DFHY

TrimTabs Donoghue Forlines Tactical High Yield ETF
*Unless otherwise stated, data provided by FactSet.

DFHY Fund Description

DFHY is a fund of funds that tactically allocates exposure to high yield ETFs or US Treasury ETFs based on daily buy-sell signal.

DFHY Factset Analytics Insight

DFHY tracks an index that invests primarily in US-listed high yield ETFs while applying a downside protection. The risk-managed fund employs a tactical overlay strategy that allows a switch to US Treasury ETFs and other cash equivalents during bearish market conditions. This tactical switch is determined by the daily buy-sell signal. Full exposure is allocated to high yield ETFs when a buy signal is triggered, while 80% is allocated to US Treasurys when it triggers otherwise. Both high yield and Treasury ETFs must meet certain expense ratio and AUM requirements to be eligible for index inclusion. In addition, both type must have an investment process that excludes factors, hedges and long/short strategies. The underlying ETFs are weighted based on their respective expenses and AUM, whether it’s junk bonds or Treasurys. The index is rebalanced quarterly and reconstituted annually. DFHY’s investors should anticipate frequent trading resulting in high portfolio turnover.

DFHY MSCI ESG Analytics Insight

TrimTabs Donoghue Forlines Tactical High Yield ETF has an MSCI ESG Fund Rating of BB based on a score of 4.21 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. TrimTabs Donoghue Forlines Tactical High Yield ETF ranks in the 13th percentile within its peer group and in the 43th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFHY -0.98% -2.26% -1.83% -- -- -- --
DFHY (NAV) -0.74% -1.73% -1.43% -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFHY Summary Data

TrimTabs
12/08/20
Open-Ended Fund
0.95%
$81.69M
$222.49K
0.19%

DFHY Portfolio Data

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N/A
14

DFHY Index Data

TrimTabs Donoghue Forlines Tactical High Yield Index - Benchmark TR Gross
Fixed
Fixed
N/A

DFHY Portfolio Management

0.95%
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DFHY Tax Exposures

20.00% / 39.60%
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Ordinary income
No

DFHY Fund Structure

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

DFHY Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

DFHY Tradability

8,942
$222.49K
5,550
$139.14K
0.19%
$0.05
0.02%
0.22% / -0.14%
None
100.00%
25,000
0.22
0.04%
--
0
$24.80
N/A

DFHY Performance Statistics

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DFHY MSCI ESG Ratings

4.21 / 10
42.78
12.96
5.70%
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342.45

DFHY Holdings Statistics

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14
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DFHY Avg Life Maturity Distribution

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DFHY OAS Breakdown

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