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ETFs

FCF US Quality ETF

TTAC
$--
Today’s Change
-- (--)

Snapshot
*

Inception Date
Sep 28 2016
Expense Ratio
0.59%
Type
US Equities
Fund Owner
FCF Advisors
Volume (1m avg. daily)
$548,016
AUM
$191,757,335
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
Yes
Prospectus
View

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Invest with TTAC

What is TTAC?

The Fund seeks to generate long-term returns in excess of the total return of the Russell 3000 Index (the Index ), with less volatility than the Index. The Russell 3000 Index measures the performance of the 3,000 largest publicly traded U.S. companies, based on market capitalization. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to achieve its investment objective by primarily investing in the broad U.S. equity market, as represented by the Index. The Fund seeks to achieve this goal by investing in stocks with liquidity and fundamental characteristics that are historically associated with superior long-term performance. Based on extensive historical research, TrimTabs Asset Management, LLC (the Adviser ) designed the following quantitative stock selection rules to make allocation decisions and to protect against dramatic over- or under-weighting of individual securities in the Fund s portfolio. The Index measures the performance of approximately 98% of the total market capitalization of the publicly traded U.S. equity market. The top decile of stocks ranked represent the companies in the Index with (1) the largest reduction in shares outstanding, (2) the strongest growth in free cash flow, and (3) the largest decrease in leverage, respectively. The Adviser uses an algorithm to combine the three rankings into a single ranking for each stock ranked ( combined ranking ). The algorithm places a higher weight on the float shrink ranking, followed by the free cash flow ranking, followed by the leverage ranking. Under normal circumstances the Fund invests in 80 to 120 stocks from the top decile of stocks with the highest combined ranking, although the Adviser retains discretion to adjust allocations.

ETFs related toTTAC

ETFs correlated to TTAC include JHML, LRGF, DFAU

TTAC
TrimTabs ETF Trust - FCF US Quality ETF
JHML
John Hancock Investment Management LLC - John Hancock Multifactor Large Cap ETF
LRGF
BlackRock Institutional Trust Company N.A. - iShares U.S. Equity Factor ETF
DFAU
Dimensional ETF Trust - Dimensional US Core Equity Market ETF
JQUA
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan U.S. Quality Factor ETF
DFUS
Dimensional ETF Trust - Dimensional U.S. Equity ETF
GSLC
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF
ITOT
BlackRock Institutional Trust Company N.A. - iShares Core S&P Total U.S. Stock Market ETF
IYY
BlackRock Institutional Trust Company N.A. - iShares Dow Jones U.S. ETF
SCHB
Schwab Strategic Trust - Schwab U.S. Broad Market ETF
VTI
Vanguard Group, Inc. - Vanguard Total Stock Market ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toTTAC

#RAY

Copy Ray Dalio

Category

Classic, Copy the Greats

Risk Rating

Conservative

#SAM

Spread Across the Market

Category

Getting Defensive, Investing for the Long-Term

Risk Rating

Moderate

Create your own algorithmic trading strategy with TTAC using Composer

FAQ

TTAC is a US Equities ETF. The Fund seeks to generate long-term returns in excess of the total return of the Russell 3000 Index (the Index ), with less volatility than the Index. The Russell 3000 Index measures the performance of the 3,000 largest publicly traded U.S. companies, based on market capitalization. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to achieve its investment objective by primarily investing in the broad U.S. equity market, as represented by the Index. The Fund seeks to achieve this goal by investing in stocks with liquidity and fundamental characteristics that are historically associated with superior long-term performance. Based on extensive historical research, TrimTabs Asset Management, LLC (the Adviser ) designed the following quantitative stock selection rules to make allocation decisions and to protect against dramatic over- or under-weighting of individual securities in the Fund s portfolio. The Index measures the performance of approximately 98% of the total market capitalization of the publicly traded U.S. equity market. The top decile of stocks ranked represent the companies in the Index with (1) the largest reduction in shares outstanding, (2) the strongest growth in free cash flow, and (3) the largest decrease in leverage, respectively. The Adviser uses an algorithm to combine the three rankings into a single ranking for each stock ranked ( combined ranking ). The algorithm places a higher weight on the float shrink ranking, followed by the free cash flow ranking, followed by the leverage ranking. Under normal circumstances the Fund invests in 80 to 120 stocks from the top decile of stocks with the highest combined ranking, although the Adviser retains discretion to adjust allocations.

Yes, TTAC is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, TTAC is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on TTAC is 0.0051%. This is the percent change in the value of TTAC over the most recent 1-month period. The 3-month return on TTAC is 0.0445%. This is the percent change in the value of TTAC over the most recent 3-month period.

The standard deviation of TTAC for the past year is 0.1969%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to TTAC include QYLD, VXX, and DIVO.

ETFs correlated to TTAC include JHML, LRGF, and DFAU.

ETFs that are inversely correlated to TTAC include SPDN, SH, and SDS.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.