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, high-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 conditions, the index selects between two defensive models of ETFs. Prior to June 1, 2022, the index name was MAI Tactical Growth & Income Index.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SNUG 1.21% -0.90% -9.00% -8.96% -- -- --
SNUG (NAV) 1.08% -1.10% -9.24% -9.22% -- -- --
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
1.06%
$10.83M
0.32%

SNUG Portfolio Data

1.60%
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 08/04/22
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 2 out of 5.

SNUG Tradability

12,213
$302.91K
536
$13.41K
0.32%
$0.08
-0.01%
1.38% / -1.20%
None
100.00%
50,000
0.01
0.02%
1.01%
0
$25.27
2