CAPE Barclays ETN+ Shiller CAPE ETN

Price $92.10
Today's Change 0.76 (0.83%)
Today's Volume 536.0
1:59pm (ET) 08/29/16

Overall Rating

N/A

N/A
as of 08/29/16

Rating Details

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

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
Performance [as of 08/26/16] 1 Month 3 Month YTD 1 Year 3 Years 5 Years 10 Years
CAPE1.83%8.11%12.35%21.85%14.62%----
CAPE (NAV)2.27%8.55%13.20%26.91%14.96%----
The Shiller Barclays CAPE US Core Sector Index--------------
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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%
$33.34 M
$219.34 K
0.18%

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

EEH, FEX, FMK
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
Performance [as of 08/26/16] 1 Month 3 Month YTD 1 Year 3 Years 5 Years 10 Years
CAPE1.83%8.11%12.35%21.85%14.62%----
CAPE (NAV)2.27%8.55%13.20%26.91%14.96%----
The Shiller Barclays CAPE US Core Sector Index--------------
MSCI USA Large Cap0.31%2.46%3.15%3.20%11.04%11.48%--
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPE Portfolio Management

0.45%
--
--
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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 08/29/16
5
4
3
2
1

This measurement shows how easy it is to trade 25,000 shares of CAPE. CAPE is rated a 0 out of 5.

CAPE Tradability

2,417
$219.34 K
1,639
$161.09 K
0.18%
$0.16
0.01%
2.69% / -1.93%
None
100.00%
25,000
0.07
0%
--
--
$91.34
0

CAPE Performance Statistics

0.96
0.95
0.98
0.94
0.17%
MSCI USA Large Cap