MRSK
Toews Agility Managed Risk ETF
CBOE S&P 500 BuyWrite TR USD
NAV as of
4 Week: 25.30 - 27.25
52 Week: 25.27 - 28.35
Latest Closing Price
27.25
Premium / Discount
0.16
Expense Ratio
0.98%
Investment Objective
The investment seeks to provide long-term growth of capital and income, while limiting risk. The adviser seeks to achieve the fund's investment objective by investing, in: equity and equity index futures, equity index options, options on equity index futures, options on exchange traded funds ("ETFs"), exchange traded funds ("ETFs") that invest primarily in common stocks, exchange traded funds ("ETFs") that invest primarily in fixed income securities, common stocks, fixed income securities and cash or cash equivalents.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 6.13 | 0.89 | 6.85 |
| 1 Day | 1.39 | 0.00 | 0.00 |
| 1 Week | 3.66 | 1.72 | 2.13 |
| 1 Month | 4.73 | 5.98 | 0.79 |
| 3 Months | 6.13 | 7.10 | 0.86 |
| 6 Months | 6.65 | 8.11 | 0.82 |
| 1 Year | -3.43 | 12.85 | -0.27 |
| 2 Years | -6.78 | 20.05 | -0.34 |
| 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 | 20.4465 | -11.8085 |
| 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 | 7.0000 | 79.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 14/12/2022 | 20/12/2022 | 0.2851 |
| 14/12/2021 | 20/12/2021 | 0.0370 |
| 14/12/2020 | 21/12/2020 | 0.0754 |
Portfolio Data
Total Number of Holdings: 7
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 58,451,473
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Vanguard S&P 500 ETF | 68.2276 | 105,900 | 0 | 39,277,251 |
| 2 | E-mini S&P 500 Future June 23 | 15.9464 | 45 | 0 | 9,180,000 |
| 3 | S&P500 Emini Optn Dec24p | 5.3624 | 245 | 0 | 3,087,000 |
| 4 | S&P Emini 3Rd Wk May23p | 0.0678 | 120 | 0 | 39,000 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 41.01 |
| Large | 29.38 |
| Medium | 13.45 |
| Small | 0.12 |
| 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*
17.9949
Price/Book*
3.3014
Price/Sales*
2.0205
Price/Cash Flow*
10.5641
Dividend Yield*
1.9441
Growth Measures
Long-Term Earnings
13.1257
Historical Earnings
16.6317
Sales Growth
11.4032
Cash-Flow Growth
8.0464
Book-Value Growth
4.6528
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 6.70 |
| Average Effective Maturity (Years)* | 8.58 |
| Average Credit Quality | 6.00 |
| Average Weighted Coupon* | 2.63 |
| Average Weighted Price* | 106.63 |
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 | 69.63 |
| AA | 2.97 |
| A | 11.70 |
| BBB | 15.14 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.01 |
| Not Rated | 0.56 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 6.59 |
| 3 to 5 Years | 5.39 |
| 5 to 7 Years | 3.71 |
| 7 to 10 Years | 3.44 |
| 10 to 15 Years | 1.51 |
| 15 to 20 Years | 2.01 |
| 20 to 30 Years | 10.83 |
| Over 30 Years | 0.60 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.00 |
| 91 to 182 Days | 0.01 |
| 183 to 364 Days | 0.23 |
Data Source: Morningstar
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(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.
