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.

PERFORMANCE [as of 05/12/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
RORO -- -- -- -- -- -- --
RORO (NAV) -16.47% -28.87% -41.26% -34.85% -- -- --
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%
$12.36M
0.30%

RORO Portfolio Data

4.61%
N/A

RORO Index Data

No Underlying Index
Proprietary
Proprietary
N/A

RORO Fund Structure

No
--
-- / --
N/A
N/A
High
N/A
N/A

RORO Tax Exposures

20.00% / 39.60%
--
No

RORO Factset Analytics Block Liquidity

As of 05/13/22
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

13,049
$213.18K
6,085
$99.86K
0.30%
$0.05
-0.02%
0.85% / -1.16%
None
100.00%
--
--
--
--
0
$13.79
N/A