ROROATAC US Rotation ETF
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 Summary Data
RORO Portfolio Data
RORO Index Data
RORO Fund Structure
RORO Tax Exposures
RORO Factset Analytics Block Liquidity
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.