TRSK – Janus Velocity Tail Risk Hedged Large Cap ETF

Hedging Equity Tail Risk with an Innovative Volatility Strategy

NAV: $28.98

1-Day Change: $-0.04 (-0.14%)

As of market close 3/27/17
  • ENHANCED BETA
  • QUICK FACTS (TRSK)

    Pricing Data (As of market close 03/27/17)
    Closing Market Price$28.98
    Bid/Ask Midpoint$29.03
    Day High$28.98
    Day Low$28.98
    Trading Volume (Shares)470
    Premium/Discount (%)0.17%
    Shares Outstanding.60M
    Yield & Expenses

    Distribution Yield at NAV
    (As of 12/31/2016)

    1.71%
    30 Day SEC Yield
    (As of 2/28/17)
    1.06%
    Distribution FrequencyQuarterly
    Total Net Assets
    (As of 3/27/17)
    $17.39M
    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 02/28/2017)
    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 3/27/17

    SPDR S&P500 ETF Trust SPY 28.22
    iShares Core S&P 500 ETF IVV 28.22
    Vanguard S&P 500 ETF VOO 28.21
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 11/01/17 SPVXTRSP SW8 4.27
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 02/01/18 SPVXTRSP SW13 2.35
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 01/02/18 SPVXTRSP SW11 1.33
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 07/02/18 SPVXTRSP SW17 1.22
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 07/02/18 SPVXTRSP SW18 1.18
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 06/01/18 SPVXTRSP SW16 1.02
    S&P VIX Futures Tail Risk Index ER- Short Term Swap Expire 01/02/18 SPVXTRSP SW12 0.89
    TOTAL96.91

    ASSET ALLOCATION (% of Fund)
    as of 3/27/17

    Equity 85.00
    Volatility 15.00