CAPE Barclays ETN+ Shiller CAPE ETN

Price $91.76
Today's Change 1.00 (1.11%)
Today's Volume 1.06 K
3:07pm (ET) 09/28/16

Overall Rating

N/A

N/A
as of 09/28/16

Rating Details

N/A
N/A
N/A
Segment Average
  • Overview
  • Efficiency
  • Tradability
  • Fit

CAPE Fund Description

The Barclays ETN+ Shiller CAPE ETN tracks an index that selects 4 sectors in the S&P 500 using long-term relative value and price momentum. The 4 sectors are equal weighted. Stocks in each sector are cap-weighted.

CAPE FactSet Analytics Insight

CAPE is a unique offering in the Large CapCAPE covers just 4 of the 9 S&P 500 sectors at any time. segment, as it covers just four of the nine S&P 500 sectors at any time. The underlying index equally weights the four sectors with the strongest relative strength and momentum. This exposure is dynamic, subject to a monthly rebalance that can give investors very different economic and risk exposure month to month. One flaw: CAPE does a poor job disclosing its current exposure. The note's low asset tally makes for thin trading volume, and risk that it might be delisted. (Insight updated 10/23/15)

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

CAPE Top 10 Countries

CAPE Top 10 Sectors

This chart is unavailable

CAPE Top 10 Holdings

This chart is unavailable

CAPE Summary Data

10/11/12
Exchange-Traded Note
0.45%
$35.68 M
$276.64 K
0.19%

CAPE Portfolio Data

--
--
--
0%
N/A
--

CAPE Index Data

The Shiller Barclays CAPE US Core Sector Index
Tiered
Multi-Factor
MSCI USA Large Cap

Related ETFs to CAPE

SPHD, FEX, GSLC, JKD, ONEV
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

CAPE Portfolio Management

0.45%
--
--
--

CAPE Tax Exposures

20.00% / 39.60%
--
No distributions
No

CAPE Fund Structure

Exchange-Traded Note
No
N/A
0% / 100%
Barclays Capital Inc
Low
Medium
None
Average Spread
Premium/Discount
Volume

CAPE FactSet Analytics Block Liquidity

As of 09/28/16
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of CAPE. CAPE is rated a 0 out of 5.

CAPE Tradability

2,905
$276.64 K
2,585
$250.42 K
0.19%
$0.17
0.01%
2.69% / -1.93%
None
100.00%
25,000
0.10
0%
--
--
$90.76
0

CAPE Performance Statistics

0.96
0.96
0.97
0.96
0.17%
MSCI USA Large Cap