MSMR
McElhenny Sheffield Managed Risk ETF
NAV as of
4 Week: 24.28 - 25.04
52 Week: 21.39 - 25.76
Latest Closing Price
24.28
Premium / Discount
-0.02
Expense Ratio
0.96%
Investment Objective
The investment seeks capital appreciation while managing downside risk. The fund is an actively managed exchange-traded fund (“ETF”) that employs proprietary trend-based and sector rotation strategies developed by the fund’s investment sub-adviser. Under normal market conditions, the fund invests approximately 100% of its assets in the underlying investments. The Sub-Adviser expects to generally allocate approximately 50% of the fund’s assets to each of the strategies below, although such allocations may vary over time in response to market movements. The fund is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 12.32 | 0.75 | 16.52 |
| 1 Day | -1.24 | 0.00 | 0.00 |
| 1 Week | -2.15 | 2.25 | -0.95 |
| 1 Month | -0.05 | 3.16 | -0.02 |
| 3 Months | -0.83 | 6.50 | -0.13 |
| 6 Months | 10.70 | 9.03 | 1.18 |
| 1 Year | 13.23 | 10.15 | 1.30 |
| 2 Years | 0.00 | 0.00 | 0.00 |
| 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 | 0.0000 | -11.9269 |
| 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 | 0.0000 | 25.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 28/03/2023 | 30/03/2023 | 0.0969 |
| 27/12/2022 | 29/12/2022 | 0.1411 |
| 28/12/2021 | 30/12/2021 | 0.0173 |
Portfolio Data
Total Number of Holdings: 7
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 40,574,008
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| N.A | |||||
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 50.74 |
| Large | 30.65 |
| Medium | 13.48 |
| Small | 2.98 |
| Micro | 1.31 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
22.9186
Price/Book*
4.3463
Price/Sales*
2.7324
Price/Cash Flow*
13.3227
Dividend Yield*
0.9728
Growth Measures
Long-Term Earnings
13.5976
Historical Earnings
9.0388
Sales Growth
9.4195
Cash-Flow Growth
0.4081
Book-Value Growth
6.3326
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 6.23 |
| Average Effective Maturity (Years)* | 7.87 |
| Average Credit Quality | 2.00 |
| Average Weighted Coupon* | 2.14 |
| Average Weighted Price* | 92.96 |
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 | 99.87 |
| AA | 0.00 |
| A | 0.00 |
| BBB | 0.00 |
| BB | 0.00 |
| B | 0.00 |
| Below B | 0.00 |
| Not Rated | 0.13 |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 10.00 |
| 3 to 5 Years | 5.55 |
| 5 to 7 Years | 6.58 |
| 7 to 10 Years | 2.53 |
| 10 to 15 Years | 0.31 |
| 15 to 20 Years | 1.30 |
| 20 to 30 Years | 4.55 |
| 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 | 0.01 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
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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.
