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Cboe US - Delayed Quote USD

Abacus FCF Leaders ETF (TTAC)

69.35
-0.41
(-0.59%)
At close: December 12 at 3:59:53 PM EST

ETF Summary

The Adviser utilizes proprietary, systematic stock selection models to select securities eligible for inclusion in the fund’s portfolio. Approximately 150 of the highest ranked securities are selected by the Systematic Models and reweighted to create a modified market capitalization, log weighted portfolio, which allows for increased exposure to companies with the strongest proprietary free cash flow rankings while enhancing issuer diversification, as compared to a market capitalization weighted portfolio.

Risk Overview

Performance & Risk

YTD Return 20.09%
5y Average Return 14.23%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.92
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
TTACCategory AverageTTACCategory AverageTTACCategory Average
Alpha 0.47 -1.25 0.17 -0.73 0 -1.16
BETA 0.92 0.97 0.97 0.97 0 0.99
Mean Annual Return 1.01 0.95 1.35 1.23 0 0.96
R-squared 95.3 93.69 96.13 93.88 0 94.96
Standard Deviation 16.3 16.48 17.97 16.2 0 15.6
Sharpe Ratio 0.5 0.41 0.76 0.74 0 0.62
Treynor Ratio 7.92 5.99 13.34 11.84 0 8.99

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