DWEQ

AdvisorShares Dorsey Wright Alpha Equal Weight ETF
*Unless otherwise stated, data provided by FactSet.

DWEQ Fund Description

DWEQ is an actively managed fund that follows a quantitative proprietary model based on momentum indicators and seeks long-term capital appreciation.

DWEQ Factset Analytics Insight

DWEQ is actively managed to follow a quantitative proprietary model utilizing a two-factor approach to invest in top-ranked large-cap US equities on an equal-weighted basis. In constructing the model, industry sectors are first measured and ranked based on their relative strength. Individual stocks are then selected from the top three sectors based on relative strength, with stocks demonstrating both bullish signal and upward momentum ranked higher. DWEQ systematically reviews and rotates into the highest ranked sectors by reallocating to the highest ranked stocks in those sectors. The fund will hold a concentrated portfolio of 50 stocks. Securities are sold when they fall below a predetermined rank threshold or when their relative sector is no longer in the top three rankings. The portfolio is rebalanced monthly. DWEQ will allocate to cash or short term fixed income based on overall market momentum versus cash.

DWEQ MSCI ESG Analytics Insight

AdvisorShares Dorsey Wright Alpha Equal Weight ETF has an MSCI ESG Fund Rating of AA based on a score of 7.72 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. AdvisorShares Dorsey Wright Alpha Equal Weight ETF ranks in the 87th percentile within its peer group and in the 98th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DWEQ 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
DWEQ 0.80% -1.20% -0.91% 20.29% -- -- --
DWEQ (NAV) 1.34% -1.36% -0.50% 18.58% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 0.43% 6.40% 19.97% 33.05% 18.71% 18.81% 16.73%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DWEQ Summary Data

AdvisorShares
12/26/19
Open-Ended Fund
1.03%
$81.14M
$123.31K
0.25%

DWEQ Portfolio Data

$26.41B
42.90
3.16
--
12/24/21
40

DWEQ Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

DWEQ Portfolio Management

1.03%
--
--
--

DWEQ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DWEQ Fund Structure

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

DWEQ 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 DWEQ. DWEQ is rated a 4 out of 5.

DWEQ Tradability

4,519
$123.31K
1,934
$52.33K
0.25%
$0.07
0.01%
1.88% / -2.95%
None
100.00%
25,000
0.08
0.07%
0.02%
0
$27.65
4

DWEQ Sector/Industry Breakdown


DWEQ
Segment Benchmark
32.07%
11.92%
31.47%
8.07%
28.99%
2.22%
5.41%
14.54%

DWEQ Top 10 Holdings[View All]

5.77%
Intuit Inc. 2.66%
Crocs, Inc. 2.62%
29.76%

DWEQ Countries


DWEQ
Segment Benchmark
100.00%
99.90%
--
0.10%

DWEQ Regions


DWEQ
Segment Benchmark
100.00%
100.00%

DWEQ Economic Development


DWEQ
Segment Benchmark
100.00%
100.00%

DWEQ Performance Statistics

0.51
1.18
1.26
1.34
1.21%
MSCI USA Large Cap Index

DWEQ MSCI ESG Ratings

7.72 / 10
97.54
86.71
10.70%
4.09%
99.37

DWEQ Benchmark Comparison Holdings

40
290
8
1.43%

DWEQ Benchmark Comparison Summary


DWEQ
Segment Benchmark
40
290
$26.41B
$614.29B
42.90
29.96
3.16
5.10
1.38%
1.31%
Medium
Low

DWEQ Benchmark Comparison Market Cap Size


DWEQ
Segment Benchmark
62.05%
100.00%
37.95%
0.00%
0.00%
0.00%
0.00%
0.00%