SSUS

Day Hagan/Ned Davis Research Smart Sector ETF
*Unless otherwise stated, data provided by FactSet.

SSUS Fund Description

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

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 indicator. Equity-invested position is reduced to 50% when the model is triggered to have low reward-to-risk 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 bullish. SSUS is actively managed and is rebalanced monthly.

PERFORMANCE [as of 06/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSUS -4.43% -- -15.98% -5.83% -- -- --
SSUS (NAV) -4.19% -13.21% -15.64% -5.71% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SSUS Summary Data

Day Hagan
01/17/20
Open-Ended Fund
0.81%
$446.74M
$1.78M
0.15%

SSUS Portfolio Data

$470.85B
20.77
3.95
0.65%
N/A
638

SSUS Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SSUS Portfolio Management

0.81%
--
--
--

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

SSUS Factset Analytics Block Liquidity

As of 06/30/22
5
4
3
2
1

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

SSUS Tradability

55,608
$1.78M
42,817
$1.36M
0.15%
$0.05
0.06%
0.56% / -1.34%
None
100.00%
25,000
1.71
0.03%
0.00%
0
$31.34
5

SSUS Sector/Industry Breakdown


SSUS
Segment Benchmark
51.63%
--
48.37%
--

SSUS Countries


SSUS
Segment Benchmark
100.00%
99.89%
--
0.11%

SSUS Regions


SSUS
Segment Benchmark
100.00%
100.00%

SSUS Economic Development


SSUS
Segment Benchmark
100.00%
100.00%

SSUS Performance Statistics

0.88
0.73
0.64
0.70
0.48%
MSCI USA Large Cap Index

SSUS Benchmark Comparison Holdings

638
296
267
80.67%

SSUS Benchmark Comparison Summary


SSUS
Segment Benchmark
638
296
$470.85B
$608.31B
20.77
21.94
3.95
4.53
1.57%
1.45%
Low
Low

SSUS Benchmark Comparison Market Cap Size


SSUS
Segment Benchmark
97.93%
99.91%
2.02%
0.09%
0.05%
0.00%
0.00%
0.00%