SENT

AdvisorShares Alpha DNA Equity Sentiment ETF
*Unless otherwise stated, data provided by FactSet.

SENT Fund Description

SENT is an actively-managed fund that uses data analytics to invest in US-listed stocks with near-term revenue upside potential while hedging overall market exposure.

SENT Factset Analytics Insight

SENT combines active management and machine learning to provide competitive risk-adjusted returns over a full market cycle while minimizing volatility. The fund picks US stocks that are likely to break out in upcoming quarters by using an algorithm that examines each company’s fundamentals and its online interactions with consumers. The fund adviser then screens for outperforming firms within growth-oriented industries in order to leverage possible trading opportunities that may arise when analyst sentiment is lower. SENT invests in large-, mid- and small-cap US-listed firms and typically equal-weights stocks within each market-cap. The fund also buys and sells put options on the broad market. This hedge overlay strategy is intended to provide downside protection for the fund. The fund’s strategy, in addition to normal monthly rebalancing, may lead to a high portfolio turnover due to frequent buying and selling of securities.

SENT MSCI ESG Analytics Insight

AdvisorShares Alpha DNA Equity Sentiment ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.82 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. AdvisorShares Alpha DNA Equity Sentiment ETF ranks in the 37th percentile within its peer group and in the 20th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

SENT 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 10/25/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SENT -1.71% 0.55% -- -- -- -- --
SENT (NAV) -2.00% 0.30% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 2.65% 3.94% 22.38% 35.21% 21.76% 18.71% 16.37%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SENT Summary Data

AdvisorShares
02/02/21
Open-Ended Fund
1.12%
$73.89M
$223.15K
0.23%

SENT Portfolio Data

$113.94B
44.67
5.61
--
N/A
92

SENT Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

SENT Portfolio Management

1.12%
--
--
--

SENT Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SENT Fund Structure

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

SENT Factset Analytics Block Liquidity

As of 10/26/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SENT. SENT is rated a 4 out of 5.

SENT Tradability

8,224
$223.15K
5,232
$143.98K
0.23%
$0.06
0.00%
0.39% / -0.28%
None
96.00%
25,000
0.21
0.07%
0.02%
0
$27.40
4

SENT Sector/Industry Breakdown


SENT
Segment Benchmark
43.83%
33.75%
40.88%
14.74%
4.35%
9.19%
2.26%
13.09%
1.11%
1.18%
1.10%
5.23%
1.08%
14.20%
1.01%
2.45%

SENT Top 10 Holdings[View All]

1.27%
12.04%

SENT Countries


SENT
Segment Benchmark
97.85%
99.93%
1.11%
--
1.04%
--
--
0.07%

SENT Regions


SENT
Segment Benchmark
97.85%
100.00%
1.11%
--
1.04%
--

SENT Economic Development


SENT
Segment Benchmark
100.00%
100.00%

SENT Performance Statistics

0.71
1.16
1.16
1.13
0.60%
MSCI USA IMI

SENT MSCI ESG Ratings

5.82 / 10
20.17
37.10
3.23%
--
44.70

SENT Benchmark Comparison Holdings

92
2469
83
10.19%

SENT Benchmark Comparison Summary


SENT
Segment Benchmark
92
2469
$113.94B
$504.44B
44.67
31.21
5.61
4.50
0.33%
1.21%
Low
Low

SENT Benchmark Comparison Market Cap Size


SENT
Segment Benchmark
40.20%
87.77%
39.17%
9.78%
20.62%
2.35%
0.00%
0.10%