Freedom 100 Emerging Markets ETF (FRDM) Total Returns
Growth of $10,000 chart
2021-06-02 to 2026-06-02 to
$
%
%
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Investment Performance
Final Value
$23,794
Total Return
137.94%
CAGR
18.93%
Dividends
$1,375.77
Yield on Cost
13.76%
Rolling Returns
1-Month (21 Trading Days)
| Average | +1.53% |
| Median | +1.47% |
| Best | +21.92% |
| Worst | -17.03% |
| % of Windows Positive | 61.1% |
1-Year (252 Trading Days)
| Average | +15.88% |
| Median | +13.22% |
| Best | +101.66% |
| Worst | -24.51% |
| % of Windows Positive | 75.5% |
3-Year (756 Trading Days)
| Average | +52.30% |
| Median | +36.02% |
| Best | +164.62% |
| Worst | -3.69% |
| % of Windows Positive | 99.6% |
Risk Metrics
| Maximum Drawdown | -29.25% |
| Average Drawdown | -7.13% |
| Drawdown Duration | 542 Trading Days |
| Sortino Ratio | 1.40 |
| Calmar Ratio | 0.65 |
| CVaR (5%) | -2.82% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +46.40% (+148.41% ann.) | +$4639.76 | $44.08 | $8.82 | $0.07 |
| 2025 | +60.39% | +$6039.01 | $358.18 | $71.64 | $0.57 |
| 2024 | +1.23% | +$122.87 | $253.47 | $50.69 | $0.42 |
| 2023 | +22.09% | +$2209.47 | $319.63 | $63.93 | $0.51 |
| 2022 | -14.94% | $1493.99 | $226.75 | $45.35 | $0.36 |
| 2021 | +5.67% | +$567.09 | $226.73 | $45.34 | $0.36 |
| 2020 | +16.59% | +$1659.28 | $128.96 | $25.78 | $0.20 |
| 2019 partial | +9.14% (+17.32% ann.) | +$914.09 | $115.37 | $23.08 | $0.19 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | June 14, 2019 – February 19, 2020 | +7.00% | +10.39% | +$700.03 | $115.37 | $23.08 | $0.19 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -36.29% | -99.42% | $3628.65 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +52.92% | +98.07% | +$5292.16 | $124.00 | $24.79 | $0.20 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +16.51% | +15.60% | +$1650.59 | $126.07 | $25.21 | $0.20 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -14.04% | -14.84% | $1403.95 | $153.65 | $30.73 | $0.25 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +29.48% | +14.95% | +$2947.59 | $740.71 | $148.15 | $1.19 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 2, 2026 | +121.76% | +59.63% | +$12176.42 | $515.28 | $103.05 | $0.83 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2019-06-17 | $0.0350 | 0.14% |
| 2019-09-16 | $0.1680 | 0.65% |
| 2019-12-30 | $0.0910 | 0.33% |
| 2020-06-15 | $0.1370 | 0.58% |
| 2020-09-14 | $0.0860 | 0.33% |
| 2020-12-30 | $0.1320 | 0.42% |
| 2021-06-14 | $0.0930 | 0.27% |
| 2021-09-13 | $0.1270 | 0.37% |
| 2021-12-30 | $0.5000 | 1.49% |
| 2022-12-29 | $0.7510 | 2.68% |
| 2023-03-29 | $0.0990 | 0.34% |
| 2023-06-28 | $0.2900 | 0.92% |
| 2023-09-27 | $0.2310 | 0.81% |
| 2023-12-20 | $0.2540 | 0.78% |
| 2024-03-26 | $0.0250 | 0.08% |
| 2024-06-27 | $0.4200 | 1.18% |
| 2024-09-27 | $0.1710 | 0.46% |
| 2024-12-30 | $0.2130 | 0.64% |
| 2025-03-28 | $0.2700 | 0.75% |
| 2025-06-27 | $0.3460 | 0.85% |
| 2025-09-29 | $0.2150 | 0.49% |
| 2025-12-23 | $0.3290 | 0.66% |
| 2026-03-30 | $0.2260 | 0.42% |
| Total | 23 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-02 to 2026-06-02. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-14 | $26.61 | $5.32 | $0.04 | 0.6101 |
| 2021-09-13 | $36.41 | $7.28 | $0.06 | 0.8462 |
| 2021-12-30 | $143.79 | $28.76 | $0.23 | 3.4496 |
| 2022-12-29 | $218.56 | $43.71 | $0.35 | 6.2997 |
| 2023-03-29 | $29.43 | $5.89 | $0.05 | 0.8068 |
| 2023-06-28 | $86.46 | $17.29 | $0.14 | 2.2253 |
| 2023-09-27 | $69.38 | $13.88 | $0.11 | 1.9820 |
| 2023-12-20 | $76.79 | $15.36 | $0.12 | 1.9232 |
| 2024-03-26 | $7.61 | $1.52 | $0.01 | 0.1827 |
| 2024-06-27 | $127.87 | $25.58 | $0.21 | 2.8945 |
| 2024-09-27 | $52.56 | $10.51 | $0.09 | 1.1384 |
| 2024-12-30 | $65.70 | $13.14 | $0.11 | 1.5965 |
| 2025-03-28 | $83.72 | $16.74 | $0.14 | 1.9022 |
| 2025-06-27 | $107.95 | $21.59 | $0.17 | 2.1471 |
| 2025-09-29 | $67.54 | $13.50 | $0.11 | 1.2233 |
| 2025-12-23 | $103.75 | $20.75 | $0.16 | 1.6554 |
| 2026-03-30 | $71.65 | $14.33 | $0.11 | 1.0937 |
| Total | $1375.77 | $275.15 | $2.21 | 31.9765 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.