STF TACTICAL GROWTH ETF
Symbol: TUG
Exchange: NASDAQ
Sector: Technology
Category: Tactical Allocation
Inception date: 18/05/2022
Latest date: 21/07/2026
Current price: $45.96
Expense ratio: 0.65%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-2.88%
Ann. -35.43% (Sharpe / Sortino numerator)
Volatility
22.06%
Sharpe ratio
-1.770
VaR 95%
-1.78%
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
10.88%
Ann. -19.12% (Sharpe / Sortino numerator)
Volatility
19.04%
Sharpe ratio
-1.195
VaR 95%
-1.89%
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
15.64%
Ann. -5.41% (Sharpe / Sortino numerator)
Volatility
18.49%
Sharpe ratio
-0.489
VaR 95%
-1.98%
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
26.18%
Ann. 22.02% (Sharpe / Sortino numerator)
Volatility
21.91%
Sharpe ratio
0.839
VaR 95%
-1.94%
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
41.37%
Ann. 12.62% (Sharpe / Sortino numerator)
Volatility
20.78%
Sharpe ratio
0.432
VaR 95%
-2.07%
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
76.00%
Ann. 17.87% (Sharpe / Sortino numerator)
Volatility
18.99%
Sharpe ratio
0.750
VaR 95%
-1.93%
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: 21/07/2025 - 21/07/2026.
Average daily return
0.099%
Best day
3.353%
Worst day
-4.912%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $45.96 | $45.96 | $45.96 | $45.96 | 500 |
| 20/07/2026 | $45.61 | $45.61 | $45.23 | $45.23 | 900 |
| 17/07/2026 | $45.44 | $45.45 | $45.29 | $45.29 | 800 |
| 16/07/2026 | $46.07 | $46.12 | $45.83 | $45.85 | 2,900 |
| 15/07/2026 | $46.53 | $46.53 | $46.53 | $46.53 | 100 |
| 14/07/2026 | $46.61 | $46.65 | $46.58 | $46.58 | 900 |
| 13/07/2026 | $46.10 | $46.10 | $46.10 | $46.10 | 200 |
| 10/07/2026 | $46.70 | $46.84 | $46.70 | $46.84 | 400 |
| 09/07/2026 | $46.65 | $46.65 | $46.65 | $46.65 | 100 |
| 08/07/2026 | $45.66 | $46.05 | $45.24 | $46.05 | 6,500 |