CAPE

Barclays ETN+ Shiller CAPE ETN
N/A

N/A
  • 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 Cap 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.

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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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%
$87.81M
$313.21K
0.14%

CAPE Portfolio Data

--
--
--
0.00%
N/A
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CAPE Index Data

Tiered
Multi-Factor
MSCI USA Large Cap

Related ETFs to CAPE

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

CAPE Portfolio Management

0.45%
--
--
--

CAPE Tax Exposures

20% / 39.6%
--
No distributions
No

CAPE Fund Structure

Exchange-Traded Note
No
N/A
N/A
Barclays Bank PLC
Low
Low
None
Bats Book Viewer
TOP OF BOOK
SHARES/SIZEPRICE
ASKS----
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BIDS----
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LAST 10 TRADES
TIMEPRICESHARES
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Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

CAPE Factset Analytics Block Liquidity

As of 11/22/17
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 N/A out of 5.

CAPE Tradability

2,823
$313.21K
1,909
$211.67K
0.14%
$0.15
0.03%
0.63% / -0.32%
None
100%
25,000
0.08
0.00%
--
--
$113.12
N/A

CAPE Sector/Industry BreakdownView All

CAPE Top 10 HoldingsView All

CAPE Geographic Exposure

CAPESegment Benchmark
0.06% --
99.94% --

CAPESegment Benchmark
0.06% --
99.94% --
0.00% / 0.00% 0.00% / 0.00%

CAPE Performance Statistics

0.88
1.03
1.06
1.07
0.15%
MSCI USA Large Cap

CAPE BENCHMARK COMPARISON

    CAPE
    -- Holdings
    Segment Benchmark
    -- Constituents
    Shared Holdings
    -- (Count)
     
    -- (Weight)
CAPESegment Benchmark
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