CAPD

iPath Shiller CAPE ETN
*Unless otherwise stated, data provided by FactSet.

CAPD Fund Description

CAPD tracks a tier-weighted index that selects four sectors in the S&P 500 using long-term relative value and price momentum.

CAPD Factset Analytics Insight

This ETN will be called on October 11, 2022.CAPD is a unique offering in the US large-cap segment, as it covers just four of the nine S&P 500 sectors at any time. To determine which sectors to include, the underlying index determines four sectors with strongest relative strength and momentum. Then the chosen sectors are equally weighted, with stocks weighted by market-cap within each sector. This exposure is dynamic, subject to a monthly rebalance that can give investors very different economic and risk exposure month to month. Prior to February 23, 2022, the fund's ticker was CAPE.

PERFORMANCE [as of 08/17/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CAPD 14.47% 10.42% -3.41% 1.26% 17.70% 15.43% --
CAPD (NAV) 13.37% 8.88% -2.89% 1.33% 17.79% 15.51% --
MSCI USA Large Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CAPD Summary Data

Barclays
10/10/12
Exchange-Traded Note
0.45%
$293.82M
$1.66M
1.91%

CAPD Portfolio Data

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0.29%
N/A
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CAPD Index Data

Shiller Barclays CAPE US Core Sector Index
Tiered
Multi-Factor
MSCI USA Large Cap Index

CAPD Portfolio Management

0.45%
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--
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CAPD Tax Exposures

20.00% / 39.60%
--
No distributions
No

CAPD Fund Structure

Exchange-Traded Note
No
N/A
-- / --
Barclays Bank PLC
Low
Closing
None

CAPD Factset Analytics Block Liquidity

As of 08/19/22
5
4
3
2
1

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

CAPD Tradability

85,127
$1.66M
74,909
$1.52M
1.91%
$0.37
0.24%
4.95% / -5.46%
None
100.00%
25,000
3.00
0.13%
--
0
$22.00
N/A

CAPD Countries


CAPD
Segment Benchmark
--
0.10%
--
99.90%

CAPD Regions


CAPD
Segment Benchmark
--
100.00%

CAPD Economic Development


CAPD
Segment Benchmark
--
100.00%

CAPD Performance Statistics

0.89
0.88
0.95
0.88
0.41%
MSCI USA Large Cap Index

CAPD Benchmark Comparison Holdings

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CAPD Benchmark Comparison Summary


CAPD
Segment Benchmark
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CAPD Benchmark Comparison Market Cap Size


CAPD
Segment Benchmark
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