RORO

ATAC US Rotation ETF
*Unless otherwise stated, data provided by FactSet.

RORO Fund Description

RORO is an actively managed fund-of-funds, focused on capital appreciation by toggling between US equities and long duration US Treasurys based on a proprietary market risk indicator.

RORO Factset Analytics Insight

RORO provides exposure to either US small-cap and large-cap growth stocks or 20-year US Treasurys. While the fund is actively managed, the fund adviser follows the trading signals of a proprietary market risk index. Two hours prior to the NYSE market close each Friday, the index considers the relative price performance of the front-month contract for lumber futures and USD gold spot price. If lumber prices are outperforming gold, the index indicates a risk-on posture and the portfolio is adjusted to reflect up to 130% equity exposure through one or more US equity ETFs. If gold is outperforming lumber, the index indicates a risk-off posture and the portfolio shifts 100% of its exposure to ETFs holding Treasurys. The level of risk determines the portfolio exposure, it is a binary decision. Since the exposure may change frequently, investors should anticipate a high portfolio turnover rate.

RORO MSCI ESG Analytics Insight

ATAC US Rotation ETF has an MSCI ESG Fund Rating of A based on a score of 5.35 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. ATAC US Rotation ETF ranks in the 30th percentile within its peer group and in the 11st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 12/01/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RORO -4.49% -3.48% 7.10% 16.25% -- -- --
RORO (NAV) -6.93% -6.73% 3.85% 10.86% -- -- --
No Underlying Index -- -- -- -- -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

RORO Summary Data

ATAC
11/17/20
Open-Ended Fund
1.13%
$36.97M
0.20%

RORO Portfolio Data

--
N/A

RORO Index Data

No Underlying Index
Proprietary
Proprietary
N/A

RORO Fund Structure

No
--
-- / --
N/A
N/A
Medium
N/A
N/A

RORO Tax Exposures

20.00% / 39.60%
--
No

RORO Factset Analytics Block Liquidity

As of 12/02/21
5
4
3
2
1

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

RORO Tradability

13,526
$312.99K
8,242
$185.00K
0.20%
$0.05
0.03%
0.85% / -0.26%
None
100.00%
--
--
--
--
0
$22.90
N/A

RORO MSCI ESG Ratings

5.35 / 10
11.01
29.95
1.28%
--
63.85