The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the MSCI USA Select Value Momentum Blend Index. Under normal circumstances, the fund seeks to achieve its investment objective by investing at least 80% of its net assets in securities in the index. The index is designed to deliver exposure to equity securities of large- and mid-capitalization U.S. issuers that have higher exposure to value and momentum factors within the MSCI USA Index (the parent index) while also maintaining moderate index turnover and lower realized volatility than traditional capitalization weighted indexes.
Inception Date: 24/10/2017
Primary Benchmark: MSCI USA Select Value Mmtm Bld GR USD
Management Expense Ratio: 0.20 %
|WRB||W. R. Berkley Corporation||0.00 %|
|DYNC||Vistra Energy Corp||0.00 %|
|GJR||Strats Trust For Procter & Gambel Security CTF 2006-1||0.00 %|
|CCA:CA||Cogeco Communications Inc||0.00 %|
|ACGL||Arch Capital Group Ltd||0.00 %|
|EXC||Exelon Corporation||0.00 %|
|CINF||Cincinnati Financial Corporation||0.00 %|
|MLPE||C-Tracks ETNs on the Miller/Ho..||0.00 %||
|NRGD||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGO||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGU||MicroSectors U.S. Big Oil Inde..||0.00 %||
|NRGZ||MicroSectors U.S. Big Oil Inde..||0.00 %||
|AEF||Aberdeen Emerging Markets Equi..||0.00 %||
|AFFS||AmTrust Financial Services, In..||0.00 %||
|AFFT||Amtrust Financial Services Inc||0.00 %||
|AVEM||Avantis Emerging Markets Equit..||0.00 %||
|BCV||Bancroft Fund Ltd||0.00 %||
|Market Performance vs.
|Market Performance vs. Exchange|
|Value||Sector Median||Percentile Rank||Grade||Market Median||Percentile Rank||Grade|
|Trailing 12 Months|
|Trailing 5 Years|
|Average Annual (5 Year Horizon)|
|Risk Return Profile|
|Volatility (Standard Deviation)||3.41%||87%||B+||93%||A|
|Risk Adjusted Return||-48.52%||10%||F||10%||F|
|Letter Grade||Percentage||Letter Grade||Percentage||Letter Grade||Percentage|
|Target Price Action||Rating Action||Analyst||Rating||Price||Date|
This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
The stock’s annual returns have been stable and consistent compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile. Although stability is good, also keep in mind it can limit returns.
This company is delivering below median risk adjusted returns in its peers. Even if it is outperforming on returns , the returns are unpredictable. Proceed with caution.
The company has under performed its peers on annual average total returns in the past 5 years.
The company’s average income yield over the past 5 years has been low compared to its peers. However, it is not a problem if you are not looking for income.