Elkhorn Lunt Low Vol/High Beta Tactical ETF

Elkhorn Lunt          Low Vol/High Beta Tactical ETF
  • Pininvest Analysis

At Elkhorn, we begin with research, not structure. Research drives our investment design. Advisors drive our structural decisions. Elkhorn provides advisors simplicity, transparency, and world-class research in a single solution

The Elkhorn Lunt Low Vol/High Beta Tactical ETF (LVHB) is based on the Lunt Capital US Large Cap Equity Rotation Index, which is designed to tactically rotate between low-volatility and high-beta stocks in the S&P 500. The strategy seeks to capture alpha created by the wide dispersion between low volatility and high beta stocks.

The complete list of the 100 LVHB constituents in the theme are not weighted; performance and volatility are calculated for informative purpose only - assuming one share of each component had been invested at the beginning of the selected period
 

Elkhorn Lunt Low Vol/High Beta Tactical ETF • Updated:

Name Ticker Exchange Sector Industry Currency Cur.Price Mkt.Cap Perf. Vol. Vol. Contrib. MDD
 
Activision Blizzard Inc ATVI NASDAQ Technology Videogame Software USD 44.97 34 B -36.2% 41%   1% -52%
Advanced Micro Devices AMD NASDAQ Technology Semiconductors - Broad Line USD 23.25 23 B 103.4% 67%   4% -49%
Affiliated Managers Group AMG NYSE Finance Asset Management USD 111.59 5.8 B -41.1% 27%   1% -53%
Alaska Air Group ALK NYSE Transportation Major Airlines USD 55.81 6.9 B -13.2% 32%   1% -28%
Align Technology Inc. ALGN NASDAQ Health Care Dental Instruments & Equipment USD 253.73 20 B -4.4% 49%   1% -53%
Alliance Data Systems Corp. ADS NYSE Technology Software - Business Applications USD 171.78 9.1 B -24.7% 30%   1% -42%
American Airlines AAL NASDAQ Transportation Major Airlines USD 31.38 14 B -42.2% 41%   1% -46%
Ameriprise Financial Services AMP NYSE Finance Investment Bankers/Brokers/Service USD 130.36 18 B -15.3% 29%   1% -38%
Applied Materials AMAT NASDAQ Technology Semiconductors – CapitalEqupt USD 40.00 38 B -30.9% 40%   1% -52%
Arconic ARNC NYSE Basic Materials Specialty Mining and Processing USD 19.23 9.3 B -19.2% 45%   1% -33%
Autodesk Inc. ADSK NASDAQ Technology Software - Professional Design USD 153.85 34 B 14.5% 38%   2% -25%
Bank Of America Corp. BAC NYSE Finance Global Banks USD 29.82 288 B -5.8% 25%   1% -29%
Biogen Inc BIIB NASDAQ Health Care Biopharmaceuticals USD 325.65 64 B 17.0% 34%   1% -27%
BlackRock BLK NYSE Finance Investment Bankers/Brokers/Service USD 440.48 70 B -19.3% 25%   1% -36%
BorgWarner BWA NYSE Industrial Goods Automobile Subcontractors - Car Parts USD 38.44 8.0 B -23.3% 31%   1% -38%
Broadcom AVGO NASDAQ Technology Semiconductors - Specialized USD 293.84 120 B 22.5% 36%   1% -25%
Capital One Financial Corp. COF NYSE Finance Commercial Banks (National & Regional) USD 84.90 41 B -13.1% 24%   1% -30%
Caterpillar CAT NYSE Industrial Goods Const & Agr Equipt/Engines/Trucks USD 134.10 80 B -10.2% 33%   1% -29%
CB Richard Ellis Group CBG NYSE Real Estate Real Estate Services USD 46.48 16 B -1.8% 3%   0% -3%
CF Industries Holdings CF NYSE Agriculture Seeds & Agricultural Chemicals USD 42.47 9.5 B 14.3% 36%   1% -28%
Chesapeake Energy CHK NYSE Energy Crude Oil & Natural Gas USD 3.15 5.1 B 4.7% 64%   2% -68%
Citigroup Inc. C NYSE Finance Global Banks USD 65.93 155 B -8.1% 24%   1% -34%
Citizens Financial Group CFG NYSE Finance Commercial Banks (National & Regional) USD 36.40 17 B -17.1% 25%   1% -38%
Citrix Systems Inc. CTXS NASDAQ Technology Information Systems & Network Software USD 101.56 13 B 8.2% 18%   1% -13%
Comerica Inc. CMA NYSE Finance Commercial Banks (National & Regional) USD 82.90 13 B -13.5% 24%   1% -36%
Corning Inc. GLW NYSE Technology Datacom, Telcom & Network Equipt USD 34.35 27 B 20.2% 29%   1% -23%
Cummins Inc. CMI NYSE Industrial Goods Engines, Industrial Equipt & Cpts USD 160.55 25 B 2.0% 24%   1% -27%
Delta Air Lines DAL NYSE Transportation Major Airlines USD 50.74 34 B -8.1% 28%   1% -25%
Discover Financial Services DFS NYSE Finance Finance Consumer Services USD 73.66 24 B -2.1% 24%   1% -31%
E*TRADE Financial Corporation ETFC NASDAQ Finance Financial Transaction Services USD 49.59 12 B -11.7% 27%   1% -37%
Eastman Chemical Company EMN NYSE Industrial Goods Chemicals - Major USD 78.46 11 B -24.7% 25%   1% -38%
Fifth Third Bancorp FITB NASDAQ Finance Commercial Banks (National & Regional) USD 28.76 19 B -12.8% 26%   1% -35%
Flowserve Corp. FLS NYSE Industrial Goods Energy & Fluid Control Systems/Pumps & Filters USD 45.19 5.9 B 4.1% 33%   1% -36%
Fluor Corp. FLR NYSE Industrial Goods Infrastructure Contractors USD 38.10 5.3 B -32.2% 44%   1% -51%
Franklin Resources BEN NYSE Finance Investment Bankers/Brokers/Service USD 33.70 17 B -10.0% 28%   1% -28%
Freeport-McMoRan Inc FCX NYSE Basic Materials Specialty Mining and Processing USD 12.62 18 B -29.3% 47%   1% -50%
Gap Inc. GPS NYSE Services Other Specialty Retail Stores USD 25.56 10 B -18.4% 39%   1% -27%
Goldman Sachs Group GS NYSE Finance Investment Bankers/Brokers/Service USD 202.47 75 B -22.3% 26%   1% -41%
Goodyear Tire & Rubber Company GT NASDAQ Consumer Durables Auto Parts & Tires USD 17.79 4.1 B -35.0% 34%   1% -38%
Huntington Bancshares HBAN NASDAQ Finance Commercial Banks (National & Regional) USD 13.92 15 B -9.2% 23%   1% -31%
Invesco Plc IVZ NYSE Finance Investment Bankers/Brokers/Service USD 20.24 8.0 B -34.9% 28%   1% -52%
J P Morgan Chase & Co JPM NYSE Finance Global Banks USD 107.19 351 B -4.5% 21%   1% -22%
Jacobs Engineering Group Inc. JEC NYSE Industrial Goods Industrial Contractors USD 74.34 10 B 24.6% 29%   1% -32%
KeyCorp KEY NYSE Finance Commercial Banks (National & Regional) USD 17.72 18 B -13.7% 26%   1% -36%
KLA-Tencor KLAC NASDAQ Technology Semiconductors – Metrology & TestEquipt USD 119.88 18 B 4.7% 36%   2% -32%
L Brands Inc. LB NYSE Services Other Specialty Retail Stores USD 27.45 7.6 B -29.0% 44%   1% -38%
Lam Research Corporation LRCX NASDAQ Technology Semiconductors – CapitalEqupt USD 180.20 27 B -16.7% 40%   1% -45%
Lincoln National Corp. LNC NYSE Finance Life Insurance USD 63.26 13 B -15.2% 27%   1% -37%
M&T Bank Corp. MTB NYSE Finance Commercial Banks (National & Regional) USD 174.73 24 B -6.6% 21%   1% -28%
Macy's Inc M NYSE Services Department Stores & General Chains USD 23.89 7.3 B -14.6% 45%   1% -45%
Marathon Oil Corp. MRO NYSE Energy Integrated Oil & Gas Companies USD 17.39 14 B 17.8% 42%   2% -47%
Marathon Petroleum Corp MPC NYSE Energy Oil or Gas Refining/Marketing USD 62.08 42 B -8.9% 32%   1% -37%
Martin Marietta Materials MLM NYSE Industrial Goods Cement & Aggregates USD 194.96 12 B -4.2% 27%   1% -33%
Masco Corp. MAS NYSE Agriculture Forestry & Lumber Products USD 39.15 12 B -3.9% 29%   1% -34%
MetLife MET NYSE Finance Life Insurance USD 45.72 44 B -1.1% 24%   1% -22%
MGM Resorts International MGM NYSE Services Gaming Activities USD 26.25 14 B -27.0% 37%   1% -41%
Microchip Technology MCHP NASDAQ Technology Semiconductors - Signal Processing USD 85.33 20 B -11.3% 36%   1% -41%
Micron Technology MU NASDAQ Technology Semiconductors - Specialized USD 39.61 44 B -34.1% 48%   1% -54%
Morgan Stanley MS NYSE Finance Investment Bankers/Brokers/Service USD 44.03 75 B -21.2% 27%   1% -36%
Mosaic Company MOS NYSE Basic Materials Agri Chemicals and Fertilizers USD 28.64 11 B 12.1% 32%   1% -25%
Navient Corporation NAVI NASDAQ Finance Credit Services USD 12.14 3.0 B -7.5% 32%   1% -43%
NetApp NTAP NASDAQ Technology Digital Storage / Cloud Storage USD 66.91 17 B 8.1% 35%   1% -38%
Netflix Inc. NFLX NASDAQ Services Movies/Entertainment USD 363.47 159 B 15.9% 45%   2% -44%
Newfield Exploration NFX NYSE Energy Crude Oil & Natural Gas USD 16.35 3.3 B -29.4% 45%   1% -58%
Norfolk Southern Corp. NSC NYSE Transportation Railroad Freight Services USD 182.53 49 B 32.9% 26%   1% -25%
Norwegian Cruise Line Holdings NCLH NYSE Services Cruise Tourism USD 56.16 12 B 1.3% 29%   1% -32%
NRG Energy NRG NYSE Utilities Electric Utilities & Grid USD 41.88 12 B 39.1% 25%   1% -15%
Nucor Corp. NUE NYSE Basic Materials Iron Ore Mining USD 58.91 18 B -8.1% 27%   1% -27%
NVIDIA Corporation NVDA NASDAQ Technology Semiconductors - Specialized USD 169.00 102 B -29.7% 53%   1% -56%
Paccar Inc. PCAR NASDAQ Consumer Durables Auto Manufacturing USD 68.41 24 B 7.3% 25%   1% -26%
Parker-Hannifin Corp. PH NYSE Industrial Goods Engineered Industrial Products USD 174.06 23 B -3.5% 26%   1% -26%
People's United Financial Inc. PBCT NASDAQ Finance Savings Institutions USD 17.60 6.6 B -7.6% 20%   1% -30%
PNC Bank PNC NYSE Finance Commercial Banks (National & Regional) USD 131.88 60 B -15.6% 22%   1% -31%
Principal Financial Group Inc PFG NASDAQ Finance Life Insurance USD 52.79 15 B -12.6% 26%   1% -34%
Prudential Financial Inflation Retail PRU NYSE Finance Life Insurance USD 97.25 40 B -8.0% 25%   1% -29%
Qorvo QRVO NASDAQ Technology Semiconductors - Signal Processing USD 69.83 8.6 B -11.0% 36%   1% -35%
Qualcomm QCOM NASDAQ Technology Semiconductors - Specialized USD 56.83 69 B -0.5% 28%   1% -34%
Quanta Services PWR NYSE Industrial Goods Infrastructure Contractors USD 37.41 5.3 B 7.2% 25%   1% -25%
Raymond James Financial RJF NYSE Finance Investment Bankers/Brokers/Service USD 82.52 12 B -13.6% 26%   1% -31%
Red Hat RHT NYSE Technology Data Processing & Data Analytics (EDP) USD 181.84 32 B 19.5% 47%   1% -34%
Regions Financial Corp. RF NYSE Finance Commercial Banks (National & Regional) USD 15.97 16 B -16.9% 26%   1% -37%
Rockwell Automation ROK NYSE Industrial Goods Robotics & Industrial Processes USD 180.79 22 B 0.4% 26%   1% -28%
Seagate Technology STX NASDAQ Technology Digital Storage / Cloud Storage USD 48.16 14 B -17.1% 37%   1% -42%
Skyworks Solutions Inc. SWKS NASDAQ Technology Semiconductors - Signal Processing USD 82.59 14 B -23.7% 34%   1% -44%
Southwest Airlines LUV NYSE Transportation Major Airlines USD 51.08 28 B -15.2% 29%   1% -30%
Suntrust Banks STI NYSE Finance Commercial Banks (National & Regional) USD 64.49 29 B -7.8% 26%   1% -37%
Synchrony Financial SYF NYSE Finance Finance Consumer Services USD 33.24 24 B -4.5% 30%   1% -39%
TE Connectivity TEL NYSE Industrial Goods Robotics & Industrial Processes USD 83.34 28 B -18.5% 23%   1% -32%
Texas Instruments TXN NASDAQ Technology Semiconductors - Broad Line USD 109.81 103 B 3.2% 30%   1% -26%
The Charles Schwab Corp. SCHW NYSE Finance Investment Bankers/Brokers/Service USD 45.90 61 B -17.0% 27%   1% -36%
United Continental Holdings UAL NASDAQ Transportation Major Airlines USD 80.73 22 B 15.1% 29%   1% -18%
United Rentals URI NYSE Services Rental & Leasing Services USD 122.99 10 B -33.7% 42%   1% -49%
Unum Provident Corp. UNM NYSE Finance Accident & Health Insurance USD 36.77 7.9 B -24.8% 34%   1% -46%
Vertex Pharmaceuticals VRTX NASDAQ Health Care Biopharmaceuticals USD 187.48 48 B 9.8% 32%   1% -21%
Vulcan Materials Company VMC NYSE Basic Materials Specialty Mining and Processing USD 113.97 15 B -0.3% 32%   1% -37%
Wells Fargo & Company WFC NYSE Finance Commercial Banks (National & Regional) USD 51.73 235 B -4.5% 21%   1% -26%
Western Digital WDC NASDAQ Technology Digital Storage / Cloud Storage USD 48.29 14 B -51.7% 45%   1% -66%
Xerox XRX NYSE Technology Printing Imaging & Optical Lenses USD 32.01 7.4 B 8.5% 33%   1% -41%
Zions Bancorporation ZION NASDAQ Finance Commercial Banks (National & Regional) USD 50.04 9.3 B -7.9% 23%   1% -34%