Summary
TUGN
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 24.02% Volatility 21.45% Sharpe 0.70
Official loaded data — not a live quote.

STF TACTICAL GROWTH & INCOME ETF

Symbol: TUGN

Exchange: NASDAQ

Sector: Technology

Category: Tactical Allocation

Inception date: 18/05/2022

Latest date: 21/07/2026

Current price: $27.69

Expense ratio: 0.65%

Assets under management
$80.1M
0.69% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-1.70%

Ann. -38.32% (Sharpe / Sortino numerator)

Volatility

20.88%

Sharpe ratio

-2.009

VaR 95%

-2.12%

CVaR 95%: -2.15%
Max drawdown: -7.74%
Sortino ratio: -3.468
Calmar ratio: -4.95

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

11.58%

Ann. -22.83% (Sharpe / Sortino numerator)

Volatility

17.55%

Sharpe ratio

-1.507

VaR 95%

-2.08%

CVaR 95%: -2.16%
Max drawdown: -12.62%
Sortino ratio: -2.443
Calmar ratio: -1.81

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

16.20%

Ann. -12.61% (Sharpe / Sortino numerator)

Volatility

16.94%

Sharpe ratio

-0.958

VaR 95%

-2.05%

CVaR 95%: -2.39%
Max drawdown: -13.82%
Sortino ratio: -1.354
Calmar ratio: -0.91

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

24.02%

Ann. 18.65% (Sharpe / Sortino numerator)

Volatility

21.45%

Sharpe ratio

0.700

VaR 95%

-1.88%

CVaR 95%: -3.07%
Max drawdown: -13.82%
Sortino ratio: 0.891
Calmar ratio: 1.35

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

44.69%

Ann. 11.83% (Sharpe / Sortino numerator)

Volatility

19.70%

Sharpe ratio

0.416

VaR 95%

-2.11%

CVaR 95%: -2.97%
Max drawdown: -21.60%
Sortino ratio: 0.523
Calmar ratio: 0.55

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

73.47%

Ann. 16.89% (Sharpe / Sortino numerator)

Volatility

17.68%

Sharpe ratio

0.750

VaR 95%

-1.72%

CVaR 95%: -2.65%
Max drawdown: -21.60%
Sortino ratio: 0.967
Calmar ratio: 0.78

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.092%

Best day

3.2%

08/04/2026
Worst day

-4.531%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $27.50 $27.71 $27.44 $27.69 30,400
20/07/2026 $27.38 $27.52 $27.24 $27.25 22,900
17/07/2026 $27.47 $27.47 $27.01 $27.25 15,900
16/07/2026 $27.89 $27.89 $27.46 $27.50 30,400
15/07/2026 $28.00 $28.05 $27.68 $27.89 29,400
14/07/2026 $28.00 $28.05 $27.80 $28.00 27,900
13/07/2026 $27.93 $27.93 $27.65 $27.67 37,400
10/07/2026 $28.00 $28.15 $27.93 $28.12 18,600
09/07/2026 $27.68 $28.05 $27.68 $28.00 21,000
08/07/2026 $27.57 $27.62 $27.27 $27.61 37,300