Cabana Target Drawdown 10 ETF

Ticker

TDSC

ISIN

US30151E715

Price

USD 24.43

Change Today

+0.01 / 0.049 %

Price 1 year ago

21.57 / 13.274 %

Morningstar

3

52 Week Low

21.31

52 Week High

24.43

200 Day Moving Average 22.63

22.63

50-day Moving Average

23.82


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 1.35
Sortino Ratio 0.96
Maximum Drawdown -4.91%
Maximum Drawdown Date 2023-08-30
Calmar Ratio -2.00

1 year

Parameter Value
Treynor Ratio -
Return 2.40
Volatility 5.29%
Alpha -10.88
Beta --
R Squared +48.78

History

Parameter Value
Average Annual Return 1.826%
Average Annual Volatility 9.676%
Sharpe Ratio 0.19
Sortino Ratio -0.09
Maximum Drawdown -22.0%
Maximum Drawdown Date 2023-08-18
Calmar Ratio -0.09

Company information

Summary

The investment seeks to provide long-term growth within a targeted risk parameter. The fund is an actively managed exchange-traded fund (“ETF”) that seeks to achieve its investment objective with limited volatility and reduced correlation to the overall performance of the equity markets by allocating its assets among the following five major asset classes – equities, fixed income securities, real estate, currencies, and commodities. The Sub-Adviser’s target drawdown for the fund is 10%; however, there can be no assurance, and the fund, the Adviser, and the Sub-Adviser do not represent or guarantee, that this target will be maintained.

Market

US

Category

Property - Indirect North America

Expense Ratio

0.69%

Fund family

Cabana

Morningstar

3

Yield
-
Exchange
PCX
Sector Weight
Healthcare 4.69%
Financial services 4.01%
Utilities 3.05%
Industrials 2.44%
Consumer defensive 2.31%
Technology 1.78%
Energy 1.55%
Communication services 0.88%
Basic materials 0.37%
Consumer cyclical 0.19%
Realestate 0.15%
None

Holdings

Symbol Name Allocation
IYR iShares US Real Estate ETF 11.1%
VOE Vanguard Mid-Cap Value ETF 10.92%
XLI Industrial Select Sector SPDR® ETF 10.56%
QQQ Invesco QQQ Trust 10.4%
XLY Consumer Discret Sel Sect SPDR® ETF 10.26%
XLV Health Care Select Sector SPDR® ETF 10.26%
PFF iShares Preferred&Income Securities ETF 9.47%
HYG iShares iBoxx $ High Yield Corp Bd ETF 9.32%
LQD iShares iBoxx $ Invmt Grade Corp Bd ETF 8.94%
TLT iShares 20+ Year Treasury Bond ETF 8.37%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
CLSA Cabana Target Leading Sector Aggressive ETF US30151E632 PCX 0.69% 3 -17.49 --
CLSC Cabana Target Leading Sector Conservative ETF US30151E632 PCX 0.69% 3 -10.57 --
CLSM Cabana Target Leading Sector Moderate ETF US30151E632 PCX 0.69% 3 -10.76 --
CRBN iShares MSCI ACWI Low Carbon Target ETF US46434V4648 PCX 0.20% 3 -0.16
DFAT Dimensional U.S. Targeted Value ETF US25434V609 PCX 0.29% 4 +17.30
IE00B1V6R242.IR Atlante Target Italy A IE00B1V6R242 YHD 4.39% 3 -11.30 +1.04
IE00B1W6DN61.IR Dimensional Emerging Mkt Targeted Val IE00B1W6DN61 YHD 0.97% 3
IE00B1W6DP85.IR Dimensional Emerg Mkt Targeted Val B IE00B1W6DP85 YHD 0.97% 3 +1.39 +0.90
IE00B1W6DQ92.IR Dimensional Emerg Mkt Targeted Val C IE00B1W6DQ92 YHD 0.97% 3
IE00B1W6DR00.IR Dimensional Emerg Mkt Targeted Val D IE00B1W6DR00 YHD 0.97% 3
IE00B2PC0609.IR Dimensional Global Targeted Value Fund USD Accumulation IE00B2PC0609 ISE 3 +8.81 +0.95
IE00B2PC0716.IR Dimensional Global Targeted Value B € IE00B2PC0716 YHD 0.66% 3 +9.72 +0.98
IE00B2PC0823.IR Dimensional Global Targeted Value Fund GBP Distributing IE00B2PC0823 ISE 3
IE00B2PC0930.IR Dimensional Global Targeted Value Fund GBP Accumulation IE00B2PC0930 ISE 3
IE00B57Z8L94.IR Albemarle Target Italy I IE00B57Z8L94 ISE 3 -11.30 +1.04
IE00B640PD51.IR Dimensional Global Targeted Value $ Inc IE00B640PD51 YHD 0.66% 3
IE00B6897102.IR Dimensional Global Targeted Value IE00B6897102 YHD 0.66% 3 -2.05 +1.00
IE00BXQ9SG31.IR Muzinich Target Yield Hdg GBP Acc Fndr IE00BXQ9SG31 YHD 3
IE00BYRC8G84.IR BNY Mellon Targeted Return Bd A USD Acc IE00BYRC8G84 YHD 1.69% 3 +1.79 +0.50
IE00BYRCJS78.IR BNY Mellon Global Funds PLC - BNY Mellon Targeted Return Bond Fund IE00BYRCJS78 YHD 0.84% 3
KNG FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF US33739Q705 BTS 0.75% 3 +6.30 --
LOWC SPDR MSCI ACWI Low Carbon Target ETF US78463X194 PCX 0.20% 3
TDSA Cabana Target Drawdown 5 ETF US30151E731 PCX 0.69% 3 -11.52 --
TDSB Cabana Target Drawdown 7 ETF US30151E723 PCX 0.69% 3 -9.49 --
TDSC Cabana Target Drawdown 10 ETF US30151E715 PCX 0.69% 3 -10.88 --
TDSD Cabana Target Drawdown 13 ETF US30151E699 PCX 0.69% 3 -12.61 --
TDSE Cabana Target Drawdown 16 ETF US30151E681 PCX 0.69% 3 -11.57 --
TDTF FlexShares iBoxx 5-Year Target Duration TIPS Index Fund US33939L605 PCX 0.18% 4 +0.74
TDTT FlexShares iBoxx 3-Year Target Duration TIPS Index Fund US33939L506 PCX 0.18% 4 -0.08
TFLT Global X TargetIncome Plus 2 ETF US37954Y590 BTS 0.64% 3

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.