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 06/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEH -0.57% 8.23% 12.34% 31.24% 13.96% 13.79% 12.63%
EEH (NAV) -0.49% 8.16% 11.91% 33.87% 13.97% 13.78% 12.32%
SPECTRUM Large Cap U.S. Sector Momentum Index -0.41% 8.36% 12.33% 31.98% 14.92% 14.71% 13.23%
MSCI USA Large Cap Index 2.91% 8.58% 13.15% 38.70% 18.77% 18.31% 15.44%
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%
$1.40M
$765.85
6.37%

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%
-0.96%
2.12%
-3.81%

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 06/24/21
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

30
$765.85
0
0
6.37%
$1.95
-0.68%
2.97% / -7.46%
None
100.00%
500,000
0
0.00%
--
0
$30.61
N/A

EEH Countries


EEH
Segment Benchmark
--
99.90%
--
0.10%

EEH Regions


EEH
Segment Benchmark
--
100.00%

EEH Economic Development


EEH
Segment Benchmark
--
100.00%

EEH Performance Statistics

0.89
0.99
1.03
1.00
0.37%
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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