AlphaClone Alternative Alpha ETF

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Основные параметры

Цена последней сделки 81.57
Код ценной бумаги ALFA
Полное наименование AlphaClone Alternative Alpha ETF
Объем 29980000000
Изм за день, % 0.01
Комиссия 0.65
Дата основания May 30. 2012
Ссылка ссылка
Тип актива Equity
Индекс AlphaClone Hedge Fund Long/Short Index
Регион North America
Средний P/E 38.93
Дивиденды 0.45
5 летняя доходность 131.34
3 летняя доходность 83.45
Годовая доходность 36.28
Бета 1.14

Топ эмитентов

Эмитент Доля, %
Peloton Interactive, Inc. 3.01
RingCentral, Inc. 2.82
Fate Therapeutics 4.16
Alexion 2.72
Евраз Фин 2.71
Palo Alto Networks 2.66
Sage Therapeutics, Inc. 2.59
Tesla 2.98
MercadoLibre, Inc. 2.5
ETSY 2.45
Crocs 2.71
Shopify 2.45
Twilio Inc. 2.44
Lam Research Corporation 2.44

Описание AlphaClone Alternative Alpha ETF

This ETF tracks a dynamic benchmark which is based on top holdings of hedge fund managers. The underlying index is constructed by analyzing 13F filings, which are regulatory filings that institutional investors with $100 million or more in assets under management are required to file with the SEC within 45 days of the end of each quarter. As such, ALFA attempts to mimic the positions and strategies implemented by professional money-managers, many of whom have a proven track record of consistently generating alpha. There are some drawbacks to this strategy however; besides the time lag associated with the SEC paperwork, there is also the issue of incompleteness of these filings and the nuances of net exposure reported. Investors should also consider GURU, which offers a generally similar strategy for a cheaper price tag; the distinguishing feature being that ALFA has the flexibility to vary between a traditional long only portfolio and a market hedged strategy based on relative price targets.