ZSPY
ASYMmetric Smart Alpha S&P 500 ETF
NAV as of
4 Week: 27.05 - 29.40
52 Week: 22.09 - 30.36
Latest Closing Price
27.95
Premium / Discount
27.57
Expense Ratio
0.95%
Investment Objective
The investment seeks to track the total return performance, before fees and expenses, of the ASYMmetric Smart Alpha 500 Index. The index is a rules-based, quantitative leveraged strategy that seeks to generate returns up to two times the performance of the S&P 500® Total Return Index in a bull market by leveraging its net exposure (the difference between the aggregate long and short positions) to individual securities and futures, and provide protection against losses in a bear market by limiting its net exposure using futures to hedge.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 0.00 | 0.00 | 0.00 |
1 Day | -3.25 | 0.00 | 0.00 |
1 Week | -7.47 | 3.19 | -2.34 |
1 Month | -3.49 | 6.85 | -0.51 |
3 Months | -2.84 | 10.37 | -0.27 |
6 Months | 13.72 | 20.07 | 0.68 |
1 Year | 0.00 | 0.00 | 0.00 |
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: 492
Number of Bond Holdings: 0
Number of Equity Holdings: 488
Total Market Value: 1,706,254
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Micro E-mini S&P 500 Index Future Dec 23 | 99.4268 | 38 | 38 | 848,264 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 92.26 |
Large | 69.30 |
Medium | 31.48 |
Small | 0.38 |
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*
20.0364
Price/Book*
3.6582
Price/Sales*
2.2573
Price/Cash Flow*
13.5288
Dividend Yield*
1.6843
Growth Measures
Long-Term Earnings
11.8063
Historical Earnings
14.8559
Sales Growth
11.4279
Cash-Flow Growth
8.2870
Book-Value Growth
4.7359
*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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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
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