About ASYMmetric ETFs™

Constructed with the Aim of Providing Downside Protection with Upside Participation

ASYMmetric ETFs™ use a rules-based, quantitative long/short hedging strategy that seeks to provide protection against bear market losses and to capture the majority of bull market gains.

Our strategy is powered by ASYMmetric Risk Management Technology™ - intellectual property that helped power one of the largest hedge fund seeds of 2015.

ASYMshares™ ASYMmetric 500 ETF

How ASYMmetric Risk Management Technology Works

Computing Market Risk

ASYMmetric Risk Management Technology™ uses proprietary price-based algorithms to dynamically manage net exposure in three market risk environments:

Risk-Off: Market prices are trending down and have high price volatility* (PriceVol™)**

Risk-Elevated: Market prices are trending down and have low price volatility* (PriceVol™)**

Risk-On: Market prices are trending up and have low price volatility* (PriceVol™)**

The Price Volatility Indicator is driven by the Index Owner’s PriceVol™ a proprietary measure of realized volatility or price volatility. PriceVol™ is the dispersion of returns of the 500 largest capitalized equity securities publicly traded in the United States.

Volatility: A statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security.

The fund's investments are designed to respond to volatility relying on the proprietary model developed by the index provider, however, there may be factors which may limit the accuracy of the model that may adversely affect the fund. There is no guarantee principal protection will be achieved.

RISK ENVIRONMENT

ASYMshares™ ASYMmetric 500 ETF

Each risk environment is determined using our Price Momentum and Price Volatility Indicators. These algorithms seek to effectively identify market trends and accurately measure market volatility.

Price Momentum Indicator

*As of 05/28/21

Source: ASYMmetric Investment Solutions. An index cannot be made into an investment. Unmanaged index returns do not reflect any fees, expenses or sales charges. The fund's investments are designed to respond to volatility relying on the proprietary model developed by the index provider, however, there may be factors which limit the accuracy of the model that may adversely affect the fund. Past performance is no guarantee of future results. 

Price Volatility Indicator

*As of 05/28/21

Source: ASYMmetric Investment Solutions. An index cannot be made into an investment. Unmanaged index returns do not reflect any fees, expenses or sales charges. The fund's investments are designed to respond to volatility relying on the proprietary model developed by the index provider, however, there may be factors which limit the accuracy of the model that may adversely affect the fund. Past performance is no guarantee of future results. 

Dynamically Managing Exposure

ASYMmetric Risk Management Technology™ systematically manages net exposure to the market to:

  • ASYMshares™ ASYMmetric 500 ETF

    Risk-On: Capture the majority of the upside of the market in a bull market, by being net long*;

  • ASYMshares™ ASYMmetric 500 ETF

    Risk-Elevated: Protect Capital by paring back net exposure during periods of heightened market uncertainty, by being market neutral

  • ASYMshares™ ASYMmetric 500 ETF

    Risk-Off: Profit in bear markets, by being net short*

    Long: Buying a security such as a stock, commodity or currency, with the expectation that the asset will rise in value.

    Short: Any sale that is completed by the delivery of a security borrowed by the seller. Short sellers assume they will be able to buy the stock at a lower amount that the price at which they sold short.

    The fund's investments are designed to respond to volatility relying on the proprietary model developed by the index provider, however, there may be factors which limit the accuracy of the model that may adversely affect the fund.

Dynamically Managing Exposure

Why Optimizing Your Portfolio Makes Sense

Optimization means lowering the risk and improving the performance of a traditional stock and bond portfolio.

See for yourself how adding ASYMmetric ETFs™ may be able optimize your investment portfolio.

There is no guarantee the protection sought by the fund will be achieved.

All investing involves risk, including possible loss of principal. The performance of the Fund will depend on the difference in the rates of return between its long positions and short positions. During a rising market, when most equity securities and long-only equity ETFs are increasing in value, the Fund’s short positions will likely cause the Fund to underperform the overall U.S. equity market. When the Fund shorts securities, including securities of another investment company, it borrows shares of that security or investment company, which it then sells. There is no guarantee the Fund will be able to borrow the shares it seeks to short in order to achieve its investment objective. There is no guarantee the Fund will be able to borrow the shares it seeks to short in order to achieve its investment objective. The Fund’s investments are designed to respond to volatility based on a proprietary model developed by the Index Provider which may not be able to accurately predict the future volatility of the 500 largest capitalized equity securities publicly traded in the United States (the “Market”). If the Market is rapidly rising during periods when the Index Provider’s volatility model has predicted significant volatility, the Fund may be underexposed to the Market due to its short position and the Fund would not be expected to gain the full benefit of the rise in the Market. Additionally, in periods of rapidly changing volatility, the Fund may not be appropriately hedged or may not respond as expected to current volatility. The Fund is not actively managed and the Adviser would not sell a security due to current or projected underperformance of a security, industry or sector, unless that security is removed from the Index.

Before investing, carefully consider the fund’s investment objectives, risks, charges and expenses. This and other information is in the prospectus and a summary prospectus, copies of which may be obtained. Read the prospectus carefully before investing.

Foreside Fund Services, LLC, distributor.