Vesper US Large Cap S-T Rvrsl Stgy ETF (UTRN)

25.00 -0.60  -2.33% NYSE Arca Feb 25, 14:32 Delayed 2m USD
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Key Stats

Net Asset Value 25.59
Discount or Premium to NAV 0.03%
Turnover Ratio 4.26K%
1 Year Fund Level Flows 48.62M
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    Time (ET)

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -3.37% -3.54% 0.36% 98
3M -0.47% -0.38% 6.95% 100
6M 9.71% 9.62% 13.37% 98
YTD -5.30% -5.40% 2.86% 100
1Y 9.48% 9.57% 19.24% 95
3Y -- -- 12.24% --
5Y -- -- 9.79% --
10Y -- -- 12.36% --
15Y -- -- 8.38% --
20Y -- -- 6.43% --
As of Feb. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash -0.10% 0.00% 0.10%
Stock 100.1% 100.1% 0.00%
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 Feb. 21, 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 4.02%
As of Feb. 21, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.01%
Communication Services 0.00%
Consumer Cyclical 7.99%
Consumer Defensive 8.05%
Energy 15.93%
Financial Services 31.61%
Healthcare 20.32%
Industrials 7.99%
Real Estate 0.00%
Technology 0.00%
Utilities 4.08%
As of Feb. 21, 2020

Stock Market Capitalization

Giant 28.08%
Large 55.83%
Medium 16.09%
Small 0.00%
Micro 0.00%
As of Feb. 21, 2020

Stock Style Exposure

Large Cap Value 55.98%
Large Cap Blend 23.94%
Large Cap Growth 4.00%
Mid Cap Value 8.01%
Mid Cap Blend 8.07%
Mid Cap Growth 0.00%
Small Cap Value 0.00%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Feb. 21, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
GILD Gilead Sciences Inc 4.18% 69.09 -5.23%
EIX Edison International 4.09% 75.06 -1.65%
PSX Phillips 66 4.08% 83.06 -4.04%
LLY Eli Lilly and Co 4.07% 134.75 -2.46%
ADS Alliance Data Systems Corp 4.07% 94.30 -4.48%
JNJ Johnson & Johnson 4.06% 143.90 -1.38%
UTX United Technologies Corp 4.06% 138.76 -5.33%
DRI Darden Restaurants Inc 4.05% 112.36 -4.69%
CLX Clorox Co 4.03% 166.77 -0.25%
BMY Bristol-Myers Squibb Company 4.03% 61.80 -3.39%
As of Feb. 21, 2020
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Basic Info

Investment Strategy
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the Vesper U.S. Large Cap Short-Term Reversal Index (the "index"). The fund will normally invest at least 80% of its total assets in securities of the index. The index is designed to measure the performance of a portfolio of 25 stocks selected from the S&P 500 that Vesper Capital Management, LLC believes will most likely benefit from the "short-term reversal" effect, as determined by applying a proprietary algorithm ("Chow's Ratio" or "Algorithm").
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Large Blend
Prospectus Objective Growth and Income
Fund Owner Firm Name Exchange Traded Concepts
Benchmark Index
Vesper US LC S-T Rvrsl TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Andrew Serowik 1.28 yrs
Travis Trampe 1.28 yrs

Net Fund Flows

1M 6.769M
3M 20.48M
6M 25.57M
YTD 6.769M
1Y 48.62M
3Y --
5Y --
10Y --
As of Jan. 31, 2020

Risk Info

Beta (5Y) --
Max Drawdown (All) 18.87%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.8415
30-Day Rolling Volatility 16.44%
Daily Value at Risk (VaR) 1% (All) 2.47%
Monthly Value at Risk (VaR) 1% (All) 8.41%

Fundamentals

Dividend Yield TTM (2-25-20) 3.40%
30-Day SEC Yield (1-31-20) 1.57%
7-Day SEC Yield --
Weighted Average PE Ratio 14.68
Weighted Average Price to Sales Ratio 1.315
Weighted Average Price to Book Ratio 1.891
Weighted Median ROE 18.87%
Weighted Median ROA 4.52%
Forecasted Dividend Yield 3.23%
Forecasted PE Ratio 12.84
Forecasted Price to Sales Ratio 1.232
Forecasted Price to Book Ratio 1.828
Number of Holdings 26
As of Feb. 21, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.96%
Forecasted Book Value Growth 5.28%
Forecasted Cash Flow Growth 0.00%
Forecasted Earnings Growth 7.76%
Forecasted Revenue Growth 4.58%
As of Feb. 21, 2020

Comparables

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Attributes

Key Dates
Inception Date 9/20/2018
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 1/1/2020
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
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