Day Hagan/Ned Davis Research Smart Sector ETF
Ticker
SSUS
ISIN
-
Price
USD 43.04
Change Today
-0.27 / -0.633 %
Price 1 year ago
33.77 / 27.44 %
Morningstar
5
52 Week Low
34.07
52 Week High
43.46
200 Day Moving Average 39.24
39.24
50-day Moving Average
41.60
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.35 |
| Sortino Ratio | 0.26 |
| Maximum Drawdown | -2.09% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -12.56 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.31 |
| Volatility | 2.952% |
| Alpha | -2.32 |
| Beta | -- |
| R Squared | +92.11 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 13.36% |
| Average Annual Volatility | 16.988% |
| Sharpe Ratio | 0.79 |
| Sortino Ratio | 0.83 |
| Maximum Drawdown | -24.0% |
| Maximum Drawdown Date | 2022-10-14 |
| Calmar Ratio | -0.58 |
Company information
Summary
The investment seeks long-term capital appreciation and preservation of capital. The fund is considered a "fund of funds" that, under normal market conditions, seeks to achieve its investment objective by principally investing in unaffiliated equity exchange traded funds ("ETFs") that track the performance of the individual sectors ("Sectors") of the S&P 500 Index. The Advisor will attempt to enhance returns relative to the index by overweighting and underweighting its exposure to the Sectors relative to the index and may reduce its overall exposure to ETFs as determined by its risk management model. It is non-diversified.
Market
US
Category
Large Blend
Expense Ratio
0.80%
Fund family
Day Hagan
Morningstar
5
Yield
0.0043
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 24.82% |
| Healthcare | 16.05% |
| Communication services | 11.43% |
| Financial services | 11.30% |
| Industrials | 8.85% |
| Consumer defensive | 7.73% |
| Consumer cyclical | 5.57% |
| Energy | 4.28% |
| Basic materials | 2.95% |
| Realestate | 2.88% |
| Utilities | 2.66% |
| Country | Ratio |
|---|---|
| United States | 98.70 |
| United Kingdom | 0.74 |
| Switzerland | 0.33 |
| Netherlands | 0.18 |
| Singapore | 0.05 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XLK | Technology Select Sector SPDR® ETF | 27.71% |
| XLV | Health Care Select Sector SPDR® ETF | 16.47% |
| XLF | Financial Select Sector SPDR® ETF | 11.51% |
| XLC | Communication Services Sel Sect SPDR®ETF | 10.02% |
| XLY | Consumer Discret Sel Sect SPDR® ETF | 8.96% |
| XLP | Consumer Staples Select Sector SPDR® ETF | 5.75% |
| XLI | Industrial Select Sector SPDR® ETF | 4.91% |
| XLE | Energy Select Sector SPDR® ETF | 4.37% |
| XLB | Materials Select Sector SPDR® ETF | 4.0% |
| XLRE | Real Estate Select Sector SPDR® | 3.65% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ICSU.L | iShares V PLC - iShares S&P 500 Consumer Staples Sector UCITS ETF | IE00B40B8R3 | LSE | 0.15% | 5 | ||
| IHCU.L | iShares V PLC - iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | IE00B43HR37 | LSE | 0.18% | 5 | +1.36 | |
| IUCS.L | iShares V PLC - iShares S&P 500 Consumer Staples Sector UCITS ETF | IE00B40B8R3 | LSE | 0.15% | 5 | +3.14 | |
| IUHC.L | iShares V PLC - iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | IE00B43HR37 | LSE | 0.18% | 5 | +1.36 | |
| IUIT.L | iShares V PLC - iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | LSE | 0.15% | 5 | |||
| IUMS.L | iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF | IE00B4MKCJ8 | LSE | 0.15% | 5 | ||
| SSUS | Day Hagan/Ned Davis Research Smart Sector ETF | PCX | 0.80% | 5 | -2.32 | -- | |
| WENS.L | iShares MSCI World Energy Sector UCITS ETF | IE00BJ5JP10 | LSE | 0.25% | 5 | -- | -- |
| XLE | Energy Select Sector SPDR Fund | IE00BWBXM49 | PCX | 0.10% | 5 | +49.37 | |
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XLV | Health Care Select Sector SPDR Fund | IE00BWBXM61 | PCX | 0.10% | 5 | +6.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.