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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(4) are provided solely for informational purposes;
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