Performance: Tracking ETFs
The ETFs shown below track five Sabrient indices. The performance figures are taken from the ETF sponsors’ websites (links below) which contain additional information about the ETF, along with disclaimers.
Updated: July 8, 2014
| Guggenheim Insider Sentiment ETF (NFO) 1,2 | |||||||
| Cumulative Total Return YTD3 | Average Annual Total Returns3 | Risk Statistics - 5 Years4 | AUM5 | ||||
| 1-Year | 3-Year | 5-Year | Alpha | Beta | Sharpe Ratio | ||
| 5.84% | 25.46% | 12.82% | 20.93% | -2.40 | 1.27 | 1.16 | $198.57 M |
1 Tracks the Sabrient Insider Sentiment Index (SBRIN)
2 Overall Morningstar Rating™ 4 STARS, Among Mid-cap Blend Funds, as of 3-31-14
3 Market Price (Total Returns) 6-30-14 - Source: Guggenheim Investments
4 Risk statistics: Yahoo! Finance as of 6-29-14
5 AUM as of 7-7-14
| Guggenheim Defensive Equity ETF (DEF) 1,2 | |||||||
| Cumulative Total Return YTD3 | Average Annual Total Returns3 | Risk Statistics - 5 Years4 | AUM4 | ||||
| 1-Year | 3-Year | 5-Year | Alpha | Beta | Sharpe Ratio | ||
| 11.0% | 19.21% | 14.97% | 18.58% | 6.57 | 0.60 | 1.83 | $160.74 M |
1 Tracks the Sabrient Defensive Equity Index (SBRDE)
2 Overall Morningstar Rating™ 4 STARS, Among Large Value Funds, as of 3-31-14
3 Market Price (Total Returns) 6-30-14 - Source: Guggenheim Investments
4 Risk statistics: Yahoo! Finance as of 6-29-14
5 AUM as of 7-7-14
| Direxion All Cap Insider Sentiment Shares (KNOW) 1 | |||||||
| Cumulative Total Return YTD2 | Average Annual Total Returns2 | Risk Statistics | AUM4 | ||||
| 1-Year | Since Inception3 | Alpha | Beta | Sharpe Ratio | |||
| 10.98% | 34.17% | 23.85% | N/A | N/A | N/A | $22.69 M | |
1Tracks the Sabrient Multi-cap Insider/Analyst Quant-Weighted Index (SBRQAM)
2 Market Close 6-30-14 - Source: Direxion Funds
3 Inception: 12/9/2011
4 AUM as of 6-29-14
| iShares Balanced Growth CorePortfolio™ Fund (CBN.TO) 1 | |||||||
| Cumulative Total Return YTD2 | Average Annual Total Returns2 | Risk Statistics - 5 Years3 | AUM4 | ||||
| 1-Year | 3-Year | 5-Year | Alpha | Beta | Sharpe Ratio | ||
| 7.23% | 18.28% | 7.81% | 9.89% | N/A | N/A | N/A | $50.3 M |
1Tracks the Sabrient Global Balanced Growth Index (SBRGBG)
2 NAV (Total Returns) 6-30-14 - Source: iShares® by BlackRock®
3 Risk statistics: Not Available
4 AUM as of 7-7-14
| iShares Balanced Income CorePortfolio™ Fund (CBD.TO) 1 | |||||||
| Cumulative Total Return YTD2 | Average Annual Total Returns2 | Risk Statistics - 5 Years3 | AUM4 | ||||
| 1-Year | 3-Year | 5-Year | Alpha | Beta | Sharpe Ratio | ||
| 5.97% | 11.62% | 6.57% | 9.02% | N/A | N/A | N/A | $100.4 M |
1Tracks the Sabrient Global Balanced Income Index (SBRGBI)
2 NAV (Total Returns) 6-30-14 - Source: iShares® by BlackRock®
3 Risk statistics: Not Available
4 AUM as of 7-7-14