LFEQVanEck Long/Flat Trend ETF

Diversifier8y track recordRanked #137 of 240 in this goal

Seeks to replicate the price and yield performance of the Ned Davis Research CMG US Large Cap Long/Flat Index.

By VanEck · Launched 2017

Annual Cost

0.58%

#2,930 of 5,562 · average

Fund Size

$30M

#4,062 of 5,562 · small

Return (1Y)Goal

+26.1%

Track Record

8 years

#1,619 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$12,367+23.7%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

North america

Strategy

Tactical allocation

Index tracked

Ned Davis Research CMG US Large Cap Long/Flat Index

What it actually holds

By weight

Concentration

Top 1 holdings = 100.0% of fundconcentrated

Vanguard S&P 500 ETF

100.0%

Asset allocation

Stocks

99.3%

Cash

0.5%

Other

0.2%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

12.5%Moderate

Year-on-year price swings

Max drawdown

-35.2%Severe

Worst peak-to-trough loss

Sharpe (3Y)

0.92Decent risk-adjusted returns

Sortino (3Y)

1.33Good downside protection

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks to replicate the price and yield performance of the Ned Davis Research CMG US Large Cap Long/Flat Index.
Strategy: Invests primarily in securities that track the NDR CMG Index, which allocates between equities and cash based on market signals. When fully invested, it holds S&P 500 Index ETFs; when flat, it allocates to the Solactive 13-week U.S. T-bill Index. The strategy uses a rules-based model to adjust allocations based on market breadth indicators.
Inception date: October 4, 2017
Fund family: VanEck