EEH

Elements Spectrum Large Cap US Sector Momentum Index ETN
*Unless otherwise stated, data provided by FactSet.

EEH Fund Description

EEH tracks an index of large-cap US stocks aiming to outperform the S&P 500 through a momentum strategy.

EEH Factset Analytics Insight

EEH aims to outperform the S&P 500 by employing a strategy based on trailing momentum. The fund holds a broad and diversified portfolio of US large-cap securities pulled from the ten S&P 500 sub-indices which include consumer discretionary, consumer staples, energy, financial, health care, industrial, materials, telecommunications, tech, and utilities. Constituent weights are calculated using a momentum-based strategy that consists of two steps: (1) overweighting the sub-indices that outperform the S&P 500 Total Return Index (SPTR), thus giving lesser weight to those that underperform and, (2) increasing the weights of the sub-indices that correlate highly with SPTR, therefore reducing the weight of those that correlate poorly. This scheme produces the fund’s target weights. The index will rebalance at a very high frequency, as often as every day until the target and current weights are equal or at least do not have a significant difference.

PERFORMANCE [as of 06/30/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEH -10.11% -12.59% -8.94% -0.42% 13.14% 12.27% 11.84%
EEH (NAV) -10.07% -13.17% -8.06% 0.23% 13.29% 11.47% 12.15%
MSCI USA Large Cap Index -8.02% -16.72% -20.91% -12.24% 10.78% 11.58% 13.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EEH Summary Data

ELEMENTS
08/01/07
Exchange-Traded Note
0.75%
$1.39M
$75.79
4.78%

EEH Portfolio Data

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0.00%
N/A
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EEH Index Data

Fixed
Market Cap
MSCI USA Large Cap Index

EEH Portfolio Management

0.75%
-3.92%
1.97%
-5.06%

EEH Tax Exposures

20.00% / 39.60%
--
No distributions
No

EEH Fund Structure

Exchange-Traded Note
No
N/A
-- / --
Swedish Export Credit Corp - SEK
Low
Closing
None

EEH Factset Analytics Block Liquidity

As of 07/01/22
5
4
3
2
1

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

EEH Tradability

7
$75.79
0
0
4.78%
$1.61
-0.18%
4.37% / -3.36%
None
100.00%
500,000
0
0.16%
--
0
$30.80
N/A

EEH Countries


EEH
Segment Benchmark
--
0.11%
--
99.89%

EEH Regions


EEH
Segment Benchmark
--
100.00%

EEH Economic Development


EEH
Segment Benchmark
--
100.00%

EEH Performance Statistics

0.76
0.84
0.81
0.87
0.63%
MSCI USA Large Cap Index

EEH Benchmark Comparison Holdings

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EEH Benchmark Comparison Summary


EEH
Segment Benchmark
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EEH Benchmark Comparison Market Cap Size


EEH
Segment Benchmark
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