UVA Unconstrained Medium-Term Fixed Income ETF chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

3.57 %

Momentum strategy

5.29 %

Buy the dip strategy

-0.66 %
Key statistics and financials
Three year average return 5.12%
YTD return -1.50%
Beta 3Y 0.91
Total Assets 79.33M
Annual report expense ratio 0.51%

Company description

The fund seeks to achieve its investment objective of current income by investing principally in fixed income securities of any kind with a dollar-weighted average effective duration of between three and seven years. Under normal market conditions, Sub-Adviser intends to invest at least 80% of its net assets (plus the amount of borrowings for investment purposes) in such securities. Fixed income securities include bonds, debt securities, and income-producing instruments of any kind issued by governmental or private-sector entities.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to UVA Unconstrained Medium-Term Fixed Income ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to UVA Unconstrained Medium-Term Fixed Income ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on UVA Unconstrained Medium-Term Fixed Income ETF

Here is the result of two systematic investment strategies applied to UVA Unconstrained Medium-Term Fixed Income ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the equity curve of the two systematic investment strategies applied to UVA Unconstrained Medium-Term Fixed Income ETF:

UVA Unconstrained Medium-Term Fixed Income ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 3.57% on the backtest period.

Performance at glance

Performance

3.57 %

Latent gain

70.93 $

Invested capital

1986.7 $

Annualized return

0.86 %
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Momentum strategy results on UVA Unconstrained Medium-Term Fixed Income ETF

This is the result of two momentum investment strategies applied to UVA Unconstrained Medium-Term Fixed Income ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows all the entries opened by the momentum investment system on UVA Unconstrained Medium-Term Fixed Income ETF:

UVA Unconstrained Medium-Term Fixed Income ETF momentum entries
  • The first momentum investment strategy would give 5.29% of return on UVA Unconstrained Medium-Term Fixed Income ETF. That represents 289.17$ of latent gain with 5461.67$ of employed capital.
  • The second momentum investment strategy would give 3.72% of return on UVA Unconstrained Medium-Term Fixed Income ETF. That represents 128.84$ of latent gain with 3458.84$ of employed capital.
Performance at glance (1Q Momentum)

Performance

5.29 %

Latent gain

289.17 $

Invested capital

5461.67 $

Annualized return

-0.31 %
Performance at glance (2Q Momentum)

Performance

3.72 %

Latent gain

128.84 $

Invested capital

3458.84 $

Annualized return

1.02 %

Momentum equity curve on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the equity curve of the two momentum strategies applied to UVA Unconstrained Medium-Term Fixed Income ETF:

UVA Unconstrained Medium-Term Fixed Income ETF momentum equity

Note: the dividends potentially given by UVA Unconstrained Medium-Term Fixed Income ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the employed capital evolution of the two momentum strategies on UVA Unconstrained Medium-Term Fixed Income ETF since the beginning:

UVA Unconstrained Medium-Term Fixed Income ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on UVA Unconstrained Medium-Term Fixed Income ETF

Buy the dip entry openings on UVA Unconstrained Medium-Term Fixed Income ETF

UVA Unconstrained Medium-Term Fixed Income ETF

The performance achieved by the robo-advisor on UVA Unconstrained Medium-Term Fixed Income ETF is -0.66%. That represents -1.58$ of latent gain with 239.0$ of employed capital. The following chart shows UVA Unconstrained Medium-Term Fixed Income ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of UVA Unconstrained Medium-Term Fixed Income ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

-0.66 %

Latent gain

-1.58 $

Invested capital

239.0 $

Annualized return

-0.31 %

Equity curve of the strategy applied to UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the result of the investment strategy applied to UVA Unconstrained Medium-Term Fixed Income ETF:

UVA Unconstrained Medium-Term Fixed Income ETF

Note: the dividends potentially given by UVA Unconstrained Medium-Term Fixed Income ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on UVA Unconstrained Medium-Term Fixed Income ETF:

UVA Unconstrained Medium-Term Fixed Income ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on UVA Unconstrained Medium-Term Fixed Income ETF

In this section, I will compare the three previous investment strategies applied to UVA Unconstrained Medium-Term Fixed Income ETF.

Equity curve comparison on UVA Unconstrained Medium-Term Fixed Income ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

UVA Unconstrained Medium-Term Fixed Income ETF investment strategy comparison

Employed capital comparison on UVA Unconstrained Medium-Term Fixed Income ETF

UVA Unconstrained Medium-Term Fixed Income ETF investment comparison

Performance comparison on UVA Unconstrained Medium-Term Fixed Income ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 3.57% 70.93$ 1986.7$ 0.86%
Momentum 1 quarter 5.29% 289.17$ 5461.67$ 1.36%
Momentum 2 quarters 3.72% 128.84$ 3458.84$ 1.02%
Non-directional -0.66% -1.58$ 239.0$ -0.31%
Annualized return comparison

Automatic investment

0.86 %

Momentum 1Q

1.02 %

Momentum 2Q

1.02 %

Non-directional

-0.31 %

Correlated stocks

Here are the most positively and negatively correlated stocks with UVA Unconstrained Medium-Term Fixed Income ETF:

Positive correlations

Most correlated stocks this year

  • UVA UNCONSTRAINED MEDIUM-TERM FIXED INCOME ETF

    • Most correlated stocks last 3 months

  • KraneShares MSCI All China Health Care Index ETF
  • PRINCIPAL INVESTMENT GRADE CORPORATE ACTIVE ETF
  • iShares iBonds Dec 2024 Term Corporate ETF
  • Franklin Short Duration U.S. Government ETF
  • iShares 10 Year Investment Grade Corporate Bond ET
  • iShares iBoxx USD Investment Grade Corporate Bond
  • SPDR Nuveen Bloomberg High Yield Municipal Bond ET
  • Fidelity Corporate Bond ETF
  • SPDR DOUBLELINE TOTAL RETURN TACTICAL ETF
  • UVA UNCONSTRAINED MEDIUM-TERM FIXED INCOME ETF
  • Amplify BlackSwan Growth & Treasury Core ETF
  • Vanguard Intermediate-Term Corporate Bond ETF
  • Invesco BulletShares 2028 Corporate Bond ETF
  • Invesco Total Return Bond ETF
  • Invesco New York AMT-Free Municipal Bond ETF
  • VanEck Intermediate Muni ETF
  • PIMCO BROAD U.S. TIPS INDEX EXCHANGE-TRADED FUND
  • iShares TIPS Bond ETF
  • Vanguard Total Bond Market ETF
  • iShares ESG Aware U.S. Aggregate Bond ETF
  • SPDR Portfolio Aggregate Bond ETF
  • PIMCO Active Bond ETF
  • iShares Barclays Government/Credit Bond Fund
  • Franklin Investment Grade Corporate ETF
  • First Trust TCW Opportunistic Fixed Income ETF
  • Hartford Municipal Opportunities ETF
  • VanEck Long Muni ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • BRAINHOLE TECH
  • ITP HOLDINGS
  • CERINNOV GROUP
  • PUTIAN COMM
  • PLAYMATES TOYS

    • Note: The algorithm computes the probability of correlation between UVA Unconstrained Medium-Term Fixed Income ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of UVA Unconstrained Medium-Term Fixed Income ETF does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name UVA Unconstrained Medium-Term Fixed Income ETF
    Country
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    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker FFIU
    Market

    UVA Unconstrained Medium-Term Fixed Income ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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