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. Risk Contrib. MDD
 
Activision Blizzard Inc ATVI NASDAQ Technology Videogame Software USD 55.95 43 B -30.7% 44%   1% -52%
Advanced Micro Devices AMD NASDAQ Technology Semiconductors - IC Design (fabless) USD 30.69 33 B -6.2% 67%   2% -49%
Affiliated Managers Group AMG NYSE Finance Asset Management USD 88.67 4.5 B -37.1% 32%   1% -50%
Alaska Air Group ALK NYSE Transportation Major Airlines USD 65.87 8.1 B -2.4% 29%   1% -28%
Align Technology Inc. ALGN NASDAQ Health Care Dental Instruments & Equipment USD 177.47 14 B -54.5% 58%   1% -56%
Alliance Data Systems ADS NYSE Technology Data Processing & Data Analytics (EDP) USD 133.73 6.8 B -43.6% 35%   1% -51%
American Airlines AAL NASDAQ Transportation Major Airlines USD 29.95 13 B -23.6% 42%   1% -44%
Ameriprise Financial Services AMP NYSE Finance Investment Bankers/Brokers/Service USD 147.43 19 B 2.5% 31%   1% -36%
Applied Materials AMAT NASDAQ Technology Semiconductors – CapitalEqupt USD 51.35 47 B 33.4% 38%   2% -27%
Arconic ARNC NYSE Basic Materials Specialty Mining and Processing USD 27.09 12 B 20.1% 35%   1% -31%
Autodesk Inc. ADSK NASDAQ Technology Software - Professional Design USD 153.48 34 B 1.4% 37%   1% -21%
Bank Of America Corp. BAC NYSE Finance Global Banks USD 30.17 281 B 1.4% 26%   1% -27%
Biogen Inc BIIB NASDAQ Health Care Biopharmaceuticals USD 236.63 46 B -30.1% 44%   0% -39%
BlackRock BLK NYSE Finance Investment Bankers/Brokers/Service USD 442.96 68 B -4.2% 25%   1% -26%
BorgWarner BWA NYSE Industrial Goods Automobile Subcontractors - Car Parts USD 40.00 8.3 B -9.3% 34%   1% -33%
Broadcom AVGO NASDAQ Technology Semiconductors - IC Design (fabless) USD 290.32 116 B 26.9% 34%   1% -21%
Capital One Financial Corp. COF NYSE Finance Commercial Banks (National & Regional) USD 93.62 44 B -2.8% 27%   1% -29%
Caterpillar CAT NYSE Industrial Goods Const & Agr Equipt/Engines/Trucks USD 133.78 75 B -5.2% 33%   1% -29%
CF Industries Holdings CF NYSE Agriculture Seeds & Agricultural Chemicals USD 49.91 11 B -0.9% 37%   1% -30%
Chesapeake Energy CHK NYSE Energy Crude Oil & Natural Gas USD 1.78 2.9 B -55.5% 75%   1% -74%
Citigroup Inc. C NYSE Finance Global Banks USD 70.39 159 B 2.4% 27%   1% -34%
Citizens Financial Group CFG NYSE Finance Commercial Banks (National & Regional) USD 36.83 16 B -5.1% 28%   1% -32%
Citrix Systems Inc. CTXS NASDAQ Technology Information Systems & Network Software USD 95.95 13 B -13.3% 17%   0% -19%
Comerica Inc. CMA NYSE Finance Commercial Banks (National & Regional) USD 65.60 10 B -26.8% 28%   1% -38%
Corning Inc. GLW NYSE Technology Datacom, Telcom & Network Equipt USD 30.16 24 B -12.3% 30%   1% -25%
Cummins Inc. CMI NYSE Industrial Goods Engines, Industrial Equipt & Cpts USD 165.11 26 B 18.6% 26%   1% -19%
Delta Air Lines DAL NYSE Transportation Major Airlines USD 60.01 39 B 6.1% 27%   1% -25%
Discover Financial Services DFS NYSE Finance Finance Consumer Services USD 84.78 27 B 11.0% 26%   1% -31%
E*TRADE Financial Corporation ETFC NASDAQ Finance Financial Transaction Services USD 45.31 11 B -14.6% 29%   1% -29%
Eastman Chemical Company EMN NYSE Industrial Goods Chemicals - Major USD 75.47 10 B -20.0% 30%   1% -38%
Fifth Third Bancorp FITB NASDAQ Finance Commercial Banks (National & Regional) USD 28.38 21 B 0.8% 27%   1% -25%
Flowserve Corp. FLS NYSE Industrial Goods Energy & Fluid Control Systems/Pumps & Filters USD 48.54 6.4 B -11.3% 35%   1% -36%
Fluor Corp. FLR NYSE Industrial Goods Infrastructure Contractors USD 20.96 2.9 B -62.3% 58%   1% -73%
Franklin Resources BEN NYSE Finance Investment Bankers/Brokers/Service USD 29.91 15 B -3.1% 26%   1% -27%
Freeport-McMoRan Inc FCX NYSE Basic Materials Specialty Mining and Processing USD 10.76 16 B -19.9% 44%   1% -40%
Gap Inc. GPS NYSE Services Other Specialty Retail Stores USD 19.24 7.2 B -27.3% 40%   1% -48%
Goldman Sachs Group GS NYSE Finance Investment Bankers/Brokers/Service USD 219.90 79 B -2.5% 28%   1% -34%
Goodyear Tire & Rubber Company GT NASDAQ Consumer Durables Auto Parts & Tires USD 14.00 3.3 B -38.1% 38%   1% -56%
Huntington Bancshares HBAN NASDAQ Finance Commercial Banks (National & Regional) USD 14.75 15 B -2.2% 26%   1% -29%
Invesco Plc IVZ NYSE Finance Investment Bankers/Brokers/Service USD 17.40 8.2 B -21.6% 30%   1% -38%
J P Morgan Chase & Co JPM NYSE Finance Global Banks USD 120.23 384 B 8.7% 21%   1% -22%
Jacobs Engineering Group Inc. JEC NYSE Industrial Goods Industrial Contractors USD 91.21 12 B 21.2% 27%   1% -32%
KeyCorp KEY NYSE Finance Commercial Banks (National & Regional) USD 18.27 18 B -4.9% 29%   1% -33%
KLA-Tencor KLAC NASDAQ Technology Semiconductors – Metrology & TestEquipt USD 150.32 24 B 46.8% 34%   2% -21%
L Brands Inc. LB NYSE Services Other Specialty Retail Stores USD 18.87 5.2 B -29.7% 48%   1% -57%
Lam Research Corporation LRCX NASDAQ Technology Semiconductors – CapitalEqupt USD 235.56 34 B 55.6% 38%   2% -23%
Lincoln National Corp. LNC NYSE Finance Life Insurance USD 61.67 12 B -6.1% 31%   1% -31%
M&T Bank Corp. MTB NYSE Finance Commercial Banks (National & Regional) USD 158.44 21 B -5.1% 24%   1% -22%
Macy's Inc M NYSE Services Department Stores & General Chains USD 17.14 5.3 B -48.6% 43%   0% -62%
Marathon Oil Corp. MRO NYSE Energy Integrated Oil & Gas Companies USD 12.70 10 B -38.2% 41%   1% -52%
Marathon Petroleum Corp MPC NYSE Energy Oil or Gas Refining/Marketing USD 53.29 35 B -34.4% 35%   1% -48%
Martin Marietta Materials MLM NYSE Industrial Goods Cement & Aggregates USD 264.04 16 B 37.1% 28%   1% -22%
Masco Corp. MAS NYSE Agriculture Forestry & Lumber Products USD 43.20 13 B 14.4% 31%   1% -29%
MetLife MET NYSE Finance Life Insurance USD 48.37 45 B 7.7% 24%   1% -22%
MGM Resorts International MGM NYSE Services Gaming Activities USD 29.07 15 B 6.9% 34%   1% -23%
Microchip Technology MCHP NASDAQ Technology Semiconductors - Signal Processing USD 95.00 23 B 15.4% 38%   2% -27%
Micron Technology MU NASDAQ Technology Semiconductors - Specialized USD 50.50 56 B 14.0% 47%   2% -37%
Morgan Stanley MS NYSE Finance Investment Bankers/Brokers/Service USD 45.16 75 B -3.7% 27%   1% -26%
Mosaic Company MOS NYSE Basic Materials Agri Chemicals and Fertilizers USD 22.65 8.7 B -25.9% 38%   1% -52%
Navient Corporation NAVI NASDAQ Finance Credit Services USD 13.29 3.1 B 0.4% 34%   1% -42%
NetApp NTAP NASDAQ Technology SaaS / Cloud Storage USD 56.57 13 B -32.1% 43%   1% -49%
Netflix NFLX NASDAQ Technology Internet - Content Delivery USD 294.15 129 B -19.3% 43%   1% -39%
Norfolk Southern Corp. NSC NYSE Transportation Railroad Freight Services USD 182.19 48 B 3.5% 27%   1% -25%
Norwegian Cruise Line Holdings NCLH NYSE Services Cruise Tourism USD 54.68 12 B -1.4% 29%   1% -32%
NRG Energy NRG NYSE Utilities Electric Utilities & Grid USD 38.50 10 B 6.6% 25%   1% -23%
Nucor Corp. NUE NYSE Basic Materials Iron Ore Mining USD 53.60 16 B -11.8% 27%   1% -29%
NVIDIA NVDA NASDAQ Technology Semiconductors - IC Design (fabless) USD 181.94 111 B -34.0% 55%   1% -56%
Paccar Inc. PCAR NASDAQ Consumer Durables Auto Manufacturing USD 71.53 25 B 6.3% 25%   1% -26%
Parker-Hannifin Corp. PH NYSE Industrial Goods Engineered Industrial Products USD 182.23 23 B -0.9% 28%   1% -26%
People's United Financial Inc. PBCT NASDAQ Finance Savings Institutions USD 16.32 6.5 B -4.6% 24%   1% -23%
PNC Bank PNC NYSE Finance Commercial Banks (National & Regional) USD 139.28 62 B 2.1% 23%   1% -24%
Principal Financial Group Inc PFG NASDAQ Finance Life Insurance USD 57.83 16 B 5.5% 28%   1% -32%
Prudential Financial Inflation Retail PRU NYSE Finance Life Insurance USD 89.82 36 B -6.1% 28%   1% -28%
Qorvo QRVO NASDAQ Technology Semiconductors - Signal Processing USD 77.51 9.1 B 2.3% 38%   1% -29%
Qualcomm QCOM NASDAQ Technology Semiconductors - IC Design (fabless) USD 78.41 95 B 7.7% 39%   1% -34%
Quanta Services PWR NYSE Industrial Goods Infrastructure Contractors USD 38.11 5.4 B 10.6% 28%   1% -20%
Raymond James Financial RJF NYSE Finance Investment Bankers/Brokers/Service USD 87.11 12 B -4.5% 28%   1% -27%
Red Hat RHT NYSE Technology Data Processing & Data Analytics (EDP) USD 187.71 33 B 26.1% 40%   0% -22%
Regions Financial Corp. RF NYSE Finance Commercial Banks (National & Regional) USD 16.35 16 B -10.8% 29%   1% -36%
Rockwell Automation ROK NYSE Industrial Goods Robotics & Industrial Processes USD 166.75 20 B -10.9% 29%   1% -28%
Seagate Technology STX NASDAQ Technology SaaS / Cloud Storage USD 56.15 15 B 21.5% 36%   1% -27%
Skyworks Solutions Inc. SWKS NASDAQ Technology Semiconductors - Signal Processing USD 82.14 14 B -4.5% 38%   1% -35%
Southwest Airlines LUV NYSE Transportation Major Airlines USD 55.79 30 B -9.5% 27%   1% -30%
Suntrust Banks STI NYSE Finance Commercial Banks (National & Regional) USD 68.65 30 B 3.1% 26%   1% -34%
Synchrony Financial SYF NYSE Finance Finance Consumer Services USD 34.18 23 B 7.5% 28%   1% -34%
TE Connectivity TEL NYSE Industrial Goods Robotics & Industrial Processes USD 96.69 32 B 7.3% 25%   1% -24%
Texas Instruments TXN NASDAQ Technology Semiconductors - Broad Line USD 129.61 121 B 25.9% 31%   1% -20%
The Charles Schwab Corp. SCHW NYSE Finance Investment Bankers/Brokers/Service USD 43.62 57 B -13.5% 29%   1% -31%
United Continental Holdings UAL NASDAQ Transportation Major Airlines USD 91.35 24 B 1.1% 27%   1% -20%
United Rentals URI NYSE Services Rental & Leasing Services USD 128.87 10 B -23.7% 45%   1% -44%
Unum Provident Corp. UNM NYSE Finance Accident & Health Insurance USD 29.77 6.2 B -16.4% 31%   1% -38%
Vertex Pharmaceuticals VRTX NASDAQ Health Care Biopharmaceuticals USD 174.94 45 B -2.3% 32%   1% -21%
Vulcan Materials VMC NYSE Industrial Goods Cement & Aggregates USD 147.58 19 B 33.8% 31%   1% -27%
Wells Fargo & Company WFC NYSE Finance Commercial Banks (National & Regional) USD 48.92 216 B -7.3% 22%   1% -22%
Western Digital WDC NASDAQ Technology SaaS / Cloud Storage USD 64.60 19 B 16.9% 51%   2% -42%
Xerox XRX NYSE Technology Printing Imaging & Optical Lenses USD 30.82 6.8 B 13.4% 34%   1% -35%
Zions Bancorporation ZION NASDAQ Finance Commercial Banks (National & Regional) USD 44.77 7.9 B -11.9% 27%   1% -27%