Day Hagan/Ned Davis Research Smart Sector Fixed In chart

Last update: 2022-12-30
Key statistics and financials
Three year average return N/A
YTD return -1.25%
Beta 3Y 0.00
Total Assets 20.5M
Annual report expense ratio 0.79%

Company description

The fund is considered a “fund of funds” that, under normal market conditions, seeks to achieve its investment objective by principally investing in unaffiliated fixed income exchange traded funds that invest in fixed income categories. Under normal market conditions, the fund will invest, indirectly through the underlying funds, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in fixed income securities and in derivatives and other instruments that have economic characteristics similar to such securities. The fund is non-diversified.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Day Hagan/Ned Davis Research Smart Sector Fixed In:

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 Day Hagan/Ned Davis Research Smart Sector Fixed In. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Day Hagan/Ned Davis Research Smart Sector Fixed In

Here is the result of two systematic investment strategies applied to Day Hagan/Ned Davis Research Smart Sector Fixed In. 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 Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows the equity curve of the two systematic investment strategies applied to Day Hagan/Ned Davis Research Smart Sector Fixed In:

Day Hagan/Ned Davis Research Smart Sector Fixed In automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 0.74% on the backtest period.

Performance at glance

Performance

0.74 %

Latent gain

1.82 $

Invested capital

247.26 $

Annualized return

12.33 %
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Momentum strategy results on Day Hagan/Ned Davis Research Smart Sector Fixed In

This is the result of two momentum investment strategies applied to Day Hagan/Ned Davis Research Smart Sector Fixed In. 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 Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows all the entries opened by the momentum investment system on Day Hagan/Ned Davis Research Smart Sector Fixed In:

Day Hagan/Ned Davis Research Smart Sector Fixed In momentum entries
  • The first momentum investment strategy would give 0% of return on Day Hagan/Ned Davis Research Smart Sector Fixed In. That represents 0.0$ of latent gain with 0.0$ of employed capital.
  • The second momentum investment strategy would give 0% of return on Day Hagan/Ned Davis Research Smart Sector Fixed In. That represents 0.0$ of latent gain with 0.0$ of employed capital.
Performance at glance (1Q Momentum)

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Momentum equity curve on Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows the equity curve of the two momentum strategies applied to Day Hagan/Ned Davis Research Smart Sector Fixed In:

Day Hagan/Ned Davis Research Smart Sector Fixed In momentum equity

Note: the dividends potentially given by Day Hagan/Ned Davis Research Smart Sector Fixed In 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 Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows the employed capital evolution of the two momentum strategies on Day Hagan/Ned Davis Research Smart Sector Fixed In since the beginning:

Day Hagan/Ned Davis Research Smart Sector Fixed In

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 Day Hagan/Ned Davis Research Smart Sector Fixed In

Buy the dip entry openings on Day Hagan/Ned Davis Research Smart Sector Fixed In

Day Hagan/Ned Davis Research Smart Sector Fixed In

The performance achieved by the robo-advisor on Day Hagan/Ned Davis Research Smart Sector Fixed In is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Day Hagan/Ned Davis Research Smart Sector Fixed In stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Day Hagan/Ned Davis Research Smart Sector Fixed In, 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 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows the result of the investment strategy applied to Day Hagan/Ned Davis Research Smart Sector Fixed In:

Day Hagan/Ned Davis Research Smart Sector Fixed In

Note: the dividends potentially given by Day Hagan/Ned Davis Research Smart Sector Fixed In 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 Day Hagan/Ned Davis Research Smart Sector Fixed In

The following chart shows the employed capital evolution since the beginning of the investment strategy on Day Hagan/Ned Davis Research Smart Sector Fixed In:

Day Hagan/Ned Davis Research Smart Sector Fixed In

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 Day Hagan/Ned Davis Research Smart Sector Fixed In

In this section, I will compare the three previous investment strategies applied to Day Hagan/Ned Davis Research Smart Sector Fixed In.

Equity curve comparison on Day Hagan/Ned Davis Research Smart Sector Fixed In

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

Day Hagan/Ned Davis Research Smart Sector Fixed In investment strategy comparison

Employed capital comparison on Day Hagan/Ned Davis Research Smart Sector Fixed In

Day Hagan/Ned Davis Research Smart Sector Fixed In investment comparison

Performance comparison on Day Hagan/Ned Davis Research Smart Sector Fixed In

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 0.74% 1.82$ 247.26$ 12.33%
Momentum 1 quarter 0% 0.0$ 0.0$ -0.0%
Momentum 2 quarters 0% 0.0$ 0.0$ -0.0%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

12.33 %

Momentum 1Q

-0.0 %

Momentum 2Q

-0.0 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Day Hagan/Ned Davis Research Smart Sector Fixed In:

Positive correlations

Most correlated stocks this year


Most correlated stocks last 3 months

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months

Note: The algorithm computes the probability of correlation between Day Hagan/Ned Davis Research Smart Sector Fixed In and the other stocks. There may be false positives or some missing correlated stocks. If the price of Day Hagan/Ned Davis Research Smart Sector Fixed In does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Day Hagan/Ned Davis Research Smart Sector Fixed In
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker SSFI
Market

Day Hagan/Ned Davis Research Smart Sector Fixed In 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