VOLSHARES Large Cap ETF

Redefining volatility through an index-based, volatility-driven approach.

The VOLSHARES Large Cap ETF (VSL)

With an emphasis on realized volatility and market sentiment, VSL seeks to
produce alpha returns from beta exposure based on the S&P 500.

  • Index-based, volatility-driven. VSL seeks to outperform the S&P 500 by utilizing a sophisticated quantitative trading algorithm which takes market sentiment and short-term price movements into account.
  • Tax managed. Advanced trading methods aim to minimize short-term capital gains.
  • Quantitatively-Managed. Provides investors with the opportunity to achieve alpha, that is, the potential to outperform the S&P 500.
FUND DATA & PRICING
Net Assets as of 10/17/2019 $1.49m
NAV $29.75
Shares Outstanding 50,000
Premium/Discount Percentage 0.10%
Closing Price $29.78

Data as of 10/17/2019

IOPV, or Indicative Optimized Portfolio Value, is a calculation disseminated by the stock exchange that approximates the Fund's NAV every fifteen seconds throughout the trading day.

PERFORMANCE Quarter end returns as of 09/30/2019
  AVG. ANNUALIZED
  3 Months 6 Months YTD 1 Year Since Inception
Volshares Large Cap - Market Price 1.72% 6.27% 32.55% 17.76% 12.21%
Volshares Large Cap - NAV 1.75% 6.18% 32.19% 17.29% 12.17%
Volshares Large Cap Index (VOLL) 2.17% 5.82% 32.14% 16.81% 12.47%
S&P 500 (TR)* 1.70% 6.08% 20.55% 4.25% 8.32%

*S&P 500 Index (TR) "Total Return”,  the index includes 500 leading companies and captures approximately 80% coverage of available market capitalization.

*Since inception date is as of 02/22/2018.

The performance data quoted represents past performance. Past performance does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor’s shares,  then sold or redeemed, may be worth more or less than their original cost and current performance may be lower or higher than the performance quoted. Performance current to the most recent month-end can be obtained by calling (484-328-3067).

Short term performance, in particular, is not a good indication of the fund’s future performance, and an investment should not be made based solely on returns.

DISTRIBUTION DETAIL
EX- Date Record Date Payable Date Amount
3/12/2018 3/14/2018 3/15/2018 .057
6/12/2018 6/13/2018 6/14/2018 .0869
9/18/2018 9/19/2018 9/20/2018 .1651
12/27/2018 12/31/2018 01/02/2019 .12548
3/12/2019 3/13/2019 03/14/2019 .057
6/11/2019 6/12/2019 6/13/2019 .066
TOP 10 HOLDINGS Download Full Holdings
Percentage of Net Assets Name Identifier Shares Held Market Value
4.05% DUKE REALTY CORP DRE 1,776 60,277.44
4.04% ANTHEM INC ANTM 241 60,069.25
4.03% DISNEY WALT CO DIS 453 59,963.61
4.03% NRG ENERGY INC NRG 1,508 59,943.00
4.02% ALLEGION PUB LTD CO ALLE 574 59,770.62
4.02% MYLAN N V MYL 3,164 59,736.32
4.01% COCA COLA CO KO 1,110 59,706.90
4.01% ELECTRONIC ARTS INC EA 617 59,700.92
4.01% HOST HOTELS & RESORTS INC HST 3,635 59,686.70
4.01% CHARTER COMMUNICATIONS INC NEW CL A CHTR 135 59,660.55
Data as of 10/18/2019. Fund holdings are subject to change at anytime and should not be considered recommendations to buy or sell any security.