ZSPY

ASYMmetric Smart Alpha S&P 500 ETF

ASYMmetric Smart Alpha 500 TR USD

NAV as of 19-Sep-2023

23.2917

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

Fund Manager:
ASYMshare
Asset Under Management:
1,706,254
Launch Date:
31/01/2023
Asset Class:
Equity
Replication Method:
Physical-Full
Number of Holdings:
492
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / Long / Short Equity
Exchange:
NYSE

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD0.000.000.00
1 Day-3.250.000.00
1 Week-7.473.19-2.34
1 Month-3.496.85-0.51
3 Months-2.8410.37-0.27
6 Months13.7220.070.68
1 Year0.000.000.00
2 Years0.000.000.00
3 Years0.000.000.00
5 Years0.000.000.00
10 Years0.000.000.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000

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
1Micro E-mini S&P 500 Index Future Dec 2399.42683838848,264

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant92.26
Large69.30
Medium31.48
Small0.38
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

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

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
N.A

Data Source: Morningstar

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

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(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.

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