JBRI James Biblically Responsible Investment ETF

Transcription

1 James Biblically Responsible Investment ETF ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: SHE, JUST, CATH, ACSI, MAGA Related ETF Channels: North America, Smart-Beta ETFs, Large Cap, U.S., Broad-based, Equity, Socially Responsible, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. 57 FUND DESCRIPTION tracks an index of 1 equally weighted US companies selected based on the index provider s proprietary definition of biblical values. FACTSET ANALYTICS INSIGHT holds US large-cap stocks that align with the index provider s definition of biblical values, measured using various environmental, social, and governance criteria. The methodology selects from the largest 1 US companies, excluding firms involved in practices and products that the index provider views as contradictory to the Bible. Grounds for exclusion include involvement in abortion, entertainment that undermines family values, pornography, LGBT lifestyles, alcohol, rights violations (including support of terrorism), tobacco, and gambling. The remaining companies are scored by a proprietary model derived from profitability, valuation, and price momentum metrics. The top 1 are included in the index and equally weighted. The index is rebalanced quarterly. is not the first biblicalbased fund we have seen. Its competitor, BIBL (the Inspire 1 ETF), also follows a similar biblical-values-based approach with a lower price. SUMMARY DATA Issuer Brand Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings Exchange Traded Concepts James 12/2/17 Open-Ended Fund.65% $4.42M $11.96K $12.36B INDEX DATA Index Tracked James Biblically Responsible Investment Index Index Weighting Methodology Index Selection Methodology Equal Principles-based MSCI USA Large Cap Index

2 1 Year Daily Price ($) `18 Feb Mar Apr May Jun Jul Aug Sep Oct 2k PERFORMANCE [as of 1/31/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 1 YEARS % -12.3% % (NAV) -1.6% -11.9% -1.44% James Biblically Responsible Investment Index MSCI USA Large Cap Index -6.62% -2.82% 3.74% 7.93% 11.82% 11.62% 13.12% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 1 COUNTRIES United States 1.% TOP 1 SECTORS Basic Materials 18.89% Financials 1.15% Industrials 14.65% Utilities 7.38% Technology 14.38% Healthcare 4.19% Energy 12.33% Telecommunications Serv 3.9% Consumer Cyclicals 11.91% Consumer Non-Cyclicals 2.18% TOP 1 HOLDINGS SCANA Corporation 1.26% H&R Block, Inc. 1.19% AES Corporation 1.21% Express Scripts Holding C 1.18% Southwestern Energy Com Premier Inc. Class A 1.16% United States Cellular Cor Murphy Oil Corporation 1.15% CNX Resources Corporati Foot Locker, Inc. 1.13% Total Top 1 Weighting 11.88%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo).65% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 2.% / 39.6% Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No No Policy ETN Counterparty Risk Fund Closure Risk High Portfolio Disclosure Daily

4 Daily Spread.5% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/1/18.4%.3%.2%.1% % This measurement shows how easy it is to trade a $1 million USD block of. is rated a 4 out of 5. Premium/Discount 15.% 1.% TRADABILITY Avg. Daily Share % Average Daily $ $11.96K.% Median Daily Share -5.% 2k 15k 1k 5k Median Daily ($) Average Spread (%) Average Spread ($) $.4 `18 Feb Mar May Jun Jul Sep Oct Median Premium / Discount (12 Mo) Max. Premium / Discount (12 Mo) 9.94% / -3.1% Impediment to Creations None Market Hours Overlap 1.% Creation Unit Size (Shares) 25, Creation Unit/Day (45 Day Average) Creation Unit Cost (%).9% Underlying / Unit.2% Open Interest on ETF Options Net Asset Value (Yesterday) $22.39 ETF.com Implied Liquidity 4

5 SECTOR/INDUSTRY BREAKDOWN TOP 1 HOLDINGS PERFORMANCE STATISTICS Basic Materials 18.89% 1.29% Industrials 14.65% 9.12% Technology 14.38% 27.59% Energy 12.33% 6.29% Consumer Cyclicals 11.91% 12.48% SCANA Corporation AES Corporation Southwestern Energy Company United States Cellular Corp CNX Resources Corporation H&R Block, Inc. Express Scripts Holding Company Premier Inc. Class A Murphy Oil Corporation 1.26% 1.21% 1.19% 1.18% 1.16% 1.15% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI USA Large Cap Index Financials 1.15% 14.73% Utilities 7.38% 2.26% Healthcare 4.19% 14.48% Foot Locker, Inc. Total Top 1 Weighting 1.13% 11.88% BENCHMARK COMPARISON HOLDINGS Number of Holdings 96 Telecommunications Services 3.9% 2.22% Constituents 299 Consumer Non- Cyclicals 2.18% 7.67% Shared Holdings Shared Holdings Weight % COUNTRIES United States 1.% 1.% BENCHMARK COMPARISON SUMMARY Number of Holdings REGIONS North America 1.% 1.% ECONOMIC DEVELOPMENT Developed Countries 1.% 1.% Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield $12.36B $271.4B % 1.8% Concentration 218 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use