Day Hagan Tactical Allocation C (DHACX)

10.37 -0.02  -0.19% Feb 18 USD
View Full Chart
Total Returns Chart

Key Stats

Net Asset Value 10.37
Turnover Ratio 233.0%
1 Year Fund Level Flows -8.948M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -0.86% 1.45% 79
3M 4.75% 5.57% 48
6M 9.50% 9.42% 31
YTD 1.47% 2.64% 69
1Y 7.13% 12.04% 79
3Y 2.69% 6.24% 86
5Y 1.38% 4.13% 90
10Y 3.20% 5.95% 85
15Y -- 4.65% --
20Y -- 4.28% --
As of Feb. 18, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 12.65% 12.65% 0.01%
Stock 72.75% 72.75% 0.00%
Bond 14.48% 14.48% 0.00%
Convertible 0.11% 0.11% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.01% 0.01% 0.00%
As of Sept. 30, 2019

Region Exposure

Americas 77.18%
North America 76.35%
Latin America 0.83%
Greater Europe 11.59%
United Kingdom 2.83%
Europe Developed 7.72%
Europe Emerging 0.43%
Africa/Middle East 0.60%
Greater Asia 11.22%
Japan 6.42%
Australasia 0.09%
Asia Developed 1.68%
Asia Emerging 3.04%
Market Classification
% Developed Markets 95.25%
% Emerging Markets 4.75%
As of Sept. 30, 2019. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.52%
Communication Services 4.73%
Consumer Cyclical 7.36%
Consumer Defensive 13.69%
Energy 12.79%
Financial Services 14.77%
Healthcare 17.85%
Industrials 5.15%
Real Estate 1.58%
Technology 18.54%
Utilities 1.02%
As of Sept. 30, 2019

Stock Market Capitalization

Giant 45.03%
Large 30.34%
Medium 14.94%
Small 8.95%
Micro 0.74%
As of Sept. 30, 2019

Stock Style Exposure

Large Cap Value 27.93%
Large Cap Blend 24.55%
Large Cap Growth 23.39%
Mid Cap Value 7.46%
Mid Cap Blend 4.23%
Mid Cap Growth 3.02%
Small Cap Value 3.72%
Small Cap Blend 2.94%
Small Cap Growth 2.77%
As of Sept. 30, 2019

DHACX Bond Exposure

Government 36.74%
Corporate 12.85%
Securitized 4.08%
Municipal 0.00%
Cash 46.33%
Derivative 0.00%
As of Sept. 30, 2019

DHACX Bond Credit Quality Exposure

AAA 73.60%
AA 3.67%
A 14.43%
BBB 8.30%
BB 0.00%
B 0.00%
Below B 0.00%
As of Sept. 30, 2019

DHACX Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.13%
91 to 182 Days 2.55%
183 to 364 Days 6.13%
1 to 3 Years 87.97%
3 to 5 Years 1.18%
5 to 7 Years 0.05%
7 to 10 Years 0.06%
10 to 15 Years 0.07%
15 to 20 Years 0.24%
20 to 30 Years 0.42%
Over 30 Years 1.20%
As of Sept. 30, 2019
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
XLV Health Care Select Sector SPDR® ETF 10.72% 104.08 +0.50%
XLC Communication Services Sel Sect SPDR®ETF 10.39% 57.59 +0.47%
SHY iShares 1-3 Year Treasury Bond ETF 10.36% 84.90 -0.04%
VGK Vanguard FTSE Europe ETF 8.73% 58.54 +0.57%
XLP Consumer Staples Select Sector SPDR® ETF 7.69% 64.57 +0.02%
FTSM First Trust Enhanced Short Maturity ETF 7.15% 60.19 +0.00%
XLF Financial Select Sector SPDR® ETF 5.87% 31.15 +0.81%
IEMG iShares Core MSCI Emerging Markets ETF 5.68% 53.03 +0.78%
EWJ iShares MSCI Japan ETF 5.51% 57.51 -0.12%
AMLP Alerian MLP ETF 5.44% 7.80 -0.38%
As of Sept. 30, 2019
Advertisement

Basic Info

Investment Strategy
The investment seeks long-term capital appreciation with current income as a secondary objective. The fund seeks to achieve its investment objectives by investing in a portfolio of exchange traded funds ("ETFs") selected using the Advisor's proprietary quantitative asset allocation models. The Advisor typically selects ETFs for the fund that invest across a broad range of global asset classes including, but not limited to U.S., emerging market and other international stocks; U.S. and international bonds, U.S. and international real estate, commodities and currencies.
General
Security Type Mutual Fund
Oldest Share Symbol DHAAX
Equity Style Large Cap/Blend
Fixed Income Style High Quality/Limited Sensitivity
Broad Asset Class Allocation
Broad Category Allocation
Category Name Tactical Allocation
Prospectus Objective Growth
Fund Owner Firm Name Day Hagan
Benchmark Index
MSCI ACWI NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Arthur Day 10.18 yrs
Donald Hagan 10.18 yrs

Share Classes

Symbol Share Class
DHAAX A
DHAIX Inst

Net Fund Flows

1M -517983.4
3M -763101.2
6M -2.215M
YTD -517983.4
1Y -8.948M
3Y -19.49M
5Y -42.93M
10Y -1.606M
As of Jan. 31, 2020

Risk Info

Beta (5Y) 0.6252
Historical Sharpe Ratio (10Y) 0.3491
Historical Sortino (All) 0.219
Daily Value at Risk (VaR) 1% (All) 1.88%
Monthly Value at Risk (VaR) 1% (All) 6.96%

Fundamentals

General
Dividend Yield TTM (2-18-20) 0.00%
30-Day SEC Yield --
7-Day SEC Yield --
Forecasted Dividend Yield 2.88%
Number of Holdings 16
Stock
Weighted Average PE Ratio 16.86
Weighted Average Price to Sales Ratio 1.403
Weighted Average Price to Book Ratio 2.165
Weighted Median ROE 20.46%
Weighted Median ROA 7.71%
Forecasted PE Ratio 15.50
Forecasted PS Ratio 1.294
Forecasted Price to Book Value 2.019
Number of Stock Holdings 0
Bond
Current Yield 2.18%
Yield to Maturity 1.78%
Effective Duration 1.374
Average Coupon 2.30%
Average Credit Score 5.00 (AA)
Average Price --
Number of Bond Holdings 0
As of Sept. 30, 2019

Comparables

Edit

Attributes

Purchase Details
Open to New Investors Yes
Open to Existing Investors Yes
Minimum Initial Investment 1000.00 USD
Minimum Subsequent Investment 50.00 USD
Fees
Actual 12B-1 Fee 1.00%
Actual Management Fee 1.00%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 10/30/2009
Termination Date
Last Annual Report Date 6/30/2019
Last Prospectus Date 11/1/2019
Attributes
Exchange Traded Share No
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
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.