SIZ:ARCA-QuantShares U.S. Market Neutral Size Fund

ETF | Market Neutral | NYSE Arca

Last Closing

USD 19.1943

Change

0.00 (0.00)%

Market Cap

USD 2.20M

Analyst Target

N/A
Analyst Rating

N/A

ducovest Verdict

Verdict

About

The investment seeks performance results that correspond to the price and yield performance, before fees and expenses, of the Dow Jones U.S. Thematic Market Neutral Size Index. The fund invests at least 80% of its net assets (plus borrowing for investment purposes) in common stock of the long position in the underlying index and sells short at least 80% of the short positions in the underlying index. As such, it identifies long and short securities positions of approximately equal dollar amounts. In choosing to track a market neutral index, the fund seeks to limit the effects of general market movements on the fund.

Inception Date: 07/09/2011

Primary Benchmark: DJ US Thematic Market Neut Size TR USD

Primary Index: BBgBarc US Agg Bond TR USD

Gross Expense Ratio: 11.78%

Management Expense Ratio: 1.71 %

Unadjusted Closing Price

Adjusted Closing Price

Assets

N/A

Top Sectors

N/A

Top Regions

N/A

Share Volume

Relative Performance (Total Returns)

Compare
Relative Returns (From:    To: 2019-01-12 )

Largest Industry Peers for Market Neutral

Symbol Name Mer Price(Change) Market Cap
MNA IQ Merger Arbitrage 0.76 %

N/A

USD 0.87B
BTAL AGFiQ U.S. Market Neutral Anti.. 0.00 %

N/A

USD 0.04B
QMN IQ Hedge Market Neutral Tracke.. 0.76 %

N/A

USD 0.02B
RALS ProShares RAFI Long Short 0.95 %

N/A

USD 0.01B
MOM AGFiQ U.S. Market Neutral Mome.. 1.88 %

N/A

USD 7.11M
QED IQ Hedge Event-Driven Tracker 0.76 %

N/A

USD 3.05M
CHEP AGFiQ U.S. Market Neutral Valu.. 1.12 %

N/A

USD 1.10M

ETFs Containing SIZ

N/A

Market Performance

  Market Performance vs. Industry/Classification (Market Neutral) Market Performance vs. Exchange (NYSE Arca)
  Value Sector Median Percentile Rank Grade Market Median Percentile Rank Grade
YTD  
Capital Gain 2.78% 75% C 30% F
Dividend Return N/A N/A N/A N/A N/A
Total Return 2.78% 75% C 30% F
Trailing 12 Months  
Capital Gain -3.93% 50% F 70% C-
Dividend Return N/A N/A N/A N/A N/A
Total Return -3.93% 25% F 59% F
Trailing 5 Years  
Capital Gain -24.61% 14% F 26% F
Dividend Return N/A N/A N/A N/A N/A
Total Return -24.61% 14% F 19% F
Average Annual (5 Year Horizon)  
Capital Gain -5.82% 13% F 16% F
Dividend Return -5.82% 13% F 11% F
Total Return N/A N/A N/A N/A N/A
Risk Return Profile  
Volatility (Standard Deviation) 5.09% 50% F 87% B+
Risk Adjusted Return -114.33% 13% F 2% F
Market Capitalization 2.20M 25% F 1% F

Annual Financials (USD)

Quarterly Financials (USD)

Analyst Rating

Target Price Action Rating Action Analyst Rating Price Date

This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.

What to like:

There is nothing we particularly like

What to not like:
Low market capitalization

This is among the smaller entities in its sectors with below median market capitalization. That may make it less stable in the long run unless it has a unique technology or market which can help it grow or get acquired in future.

Poor risk adjusted returns

This company is delivering below median risk adjusted returns in its peers. Even if it is outperforming on returns , the returns are unpredictable. Proceed with caution.

High volatility

The total returns for this company are volatile and above median for its sector over the past 5 years. Make sure you have the risk tolerance for investing in such stock.

Below median dividend returns

The company’s average income yield over the past 5 years has been low compared to its peers. However, it is not a problem if you are not looking for income.