TDSE Performance — Cabana Target Drawdown 16 ETF
Data updated: 2023-12-20
TDSE returned −1.80% over one year to Oct 2023. The annualised 3-year return is −2.13%. The fund trailed its Aggressive Allocation category average: $100 invested three years ago grew to $94, against $107 for the category, and to $98 over one year, against $103. Volatility over the past three years was 12.73% a year. In the 12 months to Oct 2023 the fund took in a net $226.5M, and assets reached $49.40M.
TDSE Growth of $100
What $100 invested in Cabana Target Drawdown 16 ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Aggressive Allocation category average over the same months.
| Period | TDSE | Category average |
|---|---|---|
| 1 year (Nov 2022 – Oct 2023) | $98 | $103 |
| 3 years (Nov 2020 – Oct 2023) | $94 | $107 |
| Since data start (Sep 2020 – Oct 2023) | $90 | $104 |
TDSE Trailing Returns
Total returns to Oct 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −1.80% |
| 3 years (annualised) | −2.13% |
TDSE Annual Returns
Calendar-year total returns of Cabana Target Drawdown 16 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Oct) | +0.43% |
| 2022 | −25.72% |
| 2021 | +21.04% |
| 2020 (Sep–Dec) | −0.39% |
TDSE 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 | +3.7% | −3.0% | +0.4% | +0.6% | −1.3% | +2.3% | +2.6% | −5.3% | +0.4% | +0.4% | — | — |
| 2022 | −11.4% | −1.1% | −0.9% | −9.2% | −1.7% | −1.7% | +1.5% | −1.9% | 0.0% | +0.1% | +3.9% | −5.9% |
| 2021 | −0.2% | +3.1% | +3.8% | +4.7% | +0.2% | +2.1% | +1.2% | +2.6% | −4.7% | +6.3% | −1.0% | +1.5% |
| 2020 | — | — | — | — | — | — | — | — | −1.9% | −2.2% | +1.9% | +1.9% |
TDSE Risk
Risk measures from monthly returns over Nov 2020 – Oct 2023.
- 3-year volatility (annualised): 12.73%
- 3-year Sharpe ratio: -0.52 (vs 4.5% risk-free rate)
- Best month: +6.30% (Oct 2021)
- Worst month: −11.41% (Jan 2022)
TDSE Fund Flows
Monthly money in and out of Cabana Target Drawdown 16 ETF, from SEC Form N-PORT.
- 12-month net flow: $226.5M
- 12-month gross sales (incl. reinvestments): $50.0M
- Sales ÷ redemptions: -0.28×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2023 | $0 | −$3.3M | $3.3M |
| Sep 2023 | $0 | −$4.3M | $4.3M |
| Aug 2023 | $0 | −$10.9M | $10.9M |
| Jul 2023 | $0 | −$6.7M | $6.7M |
| Jun 2023 | $0 | −$15.9M | $15.9M |
| May 2023 | $0 | −$3.8M | $3.8M |
| Apr 2023 | $0 | −$10.5M | $10.5M |
| Mar 2023 | $0 | −$3.3M | $3.3M |
| Feb 2023 | $44.6M | −$49.1M | $93.7M |
| Jan 2023 | $5.4M | −$7.7M | $13.2M |
| Dec 2022 | $0 | −$11.6M | $11.6M |
| Nov 2022 | $0 | −$49.2M | $49.2M |
TDSE Assets Under Management
Net assets of Cabana Target Drawdown 16 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-10-31 | $49.40M |
| 2023-07-31 | $71.46M |
| 2023-04-28 | $95.73M |
| 2023-01-31 | $116.89M |
| 2022-10-31 | $179.53M |
| 2022-07-29 | $149.80M |
| 2022-04-29 | $183.64M |
| 2022-01-31 | $183.14M |
| 2021-10-29 | $164.86M |
| 2021-07-30 | $132.64M |
| 2021-04-30 | $124.70M |
| 2021-01-29 | $84.66M |
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.