Description: The investment seeks to provide investment returns that correspond, before fees and expenses, to the performance of the Newfound/ReSolve Robust Equity Momentum Index. The fund employs a passive management investment approach designed to track the total return performance, before fees and expenses, of the Newfound/ReSolve Robust Equity Momentum Index. The index uses a quantitative, rules-based methodology to provide exposure to broad U.S. equity, international equity, and emerging market equity indices, to the extent that such equity indices are exhibiting positive momentum relative to U.S. Treasury market indices.
Exchange: BATS
Country: US
Currency: US Dollar ($)
Category: Allocation--70% to 85% Equity
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Bond | 62.43 | 0.00 | 62.43 |
| Stock non-US | 30.71 | 0.00 | 30.71 |
| Stock US | 6.40 | 0.00 | 6.40 |
| Cash | 0.40 | 0.01 | 0.39 |
| Other | 0.05 | 0.00 | 0.05 |
| NotClassified | 0.02 | 0.00 | 0.02 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Financial Services | 17.26 | 15.85 |
| Industrials | 14.76 | 10.96 |
| Healthcare | 13.17 | 13.82 |
| Consumer Cyclicals | 10.84 | 10.52 |
| Technology | 10.74 | 17.97 |
| Consumer Defensive | 9.30 | 6.76 |
| Basic Materials | 7.11 | 4.53 |
| Communication Services | 5.27 | 7.46 |
| Energy | 4.70 | 5.51 |
| Real Estate | 3.68 | 3.58 |
| Utilities | 3.17 | 3.03 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| Europe Developed | 39.65 | 9.48 |
| Japan | 18.80 | 2.86 |
| North America | 17.25 | 78.15 |
| United Kingdom | 12.47 | 2.99 |
| Australasia | 7.12 | 0.79 |
| Asia Developed | 3.69 | 2.08 |
| Africa/Middle East | 0.82 | 0.48 |
| Asia Emerging | 0.11 | 2.44 |
| Latin America | 0.07 | 0.67 |
| Europe Emerging | 0.01 | 0.06 |