ALFA
AlphaClone Alternative Alpha ETF
AlphaClone Hedge Fund Masters TR USD
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | -22.46 | 2.44 | -9.19 |
| 1 Day | 3.55 | 0.00 | 0.00 |
| 1 Week | 6.12 | 6.68 | 0.92 |
| 1 Month | -9.88 | 13.21 | -0.75 |
| 3 Months | -10.72 | 20.32 | -0.53 |
| 6 Months | -31.34 | 25.55 | -1.23 |
| 1 Year | -16.23 | 28.63 | -0.57 |
| 2 Years | 18.27 | 40.14 | 0.46 |
| 3 Years | 17.66 | 51.96 | 0.34 |
| 5 Years | 57.07 | 58.02 | 0.98 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
| Price (%) | 0.0000 | 36.1319 | 12.3858 | -11.4603 | -5.9514 | 21.5097 | 0.2383 | 38.2171 | 31.4573 | 1.5520 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 1.0000 | 26.0000 | 99.0000 | 89.0000 | 6.0000 | 10.0000 | 9.0000 | 57.0000 | 97.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 29/12/2019 | 01/01/2020 | 0.0919 |
| 15/12/2014 | 18/12/2014 | 0.0043 |
| 16/12/2013 | 19/12/2013 | 0.0047 |
| 11/12/2012 | 20/12/2012 | 0.0603 |
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 | ||
|---|---|---|---|---|---|
| 1 | Blueprint Medicines Corp | 3.1074 | 7,917 | -527 | 791,383 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 13.20 |
| Large | 19.04 |
| Medium | 36.62 |
| Small | 22.94 |
| Micro | 7.87 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
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
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
