Summary
DYTA
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 15.98% Volatility 9.96% Sharpe 0.04
Official loaded data — not a live quote.

SGI DYNAMIC TACTICAL ETF

Symbol: DYTA

Exchange: NASDAQ

Sector: Technology

Category: Tactical Allocation

Inception date: 29/03/2023

Latest date: 03/06/2026

Current price: $31.67

Expense ratio: 1.32%

Assets under management
$95.6M
0.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.10%

Ann. -39.58% (Sharpe / Sortino numerator)

Volatility

21.59%

Sharpe ratio

-2.001

VaR 95%

-1.95%

CVaR 95%: -2.22%
Max drawdown: -7.75%
Sortino ratio: -3.421
Calmar ratio: -5.11

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.56%

Ann. -11.09% (Sharpe / Sortino numerator)

Volatility

16.88%

Sharpe ratio

-0.872

VaR 95%

-1.62%

CVaR 95%: -2.04%
Max drawdown: -9.33%
Sortino ratio: -1.267
Calmar ratio: -1.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.28%

Ann. -2.06% (Sharpe / Sortino numerator)

Volatility

12.22%

Sharpe ratio

-0.465

VaR 95%

-1.53%

CVaR 95%: -1.84%
Max drawdown: -9.33%
Sortino ratio: -0.580
Calmar ratio: -0.22

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.98%

Ann. 4.02% (Sharpe / Sortino numerator)

Volatility

9.96%

Sharpe ratio

0.039

VaR 95%

-1.20%

CVaR 95%: -1.70%
Max drawdown: -9.33%
Sortino ratio: 0.044
Calmar ratio: 0.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

21.79%

Ann. 5.10% (Sharpe / Sortino numerator)

Volatility

11.57%

Sharpe ratio

0.127

VaR 95%

-1.26%

CVaR 95%: -1.85%
Max drawdown: -9.41%
Sortino ratio: 0.153
Calmar ratio: 0.54

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

41.18%

Ann. 8.28% (Sharpe / Sortino numerator)

Volatility

10.88%

Sharpe ratio

0.427

VaR 95%

-1.15%

CVaR 95%: -1.66%
Max drawdown: -9.41%
Sortino ratio: 0.553
Calmar ratio: 0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.061%

Best day

3.051%

31/03/2026
Worst day

-2.424%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $31.63 $31.71 $31.60 $31.67 8,900
02/06/2026 $31.61 $31.75 $31.61 $31.75 11,900
01/06/2026 $31.24 $31.58 $31.24 $31.53 9,500
29/05/2026 $31.30 $31.43 $31.30 $31.43 3,600
28/05/2026 $31.25 $31.45 $31.25 $31.38 10,000
27/05/2026 $31.31 $31.33 $31.23 $31.30 14,500
26/05/2026 $31.24 $31.36 $31.21 $31.36 6,600
22/05/2026 $31.04 $31.08 $30.99 $30.99 12,400
21/05/2026 $30.75 $30.95 $30.75 $30.91 8,000
20/05/2026 $30.57 $30.82 $30.57 $30.80 9,800