Alexis Practical Tactical ETF
Ticker
LEXI
ISIN
US53656F425
Price
USD 28.85
Change Today
-0.09 / -0.301 %
Price 1 year ago
23.42 / 23.188 %
Morningstar
-
52 Week Low
22.82
52 Week High
28.94
200 Day Moving Average 25.96
25.96
50-day Moving Average
28.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.26 |
| Sortino Ratio | 1.43 |
| Maximum Drawdown | -9.91% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -1.66 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 3.55 |
| Volatility | 8.356% |
| Alpha | +5.50 |
| Beta | -- |
| R Squared | +90.43 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 6.876% |
| Average Annual Volatility | 15.022% |
| Sharpe Ratio | 0.46 |
| Sortino Ratio | 0.43 |
| Maximum Drawdown | -22.0% |
| Maximum Drawdown Date | 2022-09-30 |
| Calmar Ratio | -0.33 |
Company information
Summary
The investment seeks total return primarily through long-term capital appreciation, with income and capital preservation as secondary objectives. In seeking to achieve its investment objective, the fund has the flexibility to allocate its assets in markets around the world and among various asset classes (e.g., equity, fixed income, commodities (including precious metals), and real estate (including real estate investment trusts (“REITs”))) and strategies, including alternative strategies (e.g., merger arbitrage, convertible bond and options-based strategies).
Market
US
Category
Tactical Allocation
Expense Ratio
1.03%
Fund family
Alexis Practical Tactical
Morningstar
-
Yield
-
Exchange
PCX
| Sector | Weight |
|---|---|
| Industrials | 16.09% |
| Technology | 13.78% |
| Realestate | 11.38% |
| Financial services | 10.23% |
| Healthcare | 9.01% |
| Consumer cyclical | 8.21% |
| Energy | 4.93% |
| Consumer defensive | 3.54% |
| Communication services | 2.53% |
| Basic materials | 2.33% |
| Utilities | 0.00% |
| Country | Ratio |
|---|---|
| United States | 81.15 |
| United Kingdom | 3.27 |
| Japan | 2.96 |
| Switzerland | 2.14 |
| France | 2.13 |
| Germany | 1.67 |
| Netherlands | 1.12 |
| Australia | 0.98 |
| Sweden | 0.85 |
| Denmark | 0.64 |
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| HTUS | Hull Tactical US ETF | US301505806 | PCX | 1.00% | 5 | +6.70 | |
| STMEX | Sierra Tactical Municipal Fund Institutional Shares | NAS | 1.63% | 5 | |||
| STMKX | Sierra Tactical Municipal Fund Class A Shares | NAS | 5 | ||||
| STMNX | Sierra Tactical Municipal Fund Investor Shares | NAS | 5 | ||||
| STMYX | Sierra Tactical Municipal Fund Class Class Special Shares | NAS | 5 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.