TCTL ETF Report: Ratings, Analysis, Quotes, Holdings

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*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 Charts And Performance

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PERFORMANCE [as of 01/16/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS

TCTL 2.93% 8.04% 1.99% 16.68% 9.89% -- --

TCTL (NAV) 2.75% 7.79% 1.82% 16.44% 9.82% -- --

Premise Capital Frontier Advantage Diversified Tactical Index -- -- -- -- -- -- --

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

All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TCTL Summary Data

Premise Capital

10/27/16

Open-Ended Fund

0.91%

$53.25M

0.16%

Fund Home Page

TCTL Portfolio Data

2.04%

N/A

TCTL Index Data

Premise Capital Frontier Advantage Diversified Tactical Index

Proprietary

N/A

TCTL Fund Structure

No Policy

N/A

Low

N/A

Leverage Reset Frequency N/A

TCTL Tax Exposures

20.00% / 39.60%

Cboe Book Viewer

Top Of Book

Last 10 Trades

Bats BZX Real-time Quote -

TCTL Factset Analytics Block Liquidity

As of 01/17/20

This measurement shows how easy it is to trade a $1 million USD block of TCTL. TCTL is rated a 4 out of 5.

TCTL Tradability

9,489

$307.60K

1,489

$47.23K

0.16%

$0.05

-0.02%

0.16% / -0.19%

None

100.00%

25,000

0.06

0.03%

0.11%

$32.98

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TCTL