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 S&P500® 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 S&P500® 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 12/31/21

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 12/31/21

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 S&P500® ETF

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

  • ASYMshares™ ASYMmetric S&P500® ETF

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

  • ASYMshares™ ASYMmetric S&P500® 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.

Copyright© 2022. ASYMmetric ETFs™, LLC (“ASYMmetric”) is a Registered Investment Adviser. All Rights Reserved.

The information contained in ASYMmetric’s website is of a general nature and is for informational purposes only and does not constitute financial, investment, tax or legal advice. These materials reflect the opinion of ASYMmetric on the date of production and are subject to change at any time without notice due to various factors, including, but not limited to, changing market conditions. Where data is presented that is prepared by third parties, such information will be cited, and these sources have been deemed to be reliable. Any links to third party websites are offered only for use at your own discretion. ASYMmetric is separate and unaffiliated from any third parties listed herein and is not responsible for their products, services, policies or the content of their website(s). All investments are subject to varying degrees of risk, and there can be no assurance that the future performance of any specific investment, investment strategy or product referenced directly or indirectly in this website will be profitable, perform equally to any corresponding indicated historical performance level(s), or be suitable for your portfolio.

Past performance is not an indicator of future results.