FFTY Innovator IBD 50 ETF

Transcription

1 Innovator IBD 50 ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: DGRW, QDF, TILT, FPX, LRGF Related ETF Channels: rth America, Smart-Beta ETFs, Multi-factor, U.S., Total Market, Broad-based, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. B 18 FUND DESCRIPTION The Innovator IBD 50 ETF tracks an index of 50 US-listed stocks with aggressive growth characteristics. Holdings are selected based on fundamental and technical rankings. The fund can toggle to 50% T-bills based on market technical signals. SUMMARY DATA Issuer Innovator Capital Management Brand Innovator FACTSET ANALYTICS INSIGHT picks 50 leading growth companies that trade on US exchanges, potentially including ADRs. Depending on the overall health of the equities market, half of the portfolio can be moved to T-bills to protect against market downturns. After screening out securities with extreme recent price movements, the universe is ranked by a composite of 11 different fundamental and technical metrics. The top 50 stocks are weighted in tiers, with more weight given to higher-ranking companies. Components of the index are reviewed on a weekly basis. Based on market-wide technical signals, may substitute half of its equity portfolio with Treasury bills. The index will remain half equity, half T-bills until a reversal signal occurs. trades in strong volume, usually with reasonable spreads. Holdings costs aren't cheap the fund charges a high fee, and its high-turnover strategy could lead to poor tracking and/or taxable capital gains payouts. 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 04/09/15 Open-Ended Fund 0.80% $538.53M $7.15M 0.14% $28.52B % 49 INDEX DATA Index Tracked Index Weighting Methodology Index Selection Methodology IBD 50 Index Tiered Multi-Factor MSCI USA IMI

2 1 Year Daily Price ($) Oct v Dec `18 Feb Mar Apr May Jun Jul Aug Sep 2 000k PERFORMANCE [as of 09/24/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.35% 3.33% 13.05% 19.70% 18.61% (NAV) 0.37% 3.25% 13.03% 19.95% 18.58% IBD 50 Index MSCI USA IMI 1.28% 5.72% 10.84% 18.88% 16.85% 13.41% 11.92% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States China Canada 89.26% 12.74% TOP 10 SECTORS Technology 40.12% Financials 3.85% Healthcare 23.72% Consumer n-cyclicals 3.18% Consumer Cyclicals 13.77% Industrials 7.20% Energy 6.64% TOP 10 HOLDINGS Viper Energy Partners LP 3.79% ABIOMED, Inc. 3.49% World Wrestling Entertain 3.72% Paycom Software, Inc. 3.44% Ligand Pharmaceuticals I 3.60% Five Below, Inc. Veeva Systems Inc Class A 3.54% GrubHub, Inc. Match Group, Inc. 3.52% Health Insurance Innovat 3.34% Total Top 10 Weighting 35.22%

3 PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.80% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K % / 39.60% Qualified dividends Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund Policy ETN Counterparty Risk Fund Closure Risk Low Portfolio Disclosure Daily

4 Daily Spread 0.3% FACTSET ANALYTICS BLOCK LIQUIDITY As of 09/25/18 0.2% 0.1% 0% This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 1.0% TRADABILITY Avg. Daily Share 199, % Average Daily $ $7.15M 0.0% Median Daily Share 177, % 1 250k 1 000k 750k 500k 250k Median Daily ($) Average Spread (%) Average Spread ($) $6.48M 0.14% $0.05 Oct Dec Feb Apr May Jul Sep Median Premium / Discount (12 Mo) 0.09% Max. Premium / Discount (12 Mo) 0.89% / -0.28% Impediment to Creations ne Market Hours Overlap % Creation Unit Size (Shares) 50,000 Creation Unit/Day (45 Day Average) 3.56 Creation Unit Cost (%) 0.01% Underlying / Unit 0.08% Open Interest on ETF Options 1,727 Net Asset Value (Yesterday) $37.48 ETF.com Implied Liquidity 5

5 SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Technology 40.12% 24.04% Healthcare 23.72% 13.34% Consumer Cyclicals 13.77% 12.72% Industrials 7.20% 10.55% Energy 6.64% 5.76% Viper Energy Partners LP World Wrestling Entertainment, Inc. Class A Ligand Pharmaceuticals Incorporated Veeva Systems Inc Class A Match Group, Inc. ABIOMED, Inc. Paycom Software, Inc. 3.79% 3.72% 3.60% 3.54% 3.52% 3.49% 3.44% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation % MSCI USA IMI Financials 3.85% 17.44% Consumer n- Cyclicals 3.18% 6.61% Five Below, Inc. GrubHub, Inc. Health Insurance Innovations, Inc. Class A Total Top 10 Weighting 3.34% 35.22% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents COUNTRIES United States 89.26% 99.93% Shared Holdings Shared Holdings Weight % China 12.74% Canada 0.07% BENCHMARK COMPARISON SUMMARY REGIONS rth America 89.26% % Asia-Pacific 12.74% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio $28.52B $189.94B Developed Countries 89.26% % Emerging Countries 12.74% Dividend Yield 0.19% 1.74% Concentration 2018 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