Key stats
About Vesper US Large Cap Short-Term Reversal Strategy ETF
Expense ratio
0.75%
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Inception date
Sep 21, 2018
UTRN employs a short-term reversal strategy. The idea is that, on average, stocks with relatively poor weekly performance tend to reverse and earn higher returns relative to peer stocks in the week that follows. The fund draws its holdings from a US large-cap index. From that universe of stocks, the index uses a proprietary algorithm to select 25 constituents believed to be fundamentally sound and the best candidates for a short-term reversal. Selected stocks are equally-weighted at each weekly reconstitution and rebalance. Note that this frequent turnover could negatively affect the funds ability to track the index. Prior to November 7, 2022 the fund tracked an index calculated by S&P Dow Jones Indices, LLC, named Vesper U.S. Large Cap Short-term Reversal Index.
Classification
What's in the fund
Exposure type
Utilities
Consumer Non-Durables
Communications
Process Industries
Stock breakdown by region