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 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSUS 2.73% 6.86% 20.93% 33.12% -- -- --
SSUS (NAV) 4.94% 5.78% 21.62% 32.89% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 4.03% 4.92% 21.41% 32.92% 20.92% 19.13% 16.77%
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%
$322.05M
$1.66M
0.16%

SSUS Portfolio Data

$594.22B
28.54
4.57
0.41%
N/A
498

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 10/21/21
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

48,954
$1.66M
39,452
$1.33M
0.16%
$0.06
0.04%
0.53% / -0.18%
None
100.00%
25,000
1.56
0.03%
0.01%
0
$35.49
5

SSUS Sector/Industry Breakdown


SSUS
Segment Benchmark
38.53%
38.43%
14.82%
11.96%
14.65%
14.61%
9.32%
13.41%
6.64%
7.84%
5.64%
5.87%
4.04%
2.14%
2.88%
2.04%
1.86%
1.78%
1.38%
1.44%

SSUS Countries


SSUS
Segment Benchmark
100.00%
99.90%
--
0.10%

SSUS Regions


SSUS
Segment Benchmark
100.00%
100.00%

SSUS Economic Development


SSUS
Segment Benchmark
100.00%
100.00%

SSUS Performance Statistics

0.98
0.98
0.98
0.95
0.11%
MSCI USA Large Cap Index

SSUS Benchmark Comparison Holdings

498
291
263
82.25%

SSUS Benchmark Comparison Summary


SSUS
Segment Benchmark
498
291
$594.22B
$656.83B
28.54
29.41
4.57
5.17
1.33%
1.27%
Low
Low

SSUS Benchmark Comparison Market Cap Size


SSUS
Segment Benchmark
98.37%
100.00%
1.63%
0.00%
0.00%
0.00%
0.00%
0.00%