ATAC Credit Rotation ETF (JOJO) Performance
JOJO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −1.5% since Dec 31, 2025
- 1 year
- −1.6% total return
- 5 years
- −1.3% a year
- Since first price
- −1.3% a year since 2021
JOJO trailing returns vs AGG, TLT, SPY
| Period | JOJO total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +0.2% | −0.3% | +0.9% | +1.5% | −1.0% |
| 3 months | −1.6% | −3.0% | −0.4% | −1.0% | +3.2% |
| 6 months | −3.6% | −6.3% | −1.5% | −3.8% | +7.8% |
| YTD | −1.5% | −5.4% | −1.0% | −3.4% | +12.3% |
| 1 year | −1.6% | −6.6% | −1.1% | −6.9% | +14.4% |
| 3 years | +24.5%+7.6%/yr | +7.2% | +16.6%+5.2%/yr | +9.7%+3.1%/yr | +87.4%+23.3%/yr |
| 5 years | −6.3%−1.3%/yr | −25.8% | −0.8%−0.2%/yr | −32.5%−7.6%/yr | +79.3%+12.4%/yr |
| Since inceptionJul 16, 2021 | −6.5%−1.3%/yr | −26.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: JOJO vs AGG
From Jul 16, 2021: JOJO grew to $9,352, AGG to $9,811.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
JOJO returns by calendar year
3 of 4 full years positive. Best 2025 (+10.5%), worst 2022 (−22.0%). 2026 is year to date.
JOJO annual returns table
| Year | JOJO | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | −1.5% | −8.2% | −1.0% | −3.4% | +12.3% |
| 2025 | +10.5% | −6.5% | +7.2% | +4.3% | +17.7% |
| 2024 | +2.7% | −8.5% | +1.3% | −8.1% | +24.9% |
| 2023 | +7.6% | −11.2% | +5.7% | +2.8% | +26.2% |
| 2022 | −22.0% | −24.6% | −13.0% | −31.2% | −18.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
JOJO largest drawdowns
Now 9.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 5, 2021 | −28.4% | Sep 27, 2022 | not yet | 11 months | 5.0 years so far |
Declines from a closing high (distributions reinvested) of 5% or more. Underwater = time from the peak until the old high was regained.
JOJO risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +6.8% | −1.7% | −1.7% |
| Volatility (annualized) | 9.0% | 11.2% | 11.0% |
| Sharpe ratio | 0.29 | -0.43 | -0.42 |
| Sortino ratio | 0.43 | -0.54 | -0.53 |
| Best month | +6.7% | +6.7% | +6.7% |
| Worst month | −5.8% | −7.5% | −7.5% |
| Best 12 months | +14.0% | +14.0% | +14.0% |
| Worst 12 months | −0.6% | −25.6% | −25.6% |
| Positive months | 64% | 53% | 53% |
| Beta vs S&P 500 | 0.44 | 0.51 | — |
| Correlation with S&P 500 | 0.60 | 0.71 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
JOJO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 52 | −25.6% | +2.8% | +14.0% | 60% |
| 3-year (a year) | 28 | −6.9% | +4.5% | +7.7% | 68% |
| 5-year (a year) | 4 | −1.8% | −1.5% | −1.2% | 0% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
JOJO performance overview
ATAC Credit Rotation ETF (JOJO) returned −1.6% over the past year and −1.3% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned −1.3% a year, turning $10,000 into about $9,352. Over the same year U.S. bonds (AGG) returned −1.1%.
The deepest decline was −28.4%, from Nov 5, 2021 to Sep 27, 2022; the fund has not yet regained that high. JOJO finished 3 of its 4 full calendar years with a gain; the best year was 2025 (+10.5%) and the worst 2022 (−22.0%). Volatility has been 11.0% a year.
Related: JOJO chart, JOJO dividends, JOJO bond profile. See the JOJO overview for the latest quote and fund facts.
JOJO performance FAQ
What is the JOJO return over the past year?
JOJO returned −1.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 6.6%.
What is the average annual return of JOJO?
JOJO has returned −1.3% a year over 5 years, −1.3% a year since July 16, 2021 (total return, distributions reinvested).
How much would $10,000 invested in JOJO be worth?
$10,000 invested in JOJO at its first recorded close on July 16, 2021 would be worth about $9,352 on October 23, 2026 with distributions reinvested.
What was the worst year for JOJO?
The worst calendar year was 2022, with a total return of −22.0%. The best was 2025 at +10.5%.
What is the biggest drawdown of JOJO?
The largest peak-to-trough decline was −28.4% between November 5, 2021 and September 27, 2022. It has not yet recovered to that high; it is 9.4% below its peak.
How volatile is JOJO?
Over the past 3 years JOJO had an annualized volatility of 9.0% and a Sharpe ratio of 0.29 (excess return over 1–3 month T-bills per unit of risk).