Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) Performance
SSUS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +14.9% since Dec 31, 2025
- 1 year
- +15.8% total return
- 5 years
- +10.2% a year
- Since first price
- +13.3% a year since 2020
SSUS trailing returns vs SPY, QQQ, AGG
| Period | SSUS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.7% | −0.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +3.3% | +3.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +9.1% | +9.1% | +7.8% | +8.4% | −1.5% |
| YTD | +14.9% | +14.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +15.8% | +15.2% | +14.4% | +15.9% | −1.1% |
| 3 years | +70.7%+19.5%/yr | +66.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +62.6%+10.2%/yr | +57.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJan 17, 2020 | +132.8%+13.3%/yr | +123.8% | — | — | — |
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: SSUS vs SPY
From Jan 17, 2020: SSUS grew to $23,279, SPY to $25,179.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SSUS returns by calendar year
4 of 5 full years positive. Best 2021 (+28.0%), worst 2022 (−17.6%). 2026 is year to date.
SSUS annual returns table
| Year | SSUS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +14.9% | −9.0% | +12.3% | +15.1% | −1.0% |
| 2025 | +16.5% | −17.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +18.9% | −8.7% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.2% | −10.4% | +26.2% | +54.9% | +5.7% |
| 2022 | −17.6% | −23.4% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.0% | −4.7% | +28.7% | +27.4% | −1.8% |
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.
SSUS largest drawdowns
Now 2.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −23.8% | Mar 23, 2020 | Aug 3, 2020 | 33 days | 5 months |
| Jan 4, 2022 | −23.4% | Oct 14, 2022 | Feb 9, 2024 | 9 months | 2.1 years |
| Feb 19, 2025 | −17.6% | Apr 8, 2025 | Jun 24, 2025 | 48 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SSUS risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +18.9% | +11.6% | +14.1% |
| Volatility (annualized) | 12.2% | 14.0% | 14.8% |
| Sharpe ratio | 1.13 | 0.60 | 0.78 |
| Sortino ratio | 2.23 | 0.98 | 1.30 |
| Best month | +11.3% | +11.3% | +11.3% |
| Worst month | −5.4% | −8.1% | −8.5% |
| Best 12 months | +31.4% | +31.4% | +49.5% |
| Worst 12 months | +6.6% | −17.6% | −17.6% |
| Positive months | 64% | 58% | 61% |
| Beta vs S&P 500 | 0.94 | 0.86 | — |
| Correlation with S&P 500 | 0.96 | 0.96 | — |
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.
SSUS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 70 | −17.6% | +15.3% | +49.5% | 84% |
| 3-year (a year) | 46 | +5.0% | +11.9% | +19.7% | 100% |
| 5-year (a year) | 22 | +9.4% | +12.1% | +15.2% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
SSUS performance overview
Day Hagan/Ned Davis Research Smart Sector ETF (SSUS) returned +15.8% over the past year and +10.2% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +13.3% a year, turning $10,000 into about $23,279. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −23.8%, from Feb 19, 2020 to Mar 23, 2020, and it took 4 months to get back to the old high. SSUS finished 4 of its 5 full calendar years with a gain; the best year was 2021 (+28.0%) and the worst 2022 (−17.6%). Volatility has been 14.8% a year.
Related: SSUS chart, SSUS holdings, SSUS dividends. See the SSUS overview for the latest quote and fund facts.
SSUS performance FAQ
What is the SSUS return over the past year?
SSUS returned +15.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.2%.
What is the average annual return of SSUS?
SSUS has returned +10.2% a year over 5 years, +13.3% a year since January 17, 2020 (total return, distributions reinvested).
How much would $10,000 invested in SSUS be worth?
$10,000 invested in SSUS at its first recorded close on January 17, 2020 would be worth about $23,279 on October 23, 2026 with distributions reinvested.
What was the worst year for SSUS?
The worst calendar year was 2022, with a total return of −17.6%. The best was 2021 at +28.0%.
What is the biggest drawdown of SSUS?
The largest peak-to-trough decline was −23.8% between February 19, 2020 and March 23, 2020. It recovered to the old high on August 3, 2020, 4 months after the bottom.
How volatile is SSUS?
Over the past 3 years SSUS had an annualized volatility of 12.2% and a Sharpe ratio of 1.13 (excess return over 1–3 month T-bills per unit of risk).