FFTI FormulaFolios Tactical Income ETF
Bloomberg US Agg Bond TR USD

NAV as of 30-Mar-2023

20.7300

4 Week: 20.31 - 20.89

52 Week: 19.95 - 22.27

Latest Closing Price

20.80

Premium / Discount

0.05

Expense Ratio

0.96%

Investment Objective

The investment seeks to provide income. The fund seeks to achieve its investment objective by investing through other exchange traded funds ("ETFs") in foreign and domestic fixed income securities. The fixed income securities in which the ETFs invest are U.S. Treasuries, investment grade U.S. bonds, high-yield U.S. bonds, U.S. aggregate bond, municipal bonds and international government bonds of any maturity and duration. The adviser uses its proprietary investment model to rank 5 major fixed income asset classes based on the strongest combination of yield spread and price momentum.

Main Fund Characteristics

Fund Manager:
FormulaFolioFunds
Asset Under Management:
85,114,500
Launch Date:
05/06/2017
Asset Class:
Fixed Income
Replication Method:
Not Applicable
Number of Holdings:
6
Trading Currency:
USD
Style:
Intermediate Term High Quality
Region/Sector/Strategy:
N.A / N.A / Multi Sector
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD2.280.405.63
1 Day0.450.000.00
1 Week-0.441.02-0.43
1 Month1.932.230.86
3 Months2.283.210.71
6 Months2.414.310.56
1 Year-6.806.47-1.05
2 Years-12.927.69-1.68
3 Years-9.088.99-1.01
5 Years-14.5013.28-1.09
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.0000-3.768010.97450.08930.8955-13.1920
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.000087.000035.000090.000075.000083.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
14/03/202319/03/20230.0452
15/02/202320/02/20230.0161
14/12/202220/12/20220.0836
14/11/202221/11/20220.0304
16/10/202220/10/20220.0326
11/08/202218/08/20220.0284
14/07/202220/07/20220.0253
14/06/202220/06/20220.0225
12/05/202219/05/20220.0293
13/04/202220/04/20220.0072

Portfolio Data

Total Number of Holdings: 6

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 85,114,500

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1iShares iBoxx $ High Yield Corp Bd ETF18.7748533,663046,428,681
2SPDR® Blmbg Barclays High Yield Bd ETF18.5843423,925045,957,709
3iShares 20+ Year Treasury Bond ETF11.6920208,445028,913,406
4iShares iBoxx $ Invmt Grade Corp Bd ETF11.1031216,386027,457,220
5iShares 7-10 Year Treasury Bond ETF11.0190244,256027,249,199
6Vanguard Interm-Term Corp Bd ETF10.8935295,934026,938,872
7VanEck Vectors High-Yield Municipal ETF5.5831215,358013,806,601
8iShares Preferred&Income Securities ETF5.3623354,657013,260,625
9Invesco Fundamental Hi Yld® Corp Bd ETF5.3467694,071013,222,053
10Us Dollars1.64114,058,26904,058,269

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant0.00
Large0.00
Medium0.00
Small0.01
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

8.3711

Price/Book*

1.5144

Price/Sales*

0.6436

Price/Cash Flow*

2.4913

Dividend Yield*

0.0762

Growth Measures

Long-Term Earnings

3.2800

Historical Earnings

29.5940

Sales Growth

80.5514

Cash-Flow Growth

94.4799

Book-Value Growth

-6.9328

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration5.60
Average Effective Maturity (Years)*7.05
Average Credit Quality1.00
Average Weighted Coupon*2.46
Average Weighted Price*91.84

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA84.99
AA1.45
A7.34
BBB7.32
BB0.00
B0.00
Below B0.00
Not Rated-1.10

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years28.41
3 to 5 Years6.56
5 to 7 Years4.86
7 to 10 Years21.88
10 to 15 Years1.87
15 to 20 Years2.68
20 to 30 Years13.10
Over 30 Years0.49
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.00
91 to 182 Days0.03
183 to 364 Days1.10

Data Source: Morningstar

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