ECOZ

TrueShares ESG Active Opportunities ETF
*Unless otherwise stated, data provided by FactSet.

ECOZ Fund Description

ECOZ is an actively-managed fund that seeks total return and invests at least 80% of its assets in companies adhering to ESG best practices.

ECOZ Factset Analytics Insight

ECOZ is actively managed to invest in US large-cap stocks that are selected using a two-phase process. In the initial phase, fund advisors use their own analysis of quantitative data focused on carbon emissions combined with third-party scores to evaluate ESG characteristics. Once complete, each company is assigned their own ESG rating. In the second phase, additional fundamental analytics are applied to determine each stock’s relative value. Stocks are then ranked by ESG and relative value within their respective industries, with roughly 75-125 being selected for the investment portfolio. Weightings are adjusted regularly with continued focus on each company’s ESG rating and relative value. Prior to May 18, 2020, the fund traded as TrueMark ESG Active Opportunities ETF.

ECOZ MSCI ESG Analytics Insight

TrueShares ESG Active Opportunities ETF has an MSCI ESG Fund Rating of A based on a score of 6.92 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. TrueShares ESG Active Opportunities ETF ranks in the 64th percentile within its peer group and in the 72nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

ECOZ 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 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ECOZ 0.93% 4.28% 17.89% 23.74% -- -- --
ECOZ (NAV) 0.89% 4.87% 19.76% 25.01% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.07% 3.35% 24.62% 29.05% 22.42% 19.09% 17.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ECOZ Summary Data

TrueShares
02/28/20
Open-Ended Fund
0.58%
$10.33M
$13.56K
0.10%

ECOZ Portfolio Data

$394.15B
40.08
7.29
0.33%
N/A
62

ECOZ Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

ECOZ Portfolio Management

0.58%
--
--
--

ECOZ Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

ECOZ Fund Structure

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

ECOZ Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of ECOZ. ECOZ is rated a 4 out of 5.

ECOZ Tradability

366
$13.56K
82
0
0.10%
$0.04
-0.02%
0.26% / -0.21%
None
100.00%
25,000
0.00
0.03%
0.00%
0
$42.03
4

ECOZ Sector/Industry Breakdown


ECOZ
Segment Benchmark
31.28%
38.43%
18.24%
14.61%
16.15%
7.84%
12.60%
11.96%
9.12%
13.41%
7.56%
5.87%
3.00%
2.04%
1.09%
1.44%
0.96%
2.14%

ECOZ Top 10 Holdings[View All]

Tesla Inc 5.00%
Apple Inc. 2.62%
32.74%

ECOZ Countries


ECOZ
Segment Benchmark
100.00%
99.90%
--
0.10%

ECOZ Regions


ECOZ
Segment Benchmark
100.00%
100.00%

ECOZ Economic Development


ECOZ
Segment Benchmark
100.00%
100.00%

ECOZ Performance Statistics

0.85
1.13
1.11
1.21
0.42%
MSCI USA Large Cap Index

ECOZ MSCI ESG Ratings

6.92 / 10
72.22
64.32
--
--
22.32

ECOZ Benchmark Comparison Holdings

62
291
55
34.72%

ECOZ Benchmark Comparison Summary


ECOZ
Segment Benchmark
62
291
$394.15B
$656.83B
40.08
29.41
7.29
5.17
1.07%
1.27%
Medium
Low

ECOZ Benchmark Comparison Market Cap Size


ECOZ
Segment Benchmark
99.11%
100.00%
0.89%
0.00%
0.00%
0.00%
0.00%
0.00%