ALTL provides exposure to US large-cap companies by alternating between low volatility and high-beta factors. The funds underlying index uses its own relative strength methodology to rotate on a monthly basis between the two sub-indices: (1) the S&P 500 Low Volatility Index whose components exhibits the lowest volatility over the past twelve months and (2) the S&P 500 High Beta Index whose components have the highest sensitivity to market movements for the past twelve months. Each sub-index contains 100 constituents that strongly represents their particular factor. The index uses its own weighting methodology based on relative strength to calculate for risk-adjusted score using each sub-indexs variances on return over the past twelve months. Securities whose sub-index scores the highest (which means greater relative strength) dominates the entire portfolio.
公司网站 :
https://www.paceretfs.com/products/altl
总经理:-
建立时间:2020
公司总部:Pacer Lunt Large Cap Alternator ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds