OUSM has outperformed Value with less risk.
OUSM has provided better downside protection than Value.
OUSM vs. Value Upside/Downside Capture – Since Inception (12/30/2016)
For more information on OUSM, click here.
Source: Bloomberg Finance L.P., data as of 03/31/2021.
Returns for periods longer than 1 year are annualized.
Volatility (S/I): Annualized daily standard deviation from inception date (12/30/2016).
The standard deviation is a statistic that measures the dispersion of a dataset relative to its mean. When applied to the annual rate of return of an investment, it sheds light on the historical volatility of that investment.
Upside/Downside Capture Ratio: Measure to demonstrate relative performance against a broad benchmark during periods of market strength or weakness. Performance is measured as mean return.
Value: Represented by the Russell 2000 Value Index which measures the investment return of small-capitalization value stocks in the United States.
For OUSM Performance click here.
Past performance does not guarantee future results. Investors cannot directly invest in an index and unmanaged index returns do not reflect any fees, expenses or sales charges.
Aside from the global pandemic, OUSM suffered only 2 pullbacks greater than 10% in the past 3 years. Investors waiting for a pullback to invest could have missed big returns. 10% annualized 3-year return: OUSM generated a cumulative return of 33% for the 3-year period...
~80% of stocks in OUSM increased their dividends in the past year vs. ~55% for Russell 2000 Value dividend paying stocks. Energy, Real Estate, Communication Services, Health Care & Consumer Discretionary are the sectors with biggest proportion of companies that cut...
Hidden Dangers of the Value Rotation Value stocks are those that appear to trade at a low price relative to their fundamentals. They tend to exhibit characteristics such as low price-to-earnings-ratio, low price-to-book ratio or high dividend yields. Value investors...
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