Liberty One Tactical Income ETF (LOTI) Performance
LOTI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +6.1% since Dec 31, 2025
- 1 year
- +5.6% total return
- Since first price
- +6.5% since 2025
LOTI trailing returns vs AGG, TLT, SPY
| Period | LOTI total return | Price only | U.S. bonds (AGG) | 20+ yr Treasuries (TLT) | S&P 500 (SPY) |
|---|---|---|---|---|---|
| 1 month | +3.3% | +3.1% | +0.9% | +1.5% | −1.0% |
| 3 months | +1.7% | +1.0% | −0.4% | −1.0% | +3.2% |
| 6 months | +2.7% | +1.3% | −1.5% | −3.8% | +7.8% |
| YTD | +6.1% | +4.0% | −1.0% | −3.4% | +12.3% |
| 1 year | +5.6% | +3.0% | −1.1% | −6.9% | +14.4% |
| Since inceptionSep 30, 2025 | +6.5% | +4.0% | — | — | — |
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: LOTI vs AGG
From Sep 30, 2025: LOTI grew to $10,655, AGG to $9,996.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
LOTI returns by calendar year
2026 is year to date.
LOTI annual returns table
| Year | LOTI | Largest drop | AGG | TLT | SPY |
|---|---|---|---|---|---|
| 2026YTD | +6.1% | −4.4% | −1.0% | −3.4% | +12.3% |
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.
LOTI risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +2.2% |
| Volatility (annualized) | 7.0% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.23 |
| Best month | +3.4% |
| Worst month | −3.2% |
| Best 12 months | +2.2% |
| Worst 12 months | +2.2% |
| Positive months | 58% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
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.
LOTI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 2 | +2.2% | +4.4% | +6.6% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
LOTI performance overview
Liberty One Tactical Income ETF (LOTI) returned +5.6% over the past year, with distributions reinvested. Since its first recorded price on Sep 30, 2025 it has returned +6.5%. Over the same year U.S. bonds (AGG) returned −1.1%.
Related: LOTI chart, LOTI holdings, LOTI dividends, LOTI bond profile. See the LOTI overview for the latest quote and fund facts.
LOTI performance FAQ
What is the LOTI return over the past year?
LOTI returned +5.6% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 3.0%.
How much would $10,000 invested in LOTI be worth?
$10,000 invested in LOTI at its first recorded close on September 30, 2025 would be worth about $10,655 on October 23, 2026 with distributions reinvested.
How volatile is LOTI?
Over the past history LOTI had an annualized volatility of 7.0% and a Sharpe ratio of -0.17 (excess return over 1–3 month T-bills per unit of risk).