ETF Global - Quote - iShares S&P Mid-Cap 400 Value ETF (IJJ) · 2014-04-26 · Administrator State...
Transcript of ETF Global - Quote - iShares S&P Mid-Cap 400 Value ETF (IJJ) · 2014-04-26 · Administrator State...
iShares S&P Mid-Cap 400 Value ETF (IJJ)Tearsheet as of 7:31 pm, April 26, 2014.
Last 119.37 Change -1.09 (-0.91%)
Last Volume 1396 Bid 112.96
Ask 119.40 High 120.67
Low 119.13 Open 120.17
Previous Close 120.46 Volume 140K
Dividend Yield 1.44% Beta 1.18
52wk High 122.47 52wk Low 110.22
Date 4/25/2014 Time 6:40:02 PM
Key - Green Diamond Reward Ratings
Key: 1 2 3 4 5 6 7 8 9 10
Underperform Market Perform Outperform
Key - Red Diamond Risk Ratings
Key: 1 2 3 4 5 6 7 8 9 10
Low Risk Moderate Risk High Risk
Summary
RATINGS* DIAMONDS*
ETFG RISK RATING 4.18
ETFG REWARD RATING 5.85
Description
iShares S&P MidCap 400 Value ETF is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the
performance of the S&P MidCap 400/Citigroup Value Index. The Fund uses a Replication strategy to track the Index. The Index measures the
performance of the mid-capitalization value sector of the U.S. equity market.
ETFG SCORE BEHAVIORAL FUNDAMENTAL GLOBAL QUALITY
53.6 61.1 37.2 63.1 79.9
Inception Date: 07/28/2000 Expense Ratio: 0.27% Related Index: S&P MidCap 400 Value TR USD
Historical prices (1 year)
Apr 25Apr 21Apr 11Apr 04Mar 27
121.95
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Geographic Exposure Currency Exposure
Sector Exposure Industry Group Exposure
Industry Exposure Sub-Industry Exposure
Exposure
96.8%
United StatesBermudaIrelandOther
99.1%
USDEUROther
25.7%
Financials
13.9%
Industrials
12.1%
Information Technology
10.3%
Materials
9.4%
Consumer Discretionary
8.9%
Utilities
6.7%
Health Care
5.4%
EnergyOtherConsumer StaplesTelecommunication ServicesConsumer Goods
10.9%
Real Estate
10.3%
Capital Goods
10.3% Materials
8.9% Utilities
8.3%
Insurance
6%
Retailing
5.7%
Health Care Equipment & Services
5.4%
Energy
5%
Banks
4.9%
Technology Hardware & Equipment
4.2%Software & ServicesOtherSemiconductors & Semiconductor EquipmentCommercial & Professional ServicesFood Beverage & TobaccoDiversified FinancialsConsumer ServicesMediaHousehold & Personal ProductsTransportationTelecommunication ServicesConsumer Durables & ApparelHealthcarePharmaceuticals Biotechnology & Life SciencesFood & Staples RetailingConsumer GoodsTechnologyAutomobiles & Components
10.8%
Real Estate Investment Trusts (REITs)
8.8%
Insurance
5.5% Specialty Retail4.9%
Chemicals4.5%
Machinery4%
OtherMulti-UtilitiesHealth Care Providers & ServicesCommercial BanksOil Gas & Consumable FuelsElectronic Equipment Instruments & ComponentsMetals & MiningSemiconductors & Semiconductor EquipmentGas UtilitiesElectric Utilities
5.5%
Office REIT's
5.1%
Other
4.6%
Multi-Utilities4.3% Regional Banks
4.1%
Property & Casualty InsuranceGas UtilitiesSpecialty ChemicalsIndustrial MachineryResidential REIT'sElectric UtilitiesApparel RetailTechnology DistributorsSemiconductorsReinsuranceSteel
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Service Providers
Administrator State Street Bank and Trust Company
Advisor BlackRock Fund Advisors
Commodity Pool
Operator
-
Commodity Trading
Advisor
-
Custodian State Street Bank and Trust Company
Depositor -
Depository -
Distributor BlackRock Investments, LLC
Futures Commission
Merchant
-
General Partner -
Marketing Agent -
Pool Manager -
Pool Tax Administrator -
Portfolio Manager
Rene Casis, Diane Hsiung, Greg Savage, Jennifer
Hsui, Matt Goff
Subadvisor -
Trust Processing Agent -
Transfer Agent State Street Bank and Trust Company
Trust Sponsor -
Trustee -
ETFG Index Membership
Index #1 ETFG Global Composite
Index #2 ETFG Global Equity Index
Index #3 ETFG US & Canada Index
Index #4 ETFG G20 Index
Index #5 ETFG G8 Index
Index #6 ETFG Global 500 Index
Tax Classification
Tax Classification Regulated Investment Company
Expenses
Management Fee .250%
Other Expenses .020%
Total Expenses .270%
Fee Waivers .000%
Net Expenses .270%
Additional Information
Fiscal Year End March 31
Distribution Frequency Quarterly
Listing Exchange NYSE Arca, Inc.
Creation Unit Size 50,000
Creation Fee $700.00
SEC Series Id S000004309
SEC Class Id C000012039
CTA NAV Symbol IJJ.NV
CTA Est Cash Symbol IJJ.SO
CTA Total Cash Symbol IJJ.TC
CTA IOPV Symbol IJJ.IV
Top Holdings
Product Info
Ticker Fund Ticker Constituent Name Country Currency Weight Shares Market Value
1 HFC IJJ HollyFrontier Corp USD 1.33% 994K 51.13M
2 SLG IJJ SL Green Realty Corp USD 1.27% 471K 48.70M
3 O IJJ Realty Income Corp USD 1.22% 1M 46.87M
4 FNF IJJ Fidelity National Financial Inc USD 1.14% 1M 43.96M
5 RE IJJ Everest Re Group Ltd USD 0.97% 237K 37.27M
6 OGE IJJ OGE Energy Corp USD 0.96% 992K 36.84M
7 ASH IJJ Ashland Inc USD 0.92% 361K 35.31M
8 NYCB IJJ New York Community Bancorp Inc USD 0.92% 2M 35.32M
9 Y IJJ Alleghany Corp USD 0.89% 83K 34.22M
10 MDU IJJ MDU Resources Group Inc USD 0.88% 946K 34.00M
11 FL IJJ Foot Locker Inc USD 0.88% 733K 33.83M
12 MAN IJJ Manpower Inc USD 0.86% 398K 32.92M
13 LNT IJJ Alliant Energy Corp USD 0.83% 554K 32.09M
14 RJF IJJ Raymond James Financial Inc USD 0.81% 619K 31.02M
15 AVT IJJ Avnet Inc USD 0.78% 691K 30.11M
16 ARW IJJ Arrow Electronics Inc USD 0.76% 500K 29.11M
17 CPT IJJ Camden Property Trust USD 0.76% 427K 29.13M
18 RGA IJJ Reinsurance Group of America Inc USD 0.73% 354K 28.01M
19 RS IJJ Reliance Steel & Aluminum Co USD 0.72% 388K 27.51M
20 DKS IJJ Dick's Sporting Goods Inc USD 0.70% 509K 26.87M
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2010 Performance 2011 Performance 2012 Performance 2013 Performance 2014 Performance
Performance
Year Q1 Q2 Q3 Q4 Total
2010 8.17% -10.12% 10.92% 11.74% 20.50%
2011 8.48% -2.55% -21.42% 15.10% -4.38%
2012 12.41% -4.44% 4.15% 3.68% 16.00%
2013 14.47% 0.38% 6.67% 7.60% 31.87%
2014 3.60% -0.87% - - 2.70%
MTD YTD 1 Year 3 Year 5 Year
-0.87% 2.70% 20.55% 37.10% 137.46%
Peer Group Stats (Equity)
1 Month 3 Month 6 Month 1 Year 3 Year
Peer Ave. Return 1.84% 1.20% 4.68% 11.76% 12.28%
Peer Low -11.95% -22.70% -20.84% -29.02% -98.06%
Peer 25th -0.34% -0.92% 1.92% 0.00% 0.00%
Peer Median 1.55% 1.26% 4.65% 13.21% 0.00%
Peer 75th 3.76% 3.51% 6.72% 22.05% 36.83%
Peer High 45.40% 32.16% 26.49% 70.96% 90.28%
Number of Funds 831 831 831 831 831
Fund Return -0.23% 1.17% 4.26% 20.04% 38.72%
Fund Percentile 37% 53% 55% 75% 80%
Peer Group Stats (Size and Style)
1 Month 3 Month 6 Month 1 Year 3 Year
Peer Ave. Return 0.96% 0.94% 4.33% 15.15% 22.28%
Peer Low -6.21% -17.27% -20.84% -27.90% -59.03%
Peer 25th -0.82% -1.00% 2.34% 8.33% 0.00%
Peer Median 0.81% 0.71% 4.49% 19.02% 34.13%
Peer 75th 1.98% 2.36% 5.91% 22.84% 41.04%
Peer High 16.12% 32.16% 26.49% 46.42% 65.56%
Number of Funds 231 231 231 231 231
Fund Return -0.23% 1.17% 4.26% 20.04% 38.72%
Fund Percentile 43% 65% 61% 70% 68%
*
15.10%
-21.42%
Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4 Q1 Q2 Q3 Q4
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Risk & Reward
Peer Group Stats (Mid Cap)
1 Month 3 Month 6 Month 1 Year 3 Year
Peer Ave. Return 0.35% 0.55% 4.73% 19.33% 34.35%
Peer Low -3.18% -4.00% 0.71% -17.41% -33.47%
Peer 25th -0.75% -0.38% 3.42% 18.54% 33.99%
Peer Median 0.18% 0.30% 4.86% 20.69% 38.83%
Peer 75th 1.02% 2.08% 5.44% 22.53% 41.90%
Peer High 8.71% 9.64% 11.32% 27.58% 54.20%
Number of Funds 37 37 37 37 37
Fund Return -0.23% 1.17% 4.26% 20.04% 38.72%
Fund Percentile 59% 68% 65% 68% 62%
- as of 04/25/2014. All return calculations are based off of price only and do not include dividend reinvestment. All returns are cumulative unless stated
otherwise.
Fund Flows
1 Week 2 Week 1 Month 3 Month
$57.70M $106.72M $147.45M $244.24M
Fund Statistics
Risk and Reward Diamond Ratings Dynamics
Return and Risk Statistics
Statistics 1 year 3 year 5 year
Annualized Return 20.55% 11.09% 18.88%
Beta 1.04 1.16 1.16
Standard Deviation 12.81% 19.94% 20.53%
Sharpe Ratio 1.57 0.53 0.90
Treynor Ratio 0.19 0.09 0.16
Sortino Ratio 2.57 0.87 1.49
All return calculations are based off of price only and do not include dividend reinvestment.
Additional Information
Previous One Day Short Sales 167.53K
30 Day Average Short Sales 184.90K
Previous One Day Call Volume 6.00
Previous One Day Put Volume 17.00
*
Apr 25Apr 16Apr 7Mar 26Mar 17
6.41
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