FFTI FormulaFolios Tactical Income ETF
Bloomberg US Agg Bond TR USD

NAV as of 25-May-2022

21.7200

4 Week: 21.33 - 21.71

52 Week: 21.33 - 24.37

Latest Closing Price

21.71

Premium / Discount

-0.09

Expense Ratio

0.93%

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 will 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:
127,222,100
Launch Date:
05/06/2017
Asset Class:
Fixed Income
Replication Method:
Not Applicable
Number of Holdings:
7
Trading Currency:
USD
Style:
Small Growth
Region/Sector/Strategy:
N.A / N.A / Multi Sector
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD-9.130.41-22.29
1 Day0.020.000.00
1 Week1.000.781.28
1 Month-0.091.82-0.05
3 Months-5.243.56-1.47
6 Months-8.424.24-1.98
1 Year-9.564.77-2.00
2 Years-8.306.07-1.37
3 Years-9.6911.27-0.86
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 0.00000.00000.00000.00000.00000.0000-3.768010.97450.08930.8955
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.000087.000035.000090.000075.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
12/05/202219/05/20220.0293
13/04/202220/04/20220.0072
14/03/202220/03/20220.1107
14/12/202120/12/20210.1238
14/11/202118/11/20210.0557
14/10/202120/10/20210.0586
14/09/202120/09/20210.0622
12/08/202118/08/20210.0513
14/07/202120/07/20210.0564
14/06/202120/06/20210.0624

Portfolio Data

Total Number of Holdings: 7

Number of Bond Holdings: 0

Number of Equity Holdings: 0

Total Market Value: 127,222,100

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*

8.1662

Price/Book*

1.4791

Price/Sales*

0.6260

Price/Cash Flow*

2.4628

Dividend Yield*

0.0000

Growth Measures

Long-Term Earnings

0.0000

Historical Earnings

29.5929

Sales Growth

107.8622

Cash-Flow Growth

250.3441

Book-Value Growth

15.3811

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

Bond Statitics

DetailValue
Average Effective Duration5.67
Average Effective Maturity (Years)*7.72
Average Credit Quality7.00
Average Weighted Coupon*2.42
Average Weighted Price*95.61

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
AAA66.75
AA2.82
A10.89
BBB15.95
BB1.94
B0.88
Below B0.19
Not Rated0.58

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years34.10
3 to 5 Years11.99
5 to 7 Years9.20
7 to 10 Years9.14
10 to 15 Years4.18
15 to 20 Years4.73
20 to 30 Years19.03
Over 30 Years3.11
1 to 7 Days0.00
8 to 30 Days0.27
31 to 90 Days0.07
91 to 182 Days0.59
183 to 364 Days0.79

Data Source: Morningstar

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