THLV THOR Low Volatility ETF

*Unless otherwise stated, data provided by FactSet.

THLV Fund Description

THLV aims to provide a low volatility US large-cap equity strategy. The fund tracks an index that selects sectors based on price momentum and historical volatility and equally weights exposure.

THLV Factset Analytics Insight

THLV tracks an index that pursues a low volatility US large-cap equity strategy. The ETF utilizes a fund-of-funds approach to provide the desired exposure. The fund uses a rules-based, computer-driven process that systematically allocates to 10 large-cap sectors, attempting to avoid sectors in a down trending cycle. The investment process uses a proprietary algorithm that measures price momentum and historic volatility for each respective sector. Only those sectors considered “risk on” will be included in the portfolio and equally weighted, up to a maximum allocation of 20%. If all sectors are considered “risk off,” the portfolio could be 100% invested in US money market funds. The ETF rebalances weekly based on Monday’s closing and effective at the close on Wednesday. The model aims to deploy investments quickly and without human bias. Investors should anticipate a higher than average turnover, which may involve higher cost and or taxes.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
THLV -- -- -- -- -- -- --
THLV (NAV) -- -- -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index -9.42% -4.23% -23.54% -16.45% 9.12% 9.82% 11.99%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

THLV Summary Data

THOR
09/12/22
Open-Ended Fund
0.65%
$9.71M
$833.94K
0.27%
N/A

THLV Portfolio Data

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N/A
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THLV Index Data

No Underlying Index
Equal
Volatility
MSCI USA Large Cap Index

THLV Portfolio Management

0.65%
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THLV Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

THLV Fund Structure

Open-Ended Fund
No
No
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N/A
N/A
Low
Daily

THLV Factset Analytics Block Liquidity

As of 09/30/22
5
4
3
2
1

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

THLV Tradability

35,376
$833.94K
3,695
$42.57K
0.27%
$0.06
0.15%
1.21% / -0.40%
None
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10,000
0.37
--
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--
$22.64
N/A

THLV Sector/Industry Breakdown


THLV
Segment Benchmark
59.17%
--
40.83%
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THLV Top 10 Holdings

41.32%
100.00%

THLV Performance Statistics

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0.00%
MSCI USA Large Cap Index

THLV Benchmark Comparison Holdings

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THLV Benchmark Comparison Summary


THLV
Segment Benchmark
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THLV Benchmark Comparison Market Cap Size


THLV
Segment Benchmark
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