STF TACTICAL GROWTH ETF
Symbol: TUG
Exchange: NASDAQ
Sector: Technology
Category: Tactical Allocation
Inception date: 18/05/2022
Latest date: 15/10/2026
Current price: $47.43
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
3.87%
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
1.93%
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
15.71%
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
22.39%
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
50.07%
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
84.43%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.088%
Best day
3.353%
Worst day
-4.912%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $47.00 | $47.43 | $46.99 | $47.43 | 1,200 |
| 14/10/2026 | $47.88 | $48.05 | $47.25 | $47.25 | 3,800 |
| 13/10/2026 | $48.25 | $48.27 | $48.25 | $48.27 | 300 |
| 12/10/2026 | $48.58 | $48.58 | $48.42 | $48.42 | 400 |
| 09/10/2026 | $48.70 | $48.70 | $48.70 | $48.70 | 100 |
| 08/10/2026 | $48.66 | $48.66 | $48.19 | $48.31 | 1,100 |
| 07/10/2026 | $48.56 | $48.92 | $48.56 | $48.92 | 1,600 |
| 06/10/2026 | $49.09 | $49.09 | $49.00 | $49.00 | 1,100 |
| 05/10/2026 | $48.72 | $48.72 | $48.49 | $48.72 | 600 |
| 02/10/2026 | $48.43 | $48.43 | $48.36 | $48.42 | 2,100 |