MSMR
McElhenny Sheffield Managed Risk ETF
NAV as of
4 Week: 26.54 - 27.79
52 Week: 21.58 - 27.85
Latest Closing Price
26.64
Premium / Discount
0.38
Expense Ratio
0.97%
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, 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 | 4.88 | 0.74 | 6.60 |
1 Day | 0.20 | 0.00 | 0.00 |
1 Week | -0.18 | 0.86 | -0.21 |
1 Month | -3.12 | 3.21 | -0.97 |
3 Months | 1.87 | 5.99 | 0.31 |
6 Months | 12.85 | 7.49 | 1.72 |
1 Year | 24.61 | 11.60 | 2.12 |
2 Years | 18.47 | 13.75 | 1.34 |
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
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | -11.9269 | 18.5207 |
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 | 25.0000 | 11.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
25/03/2024 | 27/03/2024 | 0.0115 |
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: 6
Number of Bond Holdings: 0
Number of Equity Holdings: 0
Total Market Value: 48,029,834
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 | 15.09 |
Large | 17.66 |
Medium | 10.57 |
Small | 4.51 |
Micro | 1.61 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
16.1997
Price/Book*
2.9628
Price/Sales*
2.6805
Price/Cash Flow*
14.1062
Dividend Yield*
1.8512
Growth Measures
Long-Term Earnings
10.7124
Historical Earnings
0.0525
Sales Growth
5.2175
Cash-Flow Growth
-1.0958
Book-Value Growth
3.3455
*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 | 0.00 |
3 to 5 Years | 0.00 |
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 | 0.49 |
183 to 364 Days | 0.10 |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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