ZHDG
ZEGA Buy and Hedge ETF
NAV as of
4 Week: 18.07 - 18.86
52 Week: 16.29 - 18.86
Latest Closing Price
18.07
Premium / Discount
-0.06
Expense Ratio
0.97%
Investment Objective
The investment seeks long-term capital appreciation while mitigating overall market risk. The fund invests in a combination of options, as well as fixed income securities, or other income producing securities, including preferred shares, through ETFs or other investment companies or through direct investments. The sub-adviser seeks to achieve exposure to the performance of the U.S. large capitalization equity market, generally recognized as the S&P 500® Index, through call index options, call options on the SPDR S&P 500 ETF Trust or other ETFs that track the S&P 500, and FLexible EXchange® Options. The fund is non-diversified.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 2.46 | 0.49 | 5.00 |
1 Day | -0.37 | 0.00 | 0.00 |
1 Week | -3.09 | 1.17 | -2.65 |
1 Month | -2.20 | 2.75 | -0.80 |
3 Months | 2.25 | 4.17 | 0.54 |
6 Months | 5.58 | 5.80 | 0.96 |
1 Year | 9.47 | 8.73 | 1.08 |
2 Years | -5.33 | 17.39 | -0.31 |
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 | -22.0567 | 13.1214 |
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 | 97.0000 | 47.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
N.A |
Portfolio Data
Total Number of Holdings: 9
Number of Bond Holdings: 1
Number of Equity Holdings: 3
Total Market Value: 68,636,172
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Option On Spdr® S&P 500 Etf Trust Dec25 | 123.0394 | 850 | 850 | 51,776,463 |
2 | United States Treasury Notes 0.75% | 17.9993 | 7,774,000 | 0 | 7,574,321 |
3 | United States Treasury Notes 3% | 16.2376 | 6,867,000 | 0 | 6,833,003 |
4 | SPY US 01/17/25 P470 | 2.1256 | 304 | 304 | 894,487 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 58.70 |
Large | 41.95 |
Medium | 21.54 |
Small | 0.39 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
21.8453
Price/Book*
4.1597
Price/Sales*
2.6815
Price/Cash Flow*
15.0068
Dividend Yield*
1.4210
Growth Measures
Long-Term Earnings
11.8664
Historical Earnings
6.8426
Sales Growth
8.7904
Cash-Flow Growth
8.8082
Book-Value Growth
6.6390
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 3.26 |
Average Weighted Price* | 97.13 |
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 | 0.00 |
AA | 0.00 |
A | 0.00 |
BBB | 0.73 |
BB | 27.51 |
B | 56.97 |
Below B | 13.71 |
Not Rated | 1.08 |
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 | 0.00 |
183 to 364 Days | 18.00 |
Data Source: Morningstar
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