ALFA AlphaClone Alternative Alpha ETF
AlphaClone Hedge Fund Masters TR USD

NAV as of 16-May-2022

58.4881

4 Week: 55.32 - 68.37

52 Week: 55.32 - 89.71

Latest Closing Price

60.49

Premium / Discount

-0.12

Expense Ratio

0.65%

Investment Objective

The investment seeks to track the price and yield, before fees and expenses, of the AlphaClone Hedge Fund Masters Index. The fund uses a "passive management" approach to track the performance, before fees and expenses, of the index. The index utilizes a proprietary, quantitative Clone Score methodology developed by the fund's index provider, to replicate the five most heavily weighted U.S. equity securities from each of the ten hedge funds and institutional investors with the highest Clone Scores. At least 80% of the fund's total assets (exclusive of any collateral held from securities lending) will be invested in the component securities of the index.

Main Fund Characteristics

Fund Manager:
AlphaClone
Asset Under Management:
24,856,166
Launch Date:
30/05/2012
Asset Class:
Equity
Replication Method:
Physical-Full
Number of Holdings:
48
Trading Currency:
USD
Style:
Mid Growth
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-22.462.44-9.19
1 Day3.550.000.00
1 Week6.126.680.92
1 Month-9.8813.21-0.75
3 Months-10.7220.32-0.53
6 Months-31.3425.55-1.23
1 Year-16.2328.63-0.57
2 Years18.2740.140.46
3 Years17.6651.960.34
5 Years57.0758.020.98
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.000036.131912.3858-11.4603-5.951421.50970.238338.217131.45731.5520
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00001.000026.000099.000089.00006.000010.00009.000057.000097.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
29/12/201901/01/20200.0919
15/12/201418/12/20140.0043
16/12/201319/12/20130.0047
11/12/201220/12/20120.0603

Portfolio Data

Total Number of Holdings: 48

Number of Bond Holdings: 0

Number of Equity Holdings: 47

Total Market Value: 24,856,166

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Blueprint Medicines Corp3.10747,917-527791,383

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant13.20
Large19.04
Medium36.62
Small22.94
Micro7.87

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

12.7428

Price/Book*

2.0934

Price/Sales*

1.4061

Price/Cash Flow*

6.0765

Dividend Yield*

1.1005

Growth Measures

Long-Term Earnings

18.6199

Historical Earnings

63.0435

Sales Growth

12.8743

Cash-Flow Growth

29.4921

Book-Value Growth

13.7737

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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