MSMR McElhenny Sheffield Managed Risk ETF
What is MSMR?
MSMR uses a combination of trend-based and sector rotation strategies that enable the fund to toggle exposure between equity and defensive ETFs based on various market indicators. The fund is actively managed.
MSMR Factset Analytics Insight
MSMR aims to take advantage of trends in the US equity markets using two different strategies. The strategies make up two sleeves in the portfolio at approximately 50/50 ratio. The first sleeve is managed according to a trend-following approach that uses various technical indicators to assess trends in the US equity markets. This piece of the portfolio invests in large-cap ETFs during uptrends, and toggles to investment-grade bond ETFs during downtrends based on a series of stop levels. Sleeve two uses a momentum scoring system to rank various ETFs focused on a particular industry, sector or asset class. The result may have significant exposure to particular sectors or industries or may be primarily exposed to broad-based equities or bonds. Sleeve two’s strategy also employs a “macro monitor” overlay to identify periods of downward trends. When it indicates downtrend, the strategy moves to allocate 100% to defensive ETFs which include investment-grade bond and US dollar ETFs.
MSMR Summary Data
MSMR Fund Structure
MSMR Tax Exposures
MSMR Portfolio Data
MSMR Index Data
Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of MSMR. MSMR is rated a N/A out of 5.
Options Strategies for Outcome Investing
A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.
A covered call is an income strategy constructed by writing a call option against a holding of the underlying security.