FLAG

FLAG-Forensic Accounting Long-Short ETF
F

56
*Unless otherwise stated, data provided by FactSet.

FLAG Fund Description

The FLAG-Forensic Accounting Long-Short ETF tracks an index that selects long and short equity positions of large-cap U.S. companies relative to their earnings quality and revenue recognition practices.

FLAG Factset Analytics Insight

FLAG changed its underlying index after August 7, 2015 from a long-only index to a long-short index. The fund is designed to have a 100% net equity exposure by holding a 30% short position and a 130% long position. The long and short positions are determined by evaluating and scoring the universe of large cap U.S. equities based on six fundamental metrics: cash flow quality, revenue recognition policies, earnings quality, shareholder yield, earnings surprise, and valuation. The fund selects from a pool of the 500 largest U.S. companies by market capitalization, and goes long the high scorers while shorting those that score poorly. The index is reconstituted quarterly. This niche investment methodology comes at a steep price, and Tradability remains weak.

FLAG MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of June 20, 2018 the FLAG-Forensic Accounting Long-Short ETF MSCI ESG Fund Quality Score is 4.71 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. FLAG ranks in the 31st percentile within its peer group and in the 23th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

FLAG CHARTS AND PERFORMANCE

  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 06/20/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FLAG 1.07% 1.68% -0.11% 12.47% 10.36% 12.76% --
FLAG (NAV) 1.17% 1.82% 0.15% 12.29% 10.28% 12.71% --
WeatherStorm Forensic Accounting Long-Short Index 1.36% 2.36% 1.07% 14.41% 12.14% 13.99% --
MSCI USA Large Cap 2.22% 2.43% 4.65% 16.01% 11.92% 14.26% 10.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FLAG Top 10 Countries

FLAG Top 10 Sectors

FLAG Top 10 Holdings [View All]

FLAG Summary Data

Vident
01/31/13
Open-Ended Fund
1.61%
$23.30M
$63.82K
0.44%

FLAG Portfolio Data

$25.80B
21.46
2.18
1.48%
12/20/16
136

FLAG Index Data

Fundamental
Fundamental
MSCI USA Large Cap

FLAG Portfolio Management

1.61%
-1.91%
-1.75%
-2.21%

FLAG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

FLAG Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
High
Daily
Bats Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

FLAG Factset Analytics Block Liquidity

As of 06/21/18
5
4
3
2
1

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

FLAG Tradability

1,459
$63.82K
750
$35.68K
0.44%
$0.18
0.02%
1.53% / -1.86%
None
100.00%
50,000
0.01
0.08%
0.02%
--
$42.42
5

FLAG Sector/Industry Breakdown


FLAG
Segment Benchmark
18.78%
26.29%
18.26%
16.20%
15.64%
12.44%
12.06%
13.67%
10.37%
7.89%
9.44%
9.14%
6.86%
6.38%
5.18%
1.51%
3.95%
2.42%
0.73%
2.09%

FLAG TOP 10 HOLDINGS[View All]

1.42%
1.36%
1.34%
1.30%
1.25%
1.23%
1.22%
1.21%
1.20%
1.20%
12.73%

FLAG Countries


FLAG
Segment Benchmark
102.01%
100.00%

FLAG Regions


FLAG
Segment Benchmark
102.01%
100.00%

FLAG Economic Development


FLAG
Segment Benchmark
100.00%
100.00%

FLAG Performance Statistics

0.73
0.86
0.83
0.91
0.42%
MSCI USA Large Cap

FLAG MSCI ESG Ratings

4.71 / 10
30.67
23.06
6.91%
6.60%
230.45

FLAG BENCHMARK COMPARISON HOLDINGS

136
301
48
11.42%

FLAG BENCHMARK COMPARISON SUMMARY


FLAG
Segment Benchmark
136
301
$25.80B
$221.72B
21.46
23.61
2.18
3.32
2.02%
1.93%
Low
--

FLAG BENCHMARK COMPARISON MARKET CAP SIZE


FLAG
Segment Benchmark
45.56%
99.78%
52.39%
0.22%
2.05%
0.00%
0.00%
0.00%