STNC

Stance Equity ESG Large Cap Core ETF
*Unless otherwise stated, data provided by FactSet.

STNC Fund Description

STNC is an actively-managed, non-transparent ETF that holds a concentrated portfolio of US large-cap firms screened for ESG criteria.

STNC Factset Analytics Insight

STNC combines ESG investing with machine learning, risk optimization and a non-transparent active approach. The fund applies a multi-step ESG methodology to its large-cap US equity universe—first, screening securities for ESG criteria, and then ranking remaining securities against industry peers on sustainability-related key performance indicators. The fund adviser uses a machine learning model to identify firms that are most likely to outperform over the next quarter. Then the portfolio is optimized to minimize risk and maximize diversification. STNC is composed of at least 25 holdings, which are rebalanced quarterly. The fund only discloses its full holdings quarterly, with a 60-day lag. A ‘tracking basket’ is published daily on its website, in place of the actual portfolio. While STNC may disclose its actual holdings in the ‘tracking basket’, the portfolio weights are different. Investors should note that a non-transparent structure could result in wider spreads.

STNC MSCI ESG Analytics Insight

Stance Equity ESG Large Cap Core ETF has an MSCI ESG Fund Rating of AA based on a score of 8.18 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. Stance Equity ESG Large Cap Core ETF ranks in the 89th percentile within its peer group and in the 98th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

STNC MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
STNC -3.41% -1.47% -- -- -- -- --
STNC (NAV) -1.34% 0.35% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -0.24% 1.52% 18.68% 28.00% 19.99% 18.68% 16.41%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

STNC Summary Data

Stance
03/16/21
Open-Ended Fund
0.85%
$35.69M
$27.00K
0.26%

STNC Portfolio Data

--
--
--
--
N/A
0

STNC Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

STNC Portfolio Management

0.85%
--
--
--

STNC Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

STNC Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Medium
Quarterly

STNC Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

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

STNC Tradability

992
$27.00K
201
$5.52K
0.26%
$0.07
0.06%
1.32% / -0.09%
None
--
5,000
0.04
0.37%
--
0
$26.80
N/A

STNC Countries


STNC
Segment Benchmark
--
0.10%
--
99.90%

STNC Regions


STNC
Segment Benchmark
--
100.00%

STNC Economic Development


STNC
Segment Benchmark
--
100.00%

STNC Performance Statistics

0.75
0.88
0.80
0.84
0.39%
MSCI USA Large Cap Index

STNC MSCI ESG Ratings

8.18 / 10
97.93
88.65
--
--
132.76

STNC Benchmark Comparison Holdings

0
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--
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STNC Benchmark Comparison Summary


STNC
Segment Benchmark
0
--
--
--
--
--
--
--
--
--
--
--

STNC Benchmark Comparison Market Cap Size


STNC
Segment Benchmark
--
--
--
--
--
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Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.