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.