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 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.

TCTL MSCI ESG Analytics Insight

Premise Capital Diversified Tactical ETF has an MSCI ESG Fund Rating of A based on a score of 6.26 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 49th percentile within its peer group and in the 51st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TCTL -2.55% -1.49% 9.48% 18.18% 4.96% -- --
TCTL (NAV) -0.95% 0.27% 11.23% 21.15% 5.50% -- --
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%
$39.46M
0.14%

TCTL Portfolio Data

0.96%
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 10/15/21
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

1,257
$41.42K
447
$14.69K
0.14%
$0.05
-0.04%
0.25% / -0.41%
None
100.00%
25,000
0.02
0.03%
--
0
$33.27
N/A

TCTL MSCI ESG Ratings

6.26 / 10
51.35
48.89
5.68%
--
147.18