FFHG

FormulaFolios Hedged Growth ETF
*Unless otherwise stated, data provided by FactSet.

FFHG Fund Description

FFHG is an actively-managed fund-of-funds that seeks capital appreciation via a tactical approach. The fund holds ETFs tracking broad-based US equities (including leveraged or inverse equity) and US Treasurys.

FFHG Factset Analytics Insight

FFHG aims to take advantage of trends in the US equity market as determined by two different models, with the fund separated into three different sleeves. The first sleeve (50% of assets) is managed based on various technical momentum indicators. This piece of the portfolio toggles between leveraged and non-leveraged equities, US Treasurys, and inverse equities. Sleeve two (25%) uses a mix of 12 technical and fundamental factors to toggle between equity ETFs and Treasurys. Sleeve three (25%) uses the same model as sleeve two to toggle between a sector rotation strategy, Treasurys, and inverse equity. Analyzing the S&P 500’s nine sectors based on long-term momentum, lowest volatility, and short-term valuations, the manager invests in a sector with the highest expected risk-adjusted return. Should none of the sectors satisfy the stated criteria, sleeve three will be allocated to Treasurys and inverse equity. Allocation to leverage and inverse ETFs is capped at 15% of the portfolio.

FFHG MSCI ESG Analytics Insight

FormulaFolios Hedged Growth ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.30 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. FormulaFolios Hedged Growth ETF ranks in the 31st percentile within its peer group and in the 15th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 07/23/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
FFHG 0.38% 0.82% 15.61% 45.87% 7.61% -- --
FFHG (NAV) 0.43% 0.18% 16.95% 44.77% 7.90% -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

FFHG Summary Data

06/06/17
Open-Ended Fund
1.17%
$47.18M
0.28%

FFHG Portfolio Data

0.34%
N/A

FFHG Index Data

No Underlying Index
Proprietary
Proprietary
N/A

FFHG Fund Structure

No
No
-- / --
N/A
N/A
Low
N/A
N/A

FFHG Tax Exposures

20.00% / 39.60%
0.73%
No

FFHG Factset Analytics Block Liquidity

As of 07/26/21
5
4
3
2
1

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

FFHG Tradability

3,879
$136.90K
3,197
$113.07K
0.28%
$0.10
-0.24%
0.17% / -1.69%
None
100.00%
50,000
0.06
0.01%
--
0
$35.31
N/A

FFHG MSCI ESG Ratings

5.30 / 10
14.83
31.22
6.10%
6.52%
113.52