DFNV
Donoghue Forlines Risk Managed Invtn ETF
FCF Risk Managed Quality Inno TR USD
NAV as of
4 Week: 22.41 - 23.12
52 Week: 21.03 - 27.40
Latest Closing Price
23.09
Premium / Discount
0.04
Expense Ratio
0.69%
Investment Objective
The investment seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the FCF Risk Managed Quality Innovation Index. To pursue its investment objective, the fund invests, under normal market circumstances, at least 80% of its net assets (plus any borrowings for investment purposes) in component securities of the index. The index is designed to track the performance of a strategy that seeks to provide risk-managed exposure to U.S. publicly traded companies with strong free cash flow and strong research and development ("R&D") investment.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 4.68 | 0.67 | 6.95 |
| 1 Day | 0.05 | 0.00 | 0.00 |
| 1 Week | 0.98 | 1.31 | 0.75 |
| 1 Month | 1.79 | 2.61 | 0.69 |
| 3 Months | 3.46 | 5.61 | 0.62 |
| 6 Months | 5.43 | 9.50 | 0.57 |
| 1 Year | -13.34 | 22.45 | -0.59 |
| 2 Years | -10.01 | 30.25 | -0.33 |
| 3 Years | 0.00 | 0.00 | 0.00 |
| 5 Years | 0.00 | 0.00 | 0.00 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 18.6406 | -24.0491 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 38.0000 | 8.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 27/12/2022 | 29/12/2022 | 0.2652 |
| 29/12/2021 | 02/01/2022 | 0.0552 |
Portfolio Data
Total Number of Holdings: 87
Number of Bond Holdings: 0
Number of Equity Holdings: 81
Total Market Value: 46,172,631
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Apple Inc | 3.8985 | 26,014 | 0 | 3,124,021 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 12.03 |
| Large | 16.89 |
| Medium | 20.15 |
| Small | 1.83 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
20.8552
Price/Book*
5.7317
Price/Sales*
3.9234
Price/Cash Flow*
13.6664
Dividend Yield*
1.0276
Growth Measures
Long-Term Earnings
11.9911
Historical Earnings
10.1123
Sales Growth
12.8270
Cash-Flow Growth
7.6274
Book-Value Growth
9.1673
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 1.88 |
| Average Effective Maturity (Years)* | 1.97 |
| Average Credit Quality | 2.00 |
| Average Weighted Coupon* | 2.18 |
| Average Weighted Price* | 96.43 |
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 |
|---|---|
| AAA | 99.95 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.05 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 47.67 |
| 3 to 5 Years | 0.01 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 1.10 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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