TCTL

Premise Capital Diversified Tactical ETF
*Unless otherwise stated, data provided by FactSet.

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 MSCI ESG Analytics Insight

Premise Capital Diversified Tactical ETF has an MSCI ESG Fund Rating of A based on a score of 5.89 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. Premise Capital Diversified Tactical ETF ranks in the 46th percentile within its peer group and in the 40th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

TCTL Charts And Performance

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PERFORMANCE [as of 11/20/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TCTL 5.33% 6.14% -10.86% -8.10% 0.71% -- --
TCTL (NAV) 4.83% 6.14% -10.84% -7.77% 0.69% -- --
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TCTL Summary Data

10/27/16
Open-Ended Fund
0.86%
$49.85M
0.24%

TCTL Portfolio Data

2.31%
N/A

TCTL Index Data

Proprietary
Proprietary
N/A

TCTL Fund Structure

No
No
No Policy
N/A
N/A
Low
N/A
N/A

TCTL Tax Exposures

20.00% / 39.60%
--
No
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

TCTL Factset Analytics Block Liquidity

As of 11/23/20
5
4
3
2
1

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

TCTL Tradability

5,355
$146.82K
1,693
$48.72K
0.24%
$0.06
-0.02%
0.52% / -0.59%
None
100.00%
25,000
0.07
0.02%
--
0
$28.88
N/A

TCTL MSCI ESG Ratings

5.89 / 10
40.44
46.31
7.33%
4.46%
165.56