ClearShares OCIO ETF (OCIO)

27.73 +0.10  +0.36% NYSE Arca Nov 15, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 27.76
Discount or Premium to NAV -0.09%
Turnover Ratio 28.00%
1 Year Fund Level Flows -9.309M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.25% 2.35% 2.38% 56
3M 5.65% 5.82% 5.39% 38
6M 6.47% 6.46% 6.11% 46
YTD 15.60% 15.49% 16.30% 70
1Y 8.50% 10.35% 11.13% 70
3Y -- -- 8.32% --
5Y -- -- 5.77% --
10Y -- -- 7.81% --
15Y -- -- 6.21% --
20Y -- -- 5.85% --
As of Nov. 15, 2019. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 5.76% 6.16% 0.40%
Stock 62.50% 62.50% 0.00%
Bond 31.37% 31.37% 0.00%
Convertible 0.33% 0.33% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.04% 0.04% 0.00%
As of Nov. 13, 2019

Region Exposure

Americas 73.71%
North America 72.30%
Latin America 1.41%
Greater Europe 12.84%
United Kingdom 3.30%
Europe Developed 7.92%
Europe Emerging 0.60%
Africa/Middle East 1.02%
Greater Asia 13.08%
Japan 4.33%
Australasia 1.32%
Asia Developed 2.66%
Asia Emerging 4.76%
Market Classification
% Developed Markets 92.16%
% Emerging Markets 7.84%
As of Nov. 13, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.32%
Communication Services 8.78%
Consumer Cyclical 10.22%
Consumer Defensive 8.63%
Energy 5.27%
Financial Services 17.66%
Healthcare 11.53%
Industrials 10.93%
Real Estate 4.12%
Technology 14.85%
Utilities 3.68%
As of Nov. 14, 2019

Stock Market Capitalization

Giant 47.84%
Large 33.41%
Medium 15.81%
Small 2.62%
Micro 0.32%
As of Nov. 14, 2019

Stock Style Exposure

Large Cap Value 27.13%
Large Cap Blend 29.70%
Large Cap Growth 24.63%
Mid Cap Value 5.83%
Mid Cap Blend 5.53%
Mid Cap Growth 4.32%
Small Cap Value 1.15%
Small Cap Blend 0.90%
Small Cap Growth 0.80%
As of Nov. 14, 2019

OCIO Bond Exposure

Government 31.85%
Corporate 39.59%
Securitized 11.97%
Municipal 0.33%
Cash 16.27%
Derivative 0.00%
As of Nov. 14, 2019

OCIO Bond Credit Quality Exposure

AAA 50.68%
AA 5.77%
A 19.28%
BBB 23.38%
BB 0.40%
B 0.36%
Below B 0.10%
As of Oct. 31, 2019

OCIO Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.05%
183 to 364 Days 0.83%
1 to 3 Years 33.85%
3 to 5 Years 17.75%
5 to 7 Years 12.61%
7 to 10 Years 11.58%
10 to 15 Years 2.22%
15 to 20 Years 1.92%
20 to 30 Years 18.42%
Over 30 Years 0.78%
As of Nov. 13, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
VTI Vanguard Total Stock Market ETF 4.79% 158.57 +0.01%
VTV Vanguard Value ETF 4.76% 117.01 +0.03%
IVV iShares Core S&P 500 ETF 4.72% 313.66 +0.02%
VOO Vanguard S&P 500 ETF 4.71% 286.47 +0.01%
VWO Vanguard FTSE Emerging Markets ETF 4.68% 42.34 +0.14%
VEA Vanguard FTSE Developed Markets ETF 4.65% 43.18 +0.14%
AGG iShares Core US Aggregate Bond ETF 4.49% 112.62 +0.19%
BND Vanguard Total Bond Market ETF 4.49% 84.00 +0.18%
VEU Vanguard FTSE All-Wld ex-US ETF 4.46% 52.45 +0.08%
VUG Vanguard Growth ETF 4.45% 175.28 +0.03%
As of Nov. 14, 2019
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Basic Info

Investment Strategy
The investment seeks to outperform a traditional 60/40 mix of global equity and fixed-income investments. The fund is expected to typically invest approximately 40% to 70% of its total assets in underlying funds that principally invest in equity securities of any market capitalization. It is expected to typically invest approximately 20% to 50% of its total assets in underlying funds that principally invest in debt obligations.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style Medium Quality/Moderate Sensitivity
Broad Asset Class Allocation
Broad Category Allocation
Category Name Allocation--50% to 70% Equity
Prospectus Objective Growth and Income
Fund Owner Firm Name ClearShares
Benchmark Index
BBgBarc US Agg Bond TR USD 40.00%
MSCI ACWI NR USD 60.00%
Reports
One Page Report Download

Manager Info

Name Tenure
Eric Blasberg 2.27 yrs
Jonathan Chesshire 2.27 yrs
Mark Hong 2.27 yrs

Net Fund Flows

1M 410.92
3M -8.004M
6M -8.004M
YTD -9.309M
1Y -9.309M
3Y --
5Y --
10Y --
As of Oct. 31, 2019

Risk Info

Beta (5Y) --
Max Drawdown (All) 14.37%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.5597
30-Day Rolling Volatility 4.76%
Daily Value at Risk (VaR) 1% (All) 1.62%
Monthly Value at Risk (VaR) 1% (All) 6.90%

Fundamentals

General
Dividend Yield TTM (11-15-19) 1.12%
30-Day SEC Yield (10-31-19) 2.11%
7-Day SEC Yield --
Forecasted Dividend Yield 2.59%
Number of Holdings 26
Stock
Weighted Average PE Ratio 18.01
Weighted Average Price to Sales Ratio 1.587
Weighted Average Price to Book Ratio 2.223
Weighted Median ROE 21.10%
Weighted Median ROA 7.43%
Forecasted PE Ratio 16.47
Forecasted PS Ratio 1.523
Forecasted Price to Book Value 2.152
Number of Stock Holdings 0
Bond
Current Yield 2.92%
Yield to Maturity 2.25%
Effective Duration 4.666
Average Coupon 3.20%
Average Credit Score 7.00 (A)
Average Price 105.09
Number of Bond Holdings 0
As of Nov. 13, 2019

Comparables

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Attributes

Key Dates
Inception Date 6/26/2017
Termination Date
Last Annual Report Date 5/31/2019
Last Prospectus Date 9/30/2019
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 No
Inverse Fund No
Leveraged Fund No
Fund of Funds Yes
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
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