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 equity and fixed income ETFs globally, based on modern portfolio theory and intermediate trends.

TCTL Factset Analytics Insight

TCTL utilizes a quantitative asset allocation strategy in a fund-of-funds structure. The frontier in TCTL’s underlying index refers to efficient frontier in modern portfolio theory. The index takes a similar approach as the Black-Litterman model, and it 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 it 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.

PERFORMANCE [as of 08/03/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TCTL 1.22% -0.33% -13.13% -9.94% 0.57% 2.22% --
TCTL (NAV) 1.15% -0.33% -13.08% -9.94% 0.59% 2.22% --
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%
$34.25M
0.25%

TCTL Portfolio Data

1.00%
N/A

TCTL Index Data

Proprietary
Proprietary
N/A

TCTL Fund Structure

No
No
-- / --
N/A
N/A
Medium
N/A
N/A

TCTL Tax Exposures

20.00% / 39.60%
--
No

TCTL Factset Analytics Block Liquidity

As of 08/04/22
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 4 out of 5.

TCTL Tradability

2,174
$63.53K
691
$20.47K
0.25%
$0.07
-0.03%
0.39% / -0.68%
None
100.00%
25,000
0.03
0.03%
0.07%
0
$29.85
4