AUSF
Global X Adaptive US Factor ETF
NAV as of
4 Week: 31.45 - 33.01
52 Week: 28.33 - 33.14
Latest Closing Price
31.47
Premium / Discount
0
Expense Ratio
0.27%
Investment Objective
The investment seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Adaptive Wealth Strategies U.S. Factor Index (the "index"). The fund invests at least 80% of its total assets in the securities of the index. Its 80% investment policy is non-fundamental and requires 60 days prior written notice to shareholders before it can be changed. The index is designed to dynamically allocate across three sub-indices that provide exposure to U.S. equities that exhibit characteristics of one of three primary factors: value, momentum and low volatility.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 1.26 | 0.77 | 1.65 |
| 1 Day | -0.64 | 0.00 | 0.00 |
| 1 Week | -0.90 | 1.62 | -0.56 |
| 1 Month | -4.48 | 2.76 | -1.62 |
| 3 Months | -0.30 | 5.12 | -0.06 |
| 6 Months | 5.05 | 8.61 | 0.59 |
| 1 Year | 10.04 | 13.31 | 0.75 |
| 2 Years | 4.39 | 20.44 | 0.21 |
| 3 Years | 43.53 | 25.51 | 1.71 |
| 5 Years | 25.73 | 48.76 | 0.53 |
| 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 | 23.7717 | 1.4114 | 27.2129 | -0.0866 |
| 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 | 69.0000 | 60.0000 | 73.0000 | 6.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 187
Number of Bond Holdings: 0
Number of Equity Holdings: 186
Total Market Value: 165,573,303
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Starwood Property Trust Inc | 2.1218 | 161,444 | 0 | 3,913,403 |
| 2 | MFA Financial Inc | 2.1051 | 512,207 | 0 | 3,882,529 |
| 3 | Blackstone Mortgage Trust Inc A | 2.0613 | 105,545 | 0 | 3,801,731 |
| 4 | Sysco Corp | 1.7183 | 39,217 | 0 | 3,169,126 |
| 5 | Equity Commonwealth | 1.6487 | 95,833 | 0 | 3,040,781 |
| 6 | Verizon Communications Inc | 1.6161 | 49,787 | 0 | 2,980,748 |
| 7 | Citrix Systems Inc | 1.6028 | 27,058 | 0 | 2,956,086 |
| 8 | Walmart Inc | 1.5856 | 24,874 | 0 | 2,924,436 |
| 9 | PepsiCo Inc | 1.5551 | 21,221 | 0 | 2,868,230 |
| 10 | Amdocs Ltd | 1.5493 | 43,546 | 0 | 2,857,489 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 21.65 |
| Large | 43.30 |
| Medium | 23.78 |
| Small | 11.06 |
| Micro | 0.02 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
18.5507
Price/Book*
3.5797
Price/Sales*
1.6473
Price/Cash Flow*
11.8814
Dividend Yield*
1.5986
Growth Measures
Long-Term Earnings
10.7631
Historical Earnings
13.5462
Sales Growth
6.3569
Cash-Flow Growth
-0.8747
Book-Value Growth
2.9218
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
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 |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(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.
