SQEW

LeaderShares Equity Skew ETF
*Unless otherwise stated, data provided by FactSet.

SQEW Fund Description

SQEW is an actively managed fund that invests in global equities. The fund weights companies based on quantitative factors including statistical skew.

SQEW Factset Analytics Insight

SQEW is the 2nd ETF by LeaderShares and is actively managed to invest in global equities. The fund’s primary equity style exposure and factors are: US Large Cap Growth, US Large Cap Value, US Small Cap Growth, US Small Cap Value and Emerging Markets. SQEW pursues a contrarian approach in selecting its portfolio based quantitative research. Weighting of constituents is based on proprietary quantitative factors including statistical skew. Measuring skewness allows the Adviser to take each groups of stocks and determine their relative weightings based on how recent returns of such group fits into its historical returns. This measure generally leads equities that have outperformed to have reduced exposure and those that’ve underperformed to have increased exposure at each rebalance. The Fund may hold defensive holdings of up to 100% high-quality short-term debts, money market instruments and cash.

SQEW MSCI ESG Analytics Insight

LeaderShares Equity Skew ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.08 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. LeaderShares Equity Skew ETF ranks in the 29th percentile within its peer group and in the 8th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SQEW 0.00% -1.17% 13.45% 34.57% -- -- --
SQEW (NAV) -1.44% -1.28% 11.31% 32.75% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI ACWI + Frontier Markets IMI Index -0.21% 1.97% 12.60% 29.75% 12.64% 13.61% 11.46%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SQEW Summary Data

LeaderShares
05/12/20
Open-Ended Fund
0.75%
$94.95M
$332.96K
0.24%

SQEW Portfolio Data

$62.88B
36.16
2.42
4.64%
N/A
3,415

SQEW Index Data

No Underlying Index
Proprietary
Proprietary
MSCI ACWI + Frontier Markets IMI Index

SQEW Portfolio Management

0.75%
--
--
--

SQEW Tax Exposures

20.00% / 39.60%
5.80%
Qualified dividends
No

SQEW Fund Structure

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

SQEW Factset Analytics Block Liquidity

As of 09/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SQEW. SQEW is rated a 2 out of 5.

SQEW Tradability

9,128
$332.96K
8,222
$297.50K
0.24%
$0.09
0.03%
0.32% / -1.08%
None
100.00%
25,000
0.33
0.07%
3.01%
0
$35.54
2

SQEW Sector/Industry Breakdown


SQEW
Segment Benchmark
24.54%
17.02%
14.94%
10.97%
14.21%
26.18%
14.08%
13.41%
12.97%
11.31%
6.35%
6.46%
4.26%
3.42%
4.14%
5.26%
2.18%
2.62%
1.79%
1.86%

SQEW Countries


SQEW
Segment Benchmark
99.04%
58.64%
0.29%
3.90%
0.16%
1.87%
0.14%
1.41%
0.08%
0.62%
0.06%
0.67%
0.04%
0.45%
0.03%
0.36%
0.03%
0.32%
0.02%
0.23%

SQEW Regions


SQEW
Segment Benchmark
99.04%
61.30%
0.72%
18.87%
0.10%
1.33%
0.09%
0.98%
0.05%
17.52%

SQEW Economic Development


SQEW
Segment Benchmark
99.50%
94.67%
0.50%
5.33%

SQEW Performance Statistics

0.71
1.19
1.12
0.99
0.55%
MSCI ACWI + Frontier Markets IMI Index

SQEW MSCI ESG Ratings

5.08 / 10
8.43
28.52
4.48%
4.76%
183.08

SQEW Benchmark Comparison Holdings

3,415
9360
2,525
21.79%

SQEW Benchmark Comparison Summary


SQEW
Segment Benchmark
3,415
9360
$62.88B
$310.56B
36.16
27.78
2.42
2.84
1.36%
1.63%
Low
Low

SQEW Benchmark Comparison Market Cap Size


SQEW
Segment Benchmark
26.81%
80.47%
31.49%
14.53%
40.31%
4.66%
1.40%
0.34%