FLAG-Forensic Accounting Long-Short ETF (FLAG)

24.17 -0.18  -0.75% NYSE Arca Mar 31, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 24.16
Discount or Premium to NAV 0.03%
Turnover Ratio 80.00%
1 Year Fund Level Flows -1.847M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -24.83% -25.60% -16.62% 99
3M -39.48% -39.76% -26.61% 99
6M -35.81% -35.95% -21.21% 100
YTD -39.48% -39.76% -26.61% 99
1Y -36.07% -36.07% -17.56% 100
3Y -13.10% -13.07% -2.14% 100
5Y -4.22% -4.21% 1.29% 99
10Y -- -- 6.71% --
15Y -- -- 5.04% --
20Y -- -- 5.23% --
As of March 31, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.00% 1.00% 0.00%
Stock 99.00% 140.2% 41.21%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 27, 2020

Region Exposure

Americas 100.0%
North America 100.0%
Latin America 0.00%
Greater Europe 0.00%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.00%
As of March 27, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.44%
Communication Services 6.42%
Consumer Cyclical 8.34%
Consumer Defensive 7.07%
Energy 3.66%
Financial Services 12.14%
Healthcare 18.73%
Industrials 11.31%
Real Estate 2.64%
Technology 21.08%
Utilities 4.17%
As of March 27, 2020

Stock Market Capitalization

Giant 11.28%
Large 21.38%
Medium 54.50%
Small 12.84%
Micro 0.00%
As of March 27, 2020

Stock Style Exposure

Large Cap Value 25.64%
Large Cap Blend 6.04%
Large Cap Growth 0.98%
Mid Cap Value 39.56%
Mid Cap Blend 14.93%
Mid Cap Growth 0.00%
Small Cap Value 8.87%
Small Cap Blend 3.97%
Small Cap Growth 0.00%
As of March 27, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
LM Legg Mason Inc 2.25% 48.98 +0.27%
MRNA Moderna Inc -1.93% 29.55 -1.34%
GILD Gilead Sciences Inc 1.85% 72.70 -2.76%
RNG RingCentral Inc Class A -1.78% 210.60 -0.62%
KR The Kroger Co 1.70% 30.85 +2.42%
BIIB Biogen Inc 1.66% 293.50 -7.23%
DVA DaVita Inc 1.64% 73.00 -4.02%
ABC AmerisourceBergen Corp 1.61% 86.06 -2.76%
LDOS Leidos Holdings Inc 1.59% 87.26 -4.79%
MCK McKesson Corp 1.51% 133.24 -1.49%
As of March 27, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the FLAGLSX-Forensic Accounting Long-Short Index. The fund will normally invest at least 80% of its total assets in securities of the index. The index seeks to provide enhanced exposure to U.S. equities by offering a long/short portfolio selected from the 1000 largest U.S. companies by market capitalization, while providing additional return potential through the careful and systematic selection and shorting of stocks based on forensic accounting analysis.
General
Security Type Exchange-Traded Fund
Equity Style Mid Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Value
Prospectus Objective Growth and Income
Fund Owner Firm Name weatherstorm
Benchmark Index
FLAGLSX-Forensic Accounting LS TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Denise Krisko 4.67 yrs

Net Fund Flows

1M -391.33
3M -845.18
6M -1.847M
YTD -845.18
1Y -1.847M
3Y -6.085M
5Y -12.25M
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 1.306
Max Drawdown (All) 53.25%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.1135
30-Day Rolling Volatility 86.91%
Daily Value at Risk (VaR) 1% (All) 3.44%
Monthly Value at Risk (VaR) 1% (All) 18.45%

Fundamentals

Dividend Yield TTM (3-31-20) 3.30%
30-Day SEC Yield (3-25-20) 2.54%
7-Day SEC Yield --
Weighted Average PE Ratio 12.82
Weighted Average Price to Sales Ratio 0.5708
Weighted Average Price to Book Ratio 1.519
Weighted Median ROE 15.61%
Weighted Median ROA 5.11%
Forecasted Dividend Yield 3.25%
Forecasted PE Ratio 10.71
Forecasted Price to Sales Ratio 0.5252
Forecasted Price to Book Ratio 1.463
Number of Holdings 182
As of March 30, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.05%
Forecasted Book Value Growth 0.74%
Forecasted Cash Flow Growth 6.03%
Forecasted Earnings Growth 5.15%
Forecasted Revenue Growth 5.46%
As of March 30, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 1/30/2013
Termination Date
Last Annual Report Date 11/30/2019
Last Prospectus Date 4/1/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.