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
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(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.
