What is SSUS?

SSUS is an actively managed US fund-of-funds that overweights and underweights 11 US large-cap sectors based on proprietary risk model.

PERFORMANCE [as of 01/20/23] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSUS 5.03% 8.34% 4.36% -9.62% 8.90% -- --
SSUS (NAV) 4.73% 8.20% 4.06% -9.50% 9.00% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 3.98% 7.96% 3.56% -11.35% 7.53% 9.14% 12.56%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSUS Factset Analytics Insight

SSUS is a fund-of-funds that seeks to outperform the S&P 500 index by overweighting and underweighting its exposure to the sectors relative to the index. The fund combines sector-specific, price-based, economic, fundamental and behavioral indicators to form a composite for each sector and determine sector allocations. SSUS may reduce overall exposure using a proprietary risk management model that measures the potential risk level of factors the stock market faces based on evidence of technical, monetary, economic, valuation, and sentiment indicators. The equity-invested position of the portfolio can be reduced to 50% when the model is triggered to have low risk-to-reward ratio from a historical perspective. During these times, the fund may hold cash and cash-like securities up to 50%, but will immediately return to being fully invested when the model indicates a more bullish opportunity. SSUS is actively managed and is rebalanced monthly.

SSUS Summary Data

01/17/20
0.80%
$462.72M
No Underlying Index
MSCI USA Large Cap Index
Open-Ended Fund

Peers

MSCI USA Large Cap Index

Fund Flows

-$0.00B 5 Days
-$0.01B 30 Days
-$0.04B 90 Days

SSUS Portfolio Data

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--
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0.61%
N/A
--

SSUS Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SSUS Portfolio Management

0.80%
--
--
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SSUS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SSUS Fund Structure

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

Factset Analytics Block Liquidity

As of 01/23/23

This measurement shows how easy it is to trade a $1 million USD block of SSUS. SSUS is rated a N/A out of 5.

SSUS Tradability

47,972
$1.50M
37,654
$1.18M
0.18%
$0.06
0.03%
0.56% / -1.20%
None
100.00%
25,000
1.51
0.03%
--
16
$31.78
N/A

SSUS Sector/Industry Breakdown

SSUS Segment
Benchmark
99.03% --
0.97% --

SSUS Performance Statistics

0.89
0.73
0.71
0.76
0.60%
MSCI USA Large Cap Index

SSUS Benchmark Comparison Holdings

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SSUS Benchmark Comparison Summary

SSUS Segment
Benchmark
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Low --

SSUS Benchmark Comparison Market Cap Size

SSUS Segment
Benchmark
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