BOB

Merlyn.AI Best-of-Breed Core Momentum ETF
*Unless otherwise stated, data provided by FactSet.

BOB Fund Description

BOB is a passively-managed fund-of-funds that invests, depending on the market environment, in either equity or fixed income ETFs that are selected by momentum.

BOB Factset Analytics Insight

BOB tracks a “best-of-breed”, momentum-driven index that shifts its exposure to either equity ETFs or defensive ETFs like fixed income or gold. The advisor uses a proprietary market risk indicator to assess the risk of US equity markets using price-trend, market momentum, value sentiment, and market volatility. The Index will invest in three momentum leader ETFs or those that have the highest expected return performance relative to other ETFs. In bull markets, the portfolio will have a 70/30 domestic/international equity allocation, spread out between different sectors (35%), investment style, (30%) and geographies (30%). ETFs for a bear market contains medium- and long-term Treasury, aggregate bond, long-term bond, corporate and high-yield bonds, gold, and broad-based US equities. This index is reconstituted monthly but may change any time during a month due to market volatility or a sharp market rebound. Prior to June 1, 2022, the index name was MAI Best-of-Breed Core Momentum Index.

PERFORMANCE [as of 08/17/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
BOB 1.70% -7.61% -19.39% -14.06% -- -- --
BOB (NAV) 1.83% -7.59% -19.26% -13.98% -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

BOB Summary Data

Merlyn.AI
01/13/21
Open-Ended Fund
0.85%
$10.33M
0.29%

BOB Portfolio Data

2.96%
N/A

BOB Index Data

Merlyn AI BOB Best-of-Breed Core Momentum Index
Momentum
Momentum
N/A

BOB Fund Structure

No
No
-- / --
N/A
N/A
High
N/A
N/A

BOB Tax Exposures

20.00% / 39.60%
1.97%
No

BOB Factset Analytics Block Liquidity

As of 08/18/22
5
4
3
2
1

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

BOB Tradability

5,141
$112.26K
474
$10.45K
0.29%
$0.06
-0.01%
0.32% / -1.58%
None
--
10,000
0.05
0.10%
0.40%
0
$21.91
N/A