SNUG

Merlyn.AI Tactical Growth and Income ETF
*Unless otherwise stated, data provided by FactSet.

SNUG Fund Description

SNUG is a fund of funds that tracks an index which tactically allocates 30/70 global equities and US bonds. The fund also uses a market risk indicator to shift to a more conservative allocation when risk in US equities appears elevated.

SNUG Factset Analytics Insight

SNUG tracks a tactical growth and income index. The advisor uses a momentum indicator to select four global equity ETFs and four US bond ETFs, weighted 30/70, during bull market conditions or four to six ETFs considered defensive during bear markets. The investable universe during bull market conditions, generally consists of mid and large-cap US equities, sectors, bonds, dividend focused, regions, and broad international countries. ETFs for a bear market contains US aggregate bond exposure, corporate bonds, hi-yield, Treasurys, gold, and broad-based US equity. The portfolio is based on an assessment of three metrics for US equities: price-trend, market momentum, and value sentiment. During bull market conditions, the index develops 12 evaluation models, each with a different mix of ETFs. At month-end each model selects a momentum leader. During bear market condition, the index selects between two defensive models of ETFs.

SNUG MSCI ESG Analytics Insight

Merlyn.AI Tactical Growth and Income ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.75 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. Merlyn.AI Tactical Growth and Income ETF ranks in the 24th percentile within its peer group and in the 4th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SNUG -0.65% 2.27% 4.24% 11.03% -- -- --
SNUG (NAV) 0.70% 1.16% 4.48% 11.22% -- -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SNUG Summary Data

Merlyn.AI
02/24/20
Open-Ended Fund
0.88%
$23.63M
0.25%

SNUG Portfolio Data

2.55%
N/A

SNUG Index Data

MAI Tactical Growth and Income Index
Momentum
Momentum
N/A

SNUG Fund Structure

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

SNUG Tax Exposures

20.00% / 39.60%
--
No

SNUG Factset Analytics Block Liquidity

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

This measurement shows how easy it is to trade a $1 million USD block of SNUG. SNUG is rated a 3 out of 5.

SNUG Tradability

4,782
$132.03K
1,716
$43.72K
0.25%
$0.07
0.01%
1.38% / -0.72%
None
100.00%
50,000
0.03
0.02%
0.65%
0
$28.15
3

SNUG MSCI ESG Ratings

4.75 / 10
4.05
23.83
4.64%
--
327.49