CCOR

Core Alternative ETF
*Unless otherwise stated, data provided by FactSet.

CCOR Fund Description

CCOR is an actively managed ETF that seeks capital appreciation and preservation with low correlation to the broad US equity market. The fund primarily holds dividend-paying large-cap stocks with an option collar overlay.

CCOR Factset Analytics Insight

CCOR focuses on high-quality US equities that offer current dividends. Positions are selected based on a company’s ability to grow earnings and a willingness to increase dividends over time. Using proprietary models, the fund managers look to reduce the volatility of the portfolio and provide a steady cash flow by selling index call options and purchasing put options. The option strategy will cause the fund to sacrifice some upside but will also provide less downside risk exposure. CCOR provides an efficient way to deliver what can be a complex strategy for many investors.

CCOR MSCI ESG Analytics Insight

Core Alternative ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.42 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. Core Alternative ETF ranks in the 33th percentile within its peer group and in the 7th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

CCOR MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/15/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
CCOR -2.50% -1.22% 4.32% 6.26% 6.52% -- --
CCOR (NAV) -2.01% -1.20% 5.41% 6.98% 6.52% -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

CCOR Summary Data

05/24/17
Open-Ended Fund
1.09%
$223.98M
$1.60M
0.23%

CCOR Portfolio Data

Long/Short Equity
1.23%
N/A
46

CCOR Index Data

No Underlying Index
Proprietary
Proprietary
N/A

CCOR Portfolio Management

1.09%
--
--
--

CCOR Tax Exposures

20.00% / 39.60%
--
Ordinary income
No

CCOR Fund Structure

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

CCOR Factset Analytics Block Liquidity

As of 09/16/21
5
4
3
2
1

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

CCOR Tradability

53,072
$1.60M
21,209
$642.28K
0.23%
$0.07
0.13%
1.47% / -0.66%
None
100.00%
50,000
0.42
0.03%
--
0
$29.76
N/A

CCOR Asset Allocation

Short
Long
Net
--
--

0.00%

--
--

0.00%

--
--

0.00%

--
--

0.00%

CCOR Top 5 Holdings Long

3.12%

CCOR Top 5 Holdings Short

-0.32%

CCOR Performance Statistics

6.98%
4.77%
-2.71%
0.03
0.06
0.36
1.29

CCOR Correlations (Daily Returns 12 Mo)

0.49
-0.12
0.32

CCOR MSCI ESG Ratings

5.42 / 10
6.64
32.87
10.53%
5.40%
319.25