TRSK – Janus Velocity Tail Risk Hedged Large Cap ETF

Hedging Equity Tail Risk with an Innovative Volatility Strategy

NAV: $29.23

1-Day Change: $-0.01 (-0.03%)

As of market close 4/26/17
  • ENHANCED BETA
  • QUICK FACTS (TRSK)

    Pricing Data (As of market close 04/26/17)
    Closing Market Price$29.28
    Bid/Ask Midpoint$29.27
    Day High$29.28
    Day Low$29.28
    Trading Volume (Shares)320
    Premium/Discount (%)0.14%
    Shares Outstanding.60M
    Yield & Expenses

    Distribution Yield at NAV
    (As of 03/31/2017)

    1.23%
    30 Day SEC Yield
    (As of 3/31/17)
    1.05%
    Distribution FrequencyQuarterly
    Total Net Assets
    (As of 4/26/17)
    $17.54M
    Annual Expense Ratio
    (As of fiscal year end 10/31/16)
    GROSS 0.70%
    NET 0.70%
    Fund Details
    Inception Date 06/21/2013
    CUSIP 47103U704
    Category
    Morningstar (As of 03/31/2017)
    US Fund Long-Short Equity
    Intraday Value (IOPV) TRSKIV
    Exchange NYSE Arca
    Index Ticker TRSKID
    Primary Benchmark VelocityShares Tail Risk Hedged Large Cap Index
    Index Provider Janus Index & Calculation Services LLC

    TOP HOLDINGS  (% of Fund)as of 4/25/17

    Vanguard S&P 500 ETF VOO 28.55
    iShares Core S&P 500 ETF IVV 28.54
    SPDR S&P500 ETF Trust SPY 28.53
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 11/01/17 SPVXTRSP SW8 4.08
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 02/01/18 SPVXTRSP SW13 2.25
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 01/02/18 SPVXTRSP SW11 1.27
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 07/02/18 SPVXTRSP SW17 1.17
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 07/02/18 SPVXTRSP SW18 1.12
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 06/01/18 SPVXTRSP SW16 0.97
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 01/02/18 SPVXTRSP SW12 0.85
    TOTAL97.33

    ASSET ALLOCATION (% of Fund)
    as of 4/25/17

    Equity 85.60
    Volatility 14.40