Amplify Alternative Harvest ETF (MJ) Performance
MJ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −26.7% since Dec 31, 2025
- 1 year
- −34.9% total return
- 5 years
- −31.2% a year
- 10 years
- −21.3% a year
- Since first price
- −17.9% a year since 2015
MJ trailing returns vs SPY, QQQ, AGG
| Period | MJ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −21.0% | −21.0% | −1.0% | −5.0% | +0.9% |
| 3 months | −5.3% | −5.3% | +3.2% | +1.9% | −0.4% |
| 6 months | −16.9% | −16.9% | +7.8% | +8.4% | −1.5% |
| YTD | −26.7% | −26.7% | +12.3% | +15.1% | −1.0% |
| 1 year | −34.9% | −36.2% | +14.4% | +15.9% | −1.1% |
| 3 years | −30.0%−11.2%/yr | −38.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −84.5%−31.2%/yr | −87.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | −90.9%−21.3%/yr | −94.3% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionDec 3, 2015 | −88.3%−17.9%/yr | −92.9% | — | — | — |
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: MJ vs SPY
From Dec 3, 2015: MJ grew to $1,172, SPY to $44,213.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
MJ returns by calendar year
3 of 10 full years positive. Best 2017 (+39.5%), worst 2022 (−60.2%). 2026 is year to date.
MJ annual returns table
| Year | MJ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −26.7% | −32.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +13.1% | −43.1% | +17.7% | +20.8% | +7.2% |
| 2024 | −24.0% | −51.0% | +24.9% | +25.6% | +1.3% |
| 2023 | −21.5% | −42.7% | +26.2% | +54.9% | +5.7% |
| 2022 | −60.2% | −63.5% | −18.2% | −32.6% | −13.0% |
| 2021 | −21.7% | −66.4% | +28.7% | +27.4% | −1.8% |
| 2020 | −11.6% | −51.0% | +18.3% | +48.6% | +7.5% |
| 2019 | −28.5% | −57.6% | +31.2% | +39.0% | +8.5% |
| 2018 | −21.8% | −44.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +39.5% | −11.2% | +21.7% | +32.7% | +3.6% |
| 2016 | +15.3% | −17.0% | +12.0% | +7.1% | +2.4% |
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.
MJ largest drawdowns
Now 94.2% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 20, 2018 | −95.8% | Apr 8, 2025 | not yet | 6.5 years | 8.1 years so far |
| Jan 23, 2018 | −34.9% | Aug 14, 2018 | Sep 18, 2018 | 7 months | 8 months |
| Oct 25, 2016 | −17.0% | Dec 1, 2016 | Mar 20, 2017 | 37 days | 5 months |
| Dec 3, 2015 | −14.3% | Jan 27, 2016 | Mar 3, 2016 | 55 days | 3 months |
| Jan 8, 2018 | −12.6% | Jan 12, 2018 | Jan 23, 2018 | 4 days | 15 days |
| Sep 18, 2017 | −11.2% | Nov 15, 2017 | Dec 28, 2017 | 58 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
MJ risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | −13.6% | −29.6% | −19.8% | −16.7% |
| Volatility (annualized) | 65.7% | 57.0% | 51.6% | 50.4% |
| Sharpe ratio | -0.02 | -0.43 | -0.24 | -0.18 |
| Sortino ratio | -0.04 | -0.68 | -0.40 | -0.30 |
| Best month | +81.6% | +81.6% | +81.6% | +81.6% |
| Worst month | −22.6% | −25.2% | −25.2% | −25.2% |
| Best 12 months | +46.3% | +52.8% | +109.9% | +109.9% |
| Worst 12 months | −59.8% | −67.3% | −71.2% | −71.2% |
| Positive months | 36% | 37% | 42% | 43% |
| Beta vs S&P 500 | 0.70 | 1.15 | 1.37 | — |
| Correlation with S&P 500 | 0.13 | 0.32 | 0.41 | — |
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.
MJ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 119 | −71.2% | −8.8% | +109.9% | 47% |
| 3-year (a year) | 95 | −45.3% | −23.9% | +25.5% | 8% |
| 5-year (a year) | 71 | −36.7% | −30.0% | +4.9% | 6% |
| 10-year (a year) | 11 | −21.2% | −19.2% | −16.4% | 0% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
MJ performance overview
Amplify Alternative Harvest ETF (MJ) returned −34.9% over the past year and −21.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned −17.9% a year, turning $10,000 into about $1,172. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −95.8%, from Sep 20, 2018 to Apr 8, 2025; the fund has not yet regained that high. MJ finished 3 of its 10 full calendar years with a gain; the best year was 2017 (+39.5%) and the worst 2022 (−60.2%). Volatility has been 50.4% a year.
Related: MJ chart, MJ holdings, MJ dividends. See the MJ overview for the latest quote and fund facts.
MJ performance FAQ
What is the MJ return over the past year?
MJ returned −34.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 36.2%.
What is the average annual return of MJ?
MJ has returned −31.2% a year over 5 years, −21.3% a year over 10 years, −17.9% a year since December 3, 2015 (total return, distributions reinvested).
How much would $10,000 invested in MJ be worth?
$10,000 invested in MJ at its first recorded close on December 3, 2015 would be worth about $1,172 on October 23, 2026 with distributions reinvested.
What was the worst year for MJ?
The worst calendar year was 2022, with a total return of −60.2%. The best was 2017 at +39.5%.
What is the biggest drawdown of MJ?
The largest peak-to-trough decline was −95.8% between September 20, 2018 and April 8, 2025. It has not yet recovered to that high; it is 94.2% below its peak.
How volatile is MJ?
Over the past 3 years MJ had an annualized volatility of 65.7% and a Sharpe ratio of -0.02 (excess return over 1–3 month T-bills per unit of risk).