AUSF - Global X Adaptive U.S. Factor ETF
| Assets | $170.22M |
| NAV | $29.45 |
| Expense Ratio | 0.27% |
| PE Ratio | 16.15 |
| Beta (5Y) | 1.11 |
| Dividend (ttm) | $0.72 |
| Dividend Yield | 2.43% |
| Ex-Dividend Date | Feb 5, 2021 |
| 1-Year Return | - |
| Trading Day | April 20 |
| Last Price | $29.26 |
| Previous Close | $29.43 |
| Change ($) | -0.16 |
| Change (%) | -0.55% |
| Day's Open | 29.26 |
| Day's Range | 29.13 - 29.42 |
| Day's Volume | 5,523 |
| 52-Week Range | 17.88 - 29.58 |
Fund Description
The investment seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Adaptive Wealth Strategies U.S. Factor Index (the index). The fund invests at least 80% of its total assets in the securities of the index. Its 80% investment policy is non-fundamental and requires 60 days prior written notice to shareholders before it can be changed. The index is designed to dynamically allocate across three sub-indices that provide exposure to U.S. equities that exhibit characteristics of one of three primary factors: value, momentum and low volatility. The fund is non-diversified.
| Asset Class Equity | Inception Date Aug 24, 2018 |
| Exchange NYSEARCA | Ticker Symbol AUSF |
| Index Tracked Adaptive Wealth Strategies U.S. Factor Index | |
Top 10 Holdings
17.42% of assets| Name | Symbol | Weight |
|---|---|---|
| Kroger | KR | 2.07% |
| AGNC Investment | AGNC | 1.99% |
| Amdocs | DOX | 1.97% |
| NortonLifeLock | NLOK | 1.90% |
| Verizon | VZ | 1.86% |
| Waste Management | WM | 1.60% |
| Garmin | GRMN | 1.55% |
| Republic Services | RSG | 1.52% |
| Lockheed Martin | LMT | 1.49% |
| Hawaiian Electric Industries | HE | 1.47% |
Dividends
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Feb 5, 2021 | $0.16 | Feb 16, 2021 |
| Dec 30, 2020 | $0.062 | Jan 8, 2021 |
| Nov 6, 2020 | $0.16 | Nov 16, 2020 |
| Aug 7, 2020 | $0.16 | Aug 17, 2020 |
| May 7, 2020 | $0.175 | May 15, 2020 |
| Feb 7, 2020 | $0.20 | Feb 18, 2020 |
Value, momentum, and low volatility are all solid factors to incorporate in a portfolio. Why not have all three?
Two factors are better than one, but three factors–now that's a crowd big enough to beat market cap weighted indexes. The trifecta of minimum volatility, value, and momentum comprise the Global X Adapti...