RPAR
RPAR Risk Parity ETF
NAV as of
4 Week: 18.57 - 19.19
52 Week: 16.84 - 19.89
Latest Closing Price
19.19
Premium / Discount
-0.07
Expense Ratio
0.5%
Investment Objective
The investment seeks to generate positive returns during periods of economic growth, preserve capital during periods of economic contraction, and preserve real rates of return during periods of heightened inflation. The fund is an actively-managed exchange-traded fund that seeks to achieve its investment objective primarily by investing across a variety of asset classes, including exposure to global equity securities, U.S. Treasury securities, and commodities. It's investment adviser seeks to invest the fund's assets to achieve exposures similar to those of the Advanced Research Risk Parity Index.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 0.33 | 0.69 | 0.48 |
1 Day | 1.07 | 0.00 | 0.00 |
1 Week | 0.91 | 1.40 | 0.65 |
1 Month | 3.64 | 2.40 | 1.52 |
3 Months | -0.91 | 5.45 | -0.17 |
6 Months | 10.06 | 9.62 | 1.04 |
1 Year | 0.10 | 12.51 | 0.01 |
2 Years | -19.25 | 21.11 | -0.91 |
3 Years | -16.26 | 23.11 | -0.70 |
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 | 19.3532 | 7.7794 | -22.8071 | 6.3208 |
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 | 5.0000 | 75.0000 | 99.0000 | 97.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 109
Number of Bond Holdings: 17
Number of Equity Holdings: 77
Total Market Value: 844,186,950
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | 10 Year Treasury Note Future June 24 | 18.0243 | 993 | 0 | 110,358,876 |
2 | Ultra US Treasury Bond Future June 24 | 17.9933 | 857 | 0 | 110,168,988 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 17.11 |
Large | 15.19 |
Medium | 7.40 |
Small | 1.56 |
Micro | 0.33 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
13.8823
Price/Book*
2.0258
Price/Sales*
1.3479
Price/Cash Flow*
7.5583
Dividend Yield*
3.2926
Growth Measures
Long-Term Earnings
10.0847
Historical Earnings
13.6717
Sales Growth
7.6909
Cash-Flow Growth
0.1719
Book-Value Growth
6.9297
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
17
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 1.01 |
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 | |
---|---|
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 | 15.69 |
20 to 30 Years | 20.03 |
Over 30 Years | 0.00 |
1 to 7 Days | 0.00 |
8 to 30 Days | 0.00 |
31 to 90 Days | 36.02 |
91 to 182 Days | 0.00 |
183 to 364 Days | 0.00 |
Data Source: Morningstar
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