ASPY

ASYMshares ASYMmetric 500 ETF
*Unless otherwise stated, data provided by FactSet.

ASPY Fund Description

ASPY is a passively managed, rules-based alternative strategy to hedging US large-cap equities. The fund targets between -25% and 75% net long equity exposure based on market risk.

ASPY Factset Analytics Insight

ASPY attempts to generate positive returns across all market conditions by shifting its allocation to S&P 500 stocks based on market volatility and momentum. The fund gets its long exposure by selecting large-cap equities from the S&P 500 that have low price volatility relative to the broad market. A fixed number of securities are selected from each sector and held on an equal weight basis. Short selling shares of ticker: SPY is utilized to create net portfolio short exposure. The market exposure will range between 75% long and -25% short where the net exposure is the difference between the long and short allocation. Market risk is measured quantitatively based on two proprietary price-based indicators that include volatility and momentum. The portfolio is reconstituted and rebalanced on a monthly basis.

ASPY MSCI ESG Analytics Insight

ASYMshares ASYMmetric 500 ETF has an MSCI ESG Fund Rating of A based on a score of 6.93 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

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. ASYMshares ASYMmetric 500 ETF ranks in the 75th percentile within its peer group and in the 94th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 06/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ASPY 0.98% 6.04% -- -- -- -- --
ASPY (NAV) 0.63% 5.35% -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ASPY Summary Data

ASYMmetric
03/10/21
Open-Ended Fund
0.95%
$2.42M
$75.07K
0.23%

ASPY Portfolio Data

Long/Short Equity
--
N/A
--

ASPY Index Data

ASYMmetric 500 Index - Benchmark TR Gross
Tiered
Multi-Factor
N/A

ASPY Portfolio Management

0.95%
--
--
--

ASPY Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

ASPY Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

ASPY Factset Analytics Block Liquidity

As of 06/24/21
5
4
3
2
1

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

ASPY Tradability

2,817
$75.07K
1,358
$36.37K
0.23%
$0.06
0.07%
0.43% / -0.26%
None
100.00%
30,000
0.05
--
--
0
$26.82
N/A

ASPY Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

ASPY Top 5 Holdings Short

-0.00%

ASPY Performance Statistics

--
2.64%
0.55%
0.17
0.31
0.36
0.59

ASPY Correlations (Daily Returns 12 Mo)

--
--
--

ASPY MSCI ESG Ratings

6.93 / 10
93.64
75.34
4.32%
11.36%
205.81

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