TCTLPremise Capital Diversified Tactical ETF
TCTL Fund Description
TCTL is a fund-of-funds tracking an index which allocates across various US-listed equity and fixed income ETFs based on modern portfolio theory and intermediate trends.
TCTL Factset Analytics Insight
TCTL charges a high fee for a fund-of-funds quantitative asset allocation strategy. The frontier in TCTL’s name refers to efficient frontier in modern portfolio theory. TCTL’s underlying index takes a similar approach as the Black-Litterman model. The index is a complex, multi-step quantitative model that uses ETFs to express strategic and tactical allocation. The index first uses historical returns, correlations, and market capitalizations of different asset classes over the past five years to determine expected returns. Then the index uses an intermediate technical trend model to identify potential deviations in expected returns. Finally, the index implements a risk adjustment model to optimize allocation. TCTL covers equities of both developed and emerging markets, of various market capitalizations, and fixed income securities of various maturity and credit profiles.
TCTL Charts And Performance
TCTL Summary Data
TCTL Portfolio Data
TCTL Index Data
TCTL Fund Structure
TCTL Tax Exposures
TCTL Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of TCTL. TCTL is rated a 4 out of 5.