DUDE

Merlyn.AI SectorSurfer Momentum ETF
*Unless otherwise stated, data provided by FactSet.

DUDE Fund Description

DUDE is a fund-of-funds that is passively managed to track an index that shifts strategies during times of bull and bear markets. The fund uses an algorithmic indicator that uses momentum and other technical factors to assess market risk.

DUDE Factset Analytics Insight

DUDE tracks an index that shifts its investment strategies during times of market decline. The fund uses their algorithmic “Bull/Bear” Indicator that uses price-trend, market momentum, value sentiment, and market volatility to assess market conditions. It maintains the “Bull” condition during times of advancing market, and the “Bear” condition during decline. During bull markets, the index selects six thematic ETFs (four sectors and two geopolitical sectors) that approximate the 70/30 domestic/foreign equities ratio of an aggressive portfolio. In bear markets, the fund selects at least four momentum leaders from among a broad selection of bond, treasury, and gold safe-harbor ETFs. The fund does not use inverse and leveraged ETFs. The index is normally evaluated monthly, but the Bull/Bear indicator can be activated anytime when excess market volatility is experienced.

DUDE MSCI ESG Analytics Insight

Merlyn.AI SectorSurfer Momentum ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.37 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. Merlyn.AI SectorSurfer Momentum ETF ranks in the 32nd percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DUDE 0.58% 2.06% 8.74% -- -- -- --
DUDE (NAV) 0.60% 2.88% -- -- -- -- --
MAI SectorSurfer Momentum Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DUDE Summary Data

Merlyn.AI
12/30/20
Open-Ended Fund
1.32%
$169.97M
0.27%

DUDE Portfolio Data

--
12/31/21

DUDE Index Data

MAI SectorSurfer Momentum Index
Momentum
Momentum
N/A

DUDE Fund Structure

No
Yes
-- / --
N/A
N/A
Low
N/A
N/A

DUDE Tax Exposures

20.00% / 39.60%
--
No

DUDE Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

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

DUDE Tradability

13,618
$381.28K
10,221
$286.03K
0.27%
$0.08
0.03%
0.44% / -0.20%
None
--
10,000
1.02
0.09%
--
0
$28.17
N/A

DUDE MSCI ESG Ratings

5.37 / 10
12.78
32.02
1.30%
1.64%
43.70