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Values as of: 2019-07-15
Values as of: 2019-07-15
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.
Company Website : www.quant-shares.com
Currency: USD
Country : USA
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 %
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| Symbol | Company Name | Allocation |
|---|---|---|
| ASXC | Asensus Surgical Inc | 0.32 % |
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| Symbol | Name | Mer | Price(Change) | Market Cap |
|---|---|---|---|---|
| SOJE | SOJE | 0.00 % |
-0.65 (-3.34%) |
USD 65.72B |
| JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
-0.51 (-0.91%) |
USD 32.78B |
| LCR | Leuthold Core ETF | 0.00 % |
-0.23 (-0.68%) |
USD 32.52B |
| DTB | DTB | 0.00 % |
-0.64 (-3.29%) |
USD 26.58B |
| DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
-0.34 (-1.10%) |
USD 26.11B |
| JPST | JPMorgan Ultra-Short Income ET.. | 0.00 % |
+0.01 (+0.02%) |
USD 22.47B |
| SGOV | iShares® 0-3 Month Treasury B.. | 0.00 % |
+0.02 (+0.02%) |
USD 18.58B |
| TSPA | T. Rowe Price US Equity Resear.. | 0.00 % |
-0.36 (-1.11%) |
USD 16.23B |
| DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
-0.28 (-0.72%) |
USD 10.15B |
| AVUV | Avantis® U.S. Small Cap Value.. | 0.00 % |
-0.69 (-0.78%) |
USD 10.05B |
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| Market Performance vs. Industry/Classification (Others) | Market Performance vs. Exchange (NYSE Arca) | ||||||
| Value | Sector Median | Percentile Rank | Grade | Market Median | Percentile Rank | Grade | |
| YTD | |||||||
| Capital Gain | -5.16% | 7% | C- | 13% | F | ||
| Dividend Return | N/A | N/A | N/A | N/A | F | ||
| Total Return | -5.16% | 7% | C- | 12% | F | ||
| Trailing 12 Months | |||||||
| Capital Gain | -13.36% | 11% | F | 25% | F | ||
| Dividend Return | N/A | N/A | N/A | N/A | F | ||
| Total Return | -13.36% | 10% | F | 22% | F | ||
| Trailing 5 Years | |||||||
| Capital Gain | -29.47% | 19% | F | 25% | F | ||
| Dividend Return | N/A | N/A | N/A | N/A | F | ||
| Total Return | -29.47% | 16% | F | 20% | F | ||
| Average Annual (5 Year Horizon) | |||||||
| Capital Gain | -5.69% | 13% | F | 25% | F | ||
| Dividend Return | -5.69% | 13% | F | 22% | F | ||
| Total Return | N/A | N/A | N/A | N/A | F | ||
| Risk Return Profile | |||||||
| Volatility (Standard Deviation) | 5.23% | 50% | F | 95% | A | ||
| Risk Adjusted Return | -108.69% | 13% | F | 3% | F | ||
| Market Capitalization | 2.20M | 3% | F | 1% | F | ||
| 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.
The company had positive total cash flow in the most recent four quarters.
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.
The stock is trading high compared to its peers on a price to earning basis and is above the sector median.
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.
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.
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.
