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 U.S. stocks aiming to outperform the S&P 500 through a momentum strategy.

EEH Factset Analytics Insight

EEH aims to outperform the S&P 500—as opposed to mimicking it—by selecting constituents based on trailing momentum. The index will rebalance at a very high frequency, as often as every day. The concept is simple: Give the sectors of the S&P 500 with the highest momentum more weight, and give the sectors with the least momentum less weight. The strategy has been underperforming lately, and investors haven’t bought in: There's currently very little invested in EEH. That lack of investor interest means the note doesn't trade many days, and the average spread on trades over the past 60 days is more than 100 bps! Better promotional material might help attract more interest, but unfortunately the issuer is one of the least transparent in the industry.

EEH CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 07/16/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEH 4.81% 6.24% 20.01% 6.24% 10.20% 10.31% 12.76%
EEH (NAV) 3.37% 5.74% 17.63% 3.82% 9.18% 8.14% 11.89%
SPECTRUM Large Cap U.S. Sector Momentum Index 3.42% 5.96% 18.16% 4.63% 10.05% 9.03% 11.89%
MSCI USA Large Cap Index 4.33% 3.98% 21.07% 9.91% 14.27% 11.18% 14.57%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EEH Top 10 Countries

EEH Summary Data

ELEMENTS
08/01/07
Exchange-Traded Note
0.75%
$991.96K
$381.12
5.06%

EEH Portfolio Data

--
--
--
0.00%
N/A
0

EEH Index Data

Fixed
Market Cap
MSCI USA Large Cap Index

EEH Portfolio Management

0.75%
-0.88%
0.03%
-3.27%

EEH Tax Exposures

20.00% / 39.60%
--
No distributions
No

EEH Fund Structure

Exchange-Traded Note
No
N/A
N/A / N/A
Swedish Export Credit Corp - SEK
Low
High
None
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

EEH Factset Analytics Block Liquidity

As of 07/18/19
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

19
$381.12
0
0
5.06%
$1.07
-0.84%
10.72% / -17.36%
None
100.00%
500,000
0
0.00%
--
--
$21.75
N/A

EEH Countries


EEH
Segment Benchmark
--
100.00%

EEH Regions


EEH
Segment Benchmark
--
100.00%

EEH Economic Development


EEH
Segment Benchmark
--
100.00%

EEH Performance Statistics

0.86
0.93
0.92
0.95
0.35%
MSCI USA Large Cap Index

EEH BENCHMARK COMPARISON HOLDINGS

0
--
--
--

EEH BENCHMARK COMPARISON SUMMARY


EEH
Segment Benchmark
0
--
--
--
--
--
--
--
--
--
--
--

EEH BENCHMARK COMPARISON MARKET CAP SIZE


EEH
Segment Benchmark
--
--
--
--
--
--
--
--