What is PALC?

PALC invests in US large cap equities that allocates to multi-factor sub-indices based on relative strength.

PERFORMANCE [as of 11/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
PALC 1.05% -0.69% -13.36% -13.21% -- -- --
PALC (NAV) 0.89% -0.72% -13.45% -13.28% -- -- --
MSCI USA Large Cap Index 1.18% -1.89% -17.19% -15.47% 9.67% 10.62% 13.04%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

PALC Factset Analytics Insight

PALC seeks exposure to the US large-cap space by rotating its holdings to four factor-based S&P sub-indices. The factor groups include Momentum, Quality, Value, and Volatility. The index uses a relative strength methodology to select the highest and lowest quintile components from these groups based on eight sub-indices. Selected stocks are composed of securities from two of sub-indices that exhibited better price performance than the other sub-Indices. The Index is reconstituted and rebalanced monthly.

PALC Summary Data

06/24/20
0.60%
$215.76M
Lunt Capital U.S. Large Cap Multi-Factor Rotation Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

$0.00B 5 Days
+$0.01B 30 Days
-$0.01B 90 Days

PALC Portfolio Data

$269.68B
28.09
13.05
1.43%
12/22/22
164

PALC Index Data

Lunt Capital U.S. Large Cap Multi-Factor Rotation Index
Momentum
Fixed
MSCI USA Large Cap Index

PALC Portfolio Management

0.60%
--
--
--

PALC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

PALC Fund Structure

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

Factset Analytics Block Liquidity

As of 11/30/22

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

PALC Tradability

59,947
$2.03M
33,949
$1.14M
0.19%
$0.07
0.00%
0.41% / -0.31%
None
100.00%
50,000
0.68
0.01%
0.00%
0
$35.82
5

PALC Sector/Industry Breakdown

PALC Segment
Benchmark
18.47% --
11.98% --
9.56% --
8.27% --
7.58% --
7.51% --
6.22% --
5.69% --
3.90% --
3.35% --

PALC Performance Statistics

0.84
0.85
0.92
0.81
0.58%
MSCI USA Large Cap Index

PALC Countries

PALC Segment
Benchmark
100.00% 99.89%
-- 0.11%

PALC Regions

PALC Segment
Benchmark
100.00% 100.00%

PALC Economic Development

PALC Segment
Benchmark
100.00% 100.00%
0.00% 0.00%

PALC Benchmark Comparison Holdings

164
297
89
32.48%

PALC Benchmark Comparison Summary

PALC Segment
Benchmark
164 297
$269.68B $526.40B
28.09 19.24
13.05 4.07
1.51% 1.62%
Low Low

PALC Benchmark Comparison Market Cap Size

PALC Segment
Benchmark
96.12% 99.74%
3.43% 0.14%
0.00% 0.00%
0.00% 0.00%