | +1.9% | +2.0% | −4.6% | +0.4% | +0.4% | — | — |
| 2022 | −11.2% | −1.2% | −0.2% | −9.0% | −3.2% | −1.7% | +1.5% | −2.1% | 0.0% | +0.1% | +3.9% | −5.9% |
| 2021 | −1.2% | +1.8% | +3.0% | +4.9% | +0.2% | +2.4% | +1.9% | +2.8% | −4.3% | +5.8% | −1.8% | +1.5% |
| 2020 | — | — | — | — | — | — | — | — | −2.0% | −1.7% | +1.8% | +2.1% |
TDSD Risk
Risk measures from monthly returns over Nov 2020 – Oct 2023.
- 3-year volatility (annualised): 12.44%
- 3-year Sharpe ratio: -0.57 (vs 4.5% risk-free rate)
- Best month: +5.84% (Oct 2021)
- Worst month: −11.19% (Jan 2022)
TDSD Fund Flows
Monthly money in and out of Cabana Target Drawdown 13 ETF, from SEC Form N-PORT.
- 12-month net flow: $252.2M
- 12-month gross sales (incl. reinvestments): $65.4M
- Sales ÷ redemptions: -0.35×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2023 | $0 | −$4.3M | $4.3M |
| Sep 2023 | $0 | −$10.2M | $10.2M |
| Aug 2023 | $0 | −$12.4M | $12.4M |
| Jul 2023 | $0 | −$7.2M | $7.2M |
| Jun 2023 | $0 | −$21.7M | $21.7M |
| May 2023 | $0 | −$8.1M | $8.1M |
| Apr 2023 | $0 | −$17.7M | $17.7M |
| Mar 2023 | $0 | −$6.4M | $6.4M |
| Feb 2023 | $63.8M | −$59.3M | $123.1M |
| Jan 2023 | $1.1M | −$8.6M | $9.7M |
| Dec 2022 | $535K | −$6.0M | $6.5M |
| Nov 2022 | $0 | −$24.9M | $24.9M |
TDSD Assets Under Management
Net assets of Cabana Target Drawdown 13 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-10-31 | $72.49M |
| 2023-07-31 | $103.99M |
| 2023-04-28 | $135.92M |
| 2023-01-31 | $159.46M |
| 2022-10-31 | $196.81M |
| 2022-07-29 | $207.02M |
| 2022-04-29 | $277.70M |
| 2022-01-31 | $346.18M |
| 2021-10-29 | $301.84M |
| 2021-07-30 | $236.98M |
| 2021-04-30 | $243.54M |
| 2021-01-29 | $171.62M |
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.