GSPY

Gotham Enhanced 500 ETF
*Unless otherwise stated, data provided by FactSet.

GSPY Fund Description

GSPY actively seeks long-term capital appreciation by reweighting the components of the S&P 500 Index based on proprietary fundamental research.

GSPY Factset Analytics Insight

GSPY is not passively managed, but it invests in the components of the S&P 500 Index based on the fund manager’s evaluation of securities being under- or overvalued on both an absolute and relative basis. Each security’s weight in the portfolio is based on fundamental research obtained through company filings or earning releases, such as recurring earnings, cash flows, capital efficiency and valuation. The portfolio is rebalanced daily to weight most heavily the stocks that are priced at the largest discount to the fund manager’s assessment of value. Securities in the index may also be excluded if they do not conform to the valuation methodology or financial reporting requirements.

GSPY MSCI ESG Analytics Insight

Gotham Enhanced 500 ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.53 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. Gotham Enhanced 500 ETF ranks in the 35th percentile within its peer group and in the 21st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

GSPY MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/16/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
GSPY 0.17% 4.97% 19.93% -- -- -- --
GSPY (NAV) -0.40% 5.53% 19.77% -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 0.04% 6.83% 19.81% 33.70% 18.63% 18.87% 16.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

GSPY Summary Data

Gotham
12/28/20
Open-Ended Fund
0.50%
$70.36M
$557.55K
0.06%

GSPY Portfolio Data

$616.31B
25.83
5.06
--
N/A
499

GSPY Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

GSPY Portfolio Management

0.50%
--
--
--

GSPY Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

GSPY Fund Structure

Open-Ended Fund
No
N/A
-- / --
N/A
N/A
Low
Daily

GSPY Factset Analytics Block Liquidity

As of 09/17/21
5
4
3
2
1

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

GSPY Tradability

23,556
$557.55K
1,489
$34.98K
0.06%
$0.01
0.02%
0.32% / -0.20%
None
100.00%
--
--
--
--
0
$24.02
N/A

GSPY Sector/Industry Breakdown


GSPY
Segment Benchmark
38.24%
37.78%
14.92%
14.54%
11.61%
13.60%
9.62%
8.07%
9.49%
11.92%
8.56%
5.98%
2.34%
1.53%
2.24%
1.84%
1.75%
2.22%
1.03%
2.12%

GSPY Top 10 Holdings[View All]

Apple Inc. 6.08%
Walmart Inc. 1.67%
34.17%

GSPY Countries


GSPY
Segment Benchmark
100.00%
99.90%
--
0.10%

GSPY Regions


GSPY
Segment Benchmark
100.00%
100.00%

GSPY Economic Development


GSPY
Segment Benchmark
100.00%
100.00%

GSPY Performance Statistics

0.97
0.94
0.95
0.93
0.13%
MSCI USA Large Cap Index

GSPY MSCI ESG Ratings

5.53 / 10
21.42
34.67
7.01%
2.76%
97.36

GSPY Benchmark Comparison Holdings

499
290
263
70.42%

GSPY Benchmark Comparison Summary


GSPY
Segment Benchmark
499
290
$616.31B
$614.29B
25.83
29.96
5.06
5.10
1.43%
1.31%
Low
Low

GSPY Benchmark Comparison Market Cap Size


GSPY
Segment Benchmark
98.56%
100.00%
1.44%
0.00%
0.00%
0.00%
0.00%
0.00%