TTAI

TrimTabs International Free Cash Flow Quality ETF
*Unless otherwise stated, data provided by FactSet.

TTAI Fund Description

TTAI aims to outperform a broad, developed market ex-US equity index. The actively-managed fund selects stocks based on free cash flow.

TTAI Factset Analytics Insight

TTAI aims to beat the S&P Developed ex-U.S. BMI Index through an active investment process that uses free cash flow as its main driver. A quant model is used to rank stocks according to proprietary measures of free cash flow. Firms that are highly leveraged, incur debt to buy back shares or do not satisfy the fund’s ESG criteria are screened out. Approximately 150 of the highest-ranked stocks are selected and then weighted on a modified market-cap basis that factors in free cash flow and log transformation. TTAI applies tight portfolio manager discretion beyond its rules-based approach. Note: Prior to May 29, 2020, the fund’s methodology emphasizes share buyback trends. Before November 18, 2020, the fund was named TrimTabs All Cap International Free-Cash-Flow ETF. And on March 1, 2021, the fund implemented some changes to its investment process.

TTAI MSCI ESG Analytics Insight

TrimTabs International Free Cash Flow Quality ETF has an MSCI ESG Fund Rating of AA based on a score of 7.99 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. TrimTabs International Free Cash Flow Quality ETF ranks in the 94th percentile within its peer group and in the 86th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 05/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
TTAI 2.50% 6.10% 9.03% 58.91% 9.71% -- --
TTAI (NAV) 3.17% 6.32% 8.98% 58.05% 10.21% -- --
No Underlying Index -- -- -- -- -- -- --
MSCI World ex USA IMI 2.66% 6.70% 8.89% 47.88% 7.35% 10.13% 5.64%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

TTAI Summary Data

TrimTabs
06/28/17
Open-Ended Fund
0.61%
$56.35M
$978.09K
0.55%

TTAI Portfolio Data

$76.99B
26.99
3.28
0.58%
N/A
301

TTAI Index Data

No Underlying Index
Proprietary
Proprietary
MSCI World ex USA IMI

TTAI Portfolio Management

0.61%
--
--
--

TTAI Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

TTAI Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

TTAI Factset Analytics Block Liquidity

As of 05/07/21
5
4
3
2
1

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

TTAI Tradability

28,376
$978.09K
256
$8.55K
0.55%
$0.18
0.04%
1.03% / -1.59%
None
34.00%
25,000
0.01
--
0.02%
0
$34.82
4

TTAI Sector/Industry Breakdown


TTAI
Segment Benchmark
20.30%
9.46%
19.54%
22.12%
15.67%
12.78%
15.58%
16.31%
9.72%
9.87%
8.99%
8.96%
5.81%
8.67%
2.39%
3.16%
1.97%
4.72%
0.03%
3.42%

TTAI Top 10 Holdings[View All]

1.75%
1.73%
1.69%
1.58%
1.50%
1.40%
1.33%
1.32%
1.30%
17.07%

TTAI Countries


TTAI
Segment Benchmark
15.89%
22.80%
12.82%
13.84%
11.65%
7.73%
8.06%
6.52%
6.75%
8.70%
6.57%
3.73%
6.05%
8.84%
4.99%
8.00%
4.17%
2.04%
3.69%
3.72%

TTAI Regions


TTAI
Segment Benchmark
55.98%
55.75%
31.84%
33.62%
9.89%
10.10%
1.26%
0.54%
1.03%
--

TTAI Economic Development


TTAI
Segment Benchmark
98.42%
100.00%
1.58%
0.00%

TTAI Performance Statistics

0.81
0.85
0.83
0.91
0.44%
MSCI World ex USA IMI

TTAI MSCI ESG Ratings

7.99 / 10
86.35
93.60
4.57%
6.46%
55.88

TTAI Benchmark Comparison Holdings

301
3474
190
24.27%

TTAI Benchmark Comparison Summary


TTAI
Segment Benchmark
301
3474
$76.99B
$60.86B
26.99
43.26
3.28
1.83
1.91%
2.26%
Low
Low

TTAI Benchmark Comparison Market Cap Size


TTAI
Segment Benchmark
81.52%
71.75%
17.80%
20.92%
0.68%
6.75%
0.00%
0.58%