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 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEH 1.02% 2.41% 15.05% 28.36% 20.11% 13.79% 14.05%
EEH (NAV) -0.07% -1.04% 10.74% 23.76% 11.94% 13.23% 13.82%
SPECTRUM Large Cap U.S. Sector Momentum Index 2.99% 2.14% 14.73% 28.51% 13.99% 14.68% 15.09%
MSCI USA Large Cap Index -0.68% 5.38% 19.14% 38.85% 18.06% 18.46% 17.35%
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%
$1.37M
$150.97
5.44%

EEH Portfolio Data

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

EEH Index Data

Fixed
Market Cap
MSCI USA Large Cap Index

EEH Portfolio Management

0.75%
-0.96%
2.12%
-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
High
None

EEH 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 EEH. EEH is rated a N/A out of 5.

EEH Tradability

8
$150.97
0
0
5.44%
$1.76
-0.64%
3.08% / -7.46%
None
100.00%
500,000
0
0.16%
--
0
$30.94
N/A

EEH Countries


EEH
Segment Benchmark
--
0.10%
--
99.90%

EEH Regions


EEH
Segment Benchmark
--
100.00%

EEH Economic Development


EEH
Segment Benchmark
--
100.00%

EEH Performance Statistics

0.81
1.05
1.06
1.06
0.48%
MSCI USA Large Cap Index

EEH Benchmark Comparison Holdings

--
--
--
--

EEH Benchmark Comparison Summary


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

EEH Benchmark Comparison Market Cap Size


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