What is AUSF?

AUSF tracks an index of US large- and mid-cap stocks with exposure to value, momentum, and/or low volatility factors. Factor exposure is determined by the recent performance of each factor.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AUSF 1.05% 4.19% 1.90% 6.38% 10.30% -- --
AUSF (NAV) 0.86% 4.12% 1.81% 6.33% 10.30% -- --
Adaptive Wealth Strategies U.S. Factor Index 0.91% 4.21% 2.07% 6.63% 10.62% 9.50% 13.47%
MSCI USA IMI 1.43% -1.65% -16.77% -15.22% 9.37% 9.97% 12.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AUSF Factset Analytics Insight

AUSF’s portfolio rotates between three sub-portfolios with exposure to different investment factors: value, momentum, and low volatility. Each factor portfolio consists of 100 large- and mid-cap stocks, although fund documents do not describe how these portfolios are constructed. AUSF is premised on the theory that factor performance tends to mean-revert, so outperforming factors should be avoided. At each quarterly rebalance, the fund’s index ranks the total-return performance of each factor over the past 2 years. AUSF then holds the two weakest performing factor portfolios, equally weighted. If there is little difference (2% or less) between the two best performing factors, the fund will hold all three factor portfolios, giving 20% weight to the best performer and 40% each to the other two.

AUSF Summary Data

08/24/18
0.27%
$175.61M
Adaptive Wealth Strategies U.S. Factor Index
MSCI USA IMI
Open-Ended Fund

Peers

MSCI USA IMI

Fund Flows

+$0.01B 5 Days
+$0.00B 30 Days
-$0.00B 90 Days

AUSF Portfolio Data

$153.26B
15.64
3.57
2.36%
N/A
169

AUSF Index Data

Adaptive Wealth Strategies U.S. Factor Index
Proprietary
Proprietary
MSCI USA IMI

AUSF Portfolio Management

0.27%
-0.31%
-0.13%
-0.47%

AUSF Tax Exposures

20.00% / 39.60%
0.07%
Qualified dividends
No

AUSF Fund Structure

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

Factset Analytics Block Liquidity

As of 11/30/22

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

AUSF Tradability

18,434
$561.03K
5,258
$155.42K
0.26%
$0.08
-0.02%
0.23% / -0.38%
None
100.00%
50,000
0.11
0.07%
0.01%
0
$31.74
5

AUSF Sector/Industry Breakdown

AUSF Segment
Benchmark
18.93% --
14.22% --
10.84% --
8.88% --
8.05% --
7.58% --
5.54% --
5.27% --
5.11% --
3.68% --

AUSF Performance Statistics

0.75
0.59
0.58
0.71
0.87%
MSCI USA IMI

AUSF Countries

AUSF Segment
Benchmark
100.00% 99.91%
-- 0.09%

AUSF Regions

AUSF Segment
Benchmark
100.00% 100.00%

AUSF Economic Development

AUSF Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

AUSF Benchmark Comparison Holdings

169
2575
165
24.07%

AUSF Benchmark Comparison Summary

AUSF Segment
Benchmark
169 2575
$153.26B $409.33B
15.64 19.05
3.57 3.54
2.35% 1.58%
Low Low

AUSF Benchmark Comparison Market Cap Size

AUSF Segment
Benchmark
86.17% 86.28%
13.70% 10.56%
0.00% 2.81%
0.00% 0.23%