QRFT

QRAFT AI-Enhanced U.S. Large Cap ETF
*Unless otherwise stated, data provided by FactSet.

QRFT Fund Description

QRFT is an actively-managed portfolio of large-cap US equities chosen with the aid of artificial intelligence.

QRFT Factset Analytics Insight

QRFT combines active management with a proprietary artificial intelligence (AI) security selection process that extracts patterns from analyzing data. The fund holds a balanced exposure of five main factors affecting the US market: quality (based on profitability), size (based on market-cap), value (based on price-to-book), momentum, and volatility. QRFT evaluates how each individual factor would affect a company over time and identifies 300 to 350 companies that have the greatest potential to outperform their US large-cap peers over the next three-month period. Since the fund’s database is adjusted on a monthly basis, QRFT is expected to frequently buy and sell securities, which could result to a high portfolio turnover.

QRFT MSCI ESG Analytics Insight

QRAFT AI-Enhanced U.S. Large Cap ETF has an MSCI ESG Fund Rating of A based on a score of 6.34 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. QRAFT AI-Enhanced U.S. Large Cap ETF ranks in the 56th percentile within its peer group and in the 69th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QRFT 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 08/03/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QRFT 1.20% 6.38% 13.72% 37.33% -- -- --
QRFT (NAV) 2.09% 8.18% 13.92% 36.98% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.88% 6.51% 18.30% 36.53% 19.18% 18.39% 16.12%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QRFT Summary Data

QRAFT
05/21/19
Open-Ended Fund
0.75%
$22.69M
$190.46K
0.24%

QRFT Portfolio Data

$312.73B
45.79
6.87
1.58%
N/A
350

QRFT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

QRFT Portfolio Management

0.75%
--
--
--

QRFT Tax Exposures

20.00% / 39.60%
3.21%
Qualified dividends
No

QRFT Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
High
Daily

QRFT Factset Analytics Block Liquidity

As of 08/04/21
5
4
3
2
1

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

QRFT Tradability

4,547
$190.46K
3,312
$139.54K
0.24%
$0.10
0.01%
0.98% / -0.79%
None
98.00%
25,000
0.13
0.16%
0.00%
0
$43.52
5

QRFT Sector/Industry Breakdown


QRFT
Segment Benchmark
48.30%
39.85%
22.44%
12.83%
7.56%
14.01%
6.93%
11.69%
4.98%
8.16%
2.30%
5.71%
2.26%
2.38%
1.19%
1.78%
0.91%
1.52%
0.74%
1.98%

QRFT Top 10 Holdings[View All]

Apple Inc. 2.81%
DexCom, Inc. 1.80%
Seagen, Inc. 1.60%
20.20%

QRFT Countries


QRFT
Segment Benchmark
96.38%
99.91%
3.47%
0.09%
0.04%
--
0.04%
--
0.04%
--
0.03%
--

QRFT Regions


QRFT
Segment Benchmark
99.85%
100.00%
0.15%
--

QRFT Economic Development


QRFT
Segment Benchmark
100.00%
100.00%

QRFT Performance Statistics

0.73
1.12
1.17
1.15
0.71%
MSCI USA Large Cap Index

QRFT MSCI ESG Ratings

6.34 / 10
68.96
56.44
2.14%
12.10%
62.79

QRFT Benchmark Comparison Holdings

350
291
249
48.03%

QRFT Benchmark Comparison Summary


QRFT
Segment Benchmark
350
291
$312.73B
$580.81B
45.79
34.51
6.87
5.24
0.92%
1.26%
Low
Low

QRFT Benchmark Comparison Market Cap Size


QRFT
Segment Benchmark
97.95%
100.00%
2.05%
0.00%
0.00%
0.00%
0.00%
0.00%