UPAR
UPAR Ultra Risk Parity ETF
NAV as of
4 Week: 13.48 - 14.05
52 Week: 11.93 - 18.85
Latest Closing Price
13.80
Premium / Discount
0.53
Expense Ratio
0.65%
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 ETF that seeks to replicate the returns of the Advanced Research Ultra Risk Parity Index (the “UPAR Index”). The UPAR Index is designed to provide leveraged exposure to the Advanced Research Risk Parity Index (the “RPAR Index”). It is non-diversified.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 4.20 | 1.29 | 3.26 |
| 1 Day | 0.55 | 0.00 | 0.00 |
| 1 Week | 0.29 | 2.31 | 0.12 |
| 1 Month | 2.21 | 4.85 | 0.46 |
| 3 Months | 5.31 | 10.11 | 0.53 |
| 6 Months | 10.95 | 18.47 | 0.59 |
| 1 Year | -25.42 | 24.06 | -1.06 |
| 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 | 0.0000 |
| 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 | 0.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| N.A | ||
Portfolio Data
Total Number of Holdings: 121
Number of Bond Holdings: 15
Number of Equity Holdings: 89
Total Market Value: 112,840,037
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Ultra US Treasury Bond Future June 23 | 26.0295 | 115 | 0 | 17,029,614 |
| 2 | 10 Year Treasury Note Future June 23 | 25.5590 | 139 | 0 | 16,721,805 |
| 3 | SPDR® Gold MiniShares | 14.8082 | 244,281 | 0 | 9,688,184 |
| 4 | Micro E-mini S&P 500 Index Future June 23 | 13.7120 | 442 | 0 | 8,970,986 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 22.85 |
| Large | 18.67 |
| Medium | 8.82 |
| Small | 1.56 |
| Micro | 0.47 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
12.3621
Price/Book*
2.0050
Price/Sales*
1.1732
Price/Cash Flow*
5.1195
Dividend Yield*
4.1595
Growth Measures
Long-Term Earnings
13.2159
Historical Earnings
14.9440
Sales Growth
15.1949
Cash-Flow Growth
20.4358
Book-Value Growth
7.8263
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
15
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 | 16.76 |
| 20 to 30 Years | 32.22 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 51.59 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
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.
