ONOF

Global X Adaptive U.S. Risk Management ETF
*Unless otherwise stated, data provided by FactSet.

ONOF Fund Description

ONOF tracks an index that allocates 100% of the portfolio to US equities or short-term Treasurys based on four market indicators.

ONOF Factset Analytics Insight

ONOF is a passively-managed portfolio that provides exposure to 500 US large-cap equities during “normal” market conditions or switches to 1-3 year US Treasurys during adverse market conditions. The index is based on historical data from two short-term indicators: Moving Average Convergence Divergence (MACD) and the level of the CBOE Volatility Index (VIX), as well as two long-term indicators: 200-day Simple Moving Average (SMA) and market drawdown percentage. Each signal is given an equal weighting in determining the posture of the portfolio. The trigger threshold for each signal is based on a predetermined Z-score. If the portfolio is in equities, it takes three negative indicators to switch the exposure to Treasuries. Once in Treasuries, it takes two positive indicators to switch to equities, thus, creating a higher hurtle to get out of the market than it is to enter. Based on the strategy, turnover in the portfolio should be higher than a buy-and-hold approach.

PERFORMANCE [as of 05/20/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
ONOF -- -- -- -- -- -- --
ONOF (NAV) 0.19% -2.68% -17.06% -- -- -- --
Adaptive Wealth Strategies U.S. Risk Management Index 0.29% -2.56% -16.95% -4.13% 11.46% 8.90% 9.17%
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

ONOF Summary Data

Global X
01/12/21
Open-Ended Fund
0.39%
$82.62M
0.25%

ONOF Portfolio Data

0.84%
N/A

ONOF Index Data

Adaptive Wealth Strategies U.S. Risk Management Index
Fixed
Technical
N/A

ONOF Fund Structure

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

ONOF Tax Exposures

20.00% / 39.60%
--
No

ONOF Factset Analytics Block Liquidity

As of 05/23/22
5
4
3
2
1

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

ONOF Tradability

32,749
$847.89K
7,023
$181.63K
0.25%
$0.06
0.04%
0.55% / -0.54%
None
100.00%
50,000
0.14
0.01%
--
0
$25.76
N/A