Vesper U.S. Large Cap Short-Term Reversal Strategy ETF
Ticker
UTRN
ISIN
US301505749
Price
USD 31.70
Change Today
+0.38 / 1.213 %
Price 1 year ago
23.21 / 36.579 %
Morningstar
4
52 Week Low
23.17
52 Week High
31.70
200 Day Moving Average 27.50
27.50
50-day Moving Average
30.78
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.25 |
| Sortino Ratio | -0.13 |
| Maximum Drawdown | -4.34% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -2.27 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.37 |
| Volatility | 5.084% |
| Alpha | -8.76 |
| Beta | -- |
| R Squared | +79.10 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.375% |
| Average Annual Volatility | 22.019% |
| Sharpe Ratio | 0.56 |
| Sortino Ratio | 0.55 |
| Maximum Drawdown | -40.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.32 |
Company information
Summary
The investment seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the Vesper U.S. Large Cap Short-Term Reversal Index. The index is designed to measure the performance of a portfolio of 25 securities selected from the Solactive 500 that the index provider believes will most likely benefit from the “short-term reversal” effect, as determined by applying a proprietary algorithm. The fund invests at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in large capitalization securities issued by a U.S. company or a company economically tied to the U.S.
Market
US
Category
Large Blend
Expense Ratio
0.75%
Fund family
Exchange Traded Concepts
Morningstar
4
Yield
0.0123000005
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 36.36% |
| Industrials | 12.19% |
| Communication services | 12.17% |
| Consumer defensive | 12.09% |
| Basic materials | 7.90% |
| Energy | 7.87% |
| Utilities | 4.10% |
| Financial services | 4.04% |
| Consumer cyclical | 4.00% |
| Realestate | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 96.12 |
| China | 3.88 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| CHTR | Charter Communications Inc Class A | 4.13% |
| VRSN | VeriSign Inc | 4.12% |
| ALLE | Allegion PLC | 4.11% |
| EXC | Exelon Corp | 4.09% |
| ZTS | Zoetis Inc Class A | 4.06% |
| FDX | FedEx Corp | 4.05% |
| PLD | Prologis Inc | 4.05% |
| MMM | 3M Co | 4.04% |
| ZBRA | Zebra Technologies Corp Class A | 4.04% |
| ECL | Ecolab Inc | 3.98% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
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.