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 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SSUS 2.98% 4.66% 15.87% 34.04% -- -- --
SSUS (NAV) 2.54% 5.61% 16.18% 34.56% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 3.39% 6.65% 16.98% 35.78% 19.29% 18.05% 15.27%
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
0.79%
$263.11M
$1.24M
0.17%

SSUS Portfolio Data

$424.85B
32.43
4.10
0.43%
N/A
499

SSUS Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SSUS Portfolio Management

0.79%
--
--
--

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 07/23/21
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

37,625
$1.24M
29,493
$989.35K
0.17%
$0.06
0.03%
0.53% / -0.28%
None
100.00%
25,000
1.18
0.03%
0.02%
0
$33.90
5

SSUS Sector/Industry Breakdown


SSUS
Segment Benchmark
29.03%
35.75%
17.68%
12.96%
15.64%
13.20%
14.96%
14.48%
6.04%
6.22%
5.18%
8.91%
3.68%
2.52%
3.11%
2.07%
2.77%
2.16%
1.65%
1.64%

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
0.96
0.97
0.93
0.12%
MSCI USA Large Cap Index

SSUS Benchmark Comparison Holdings

499
291
264
80.66%

SSUS Benchmark Comparison Summary


SSUS
Segment Benchmark
499
291
$424.85B
$529.51B
32.43
32.61
4.10
4.89
1.42%
1.35%
Low
Low

SSUS Benchmark Comparison Market Cap Size


SSUS
Segment Benchmark
98.20%
100.00%
1.80%
0.00%
0.00%
0.00%
0.00%
0.00%