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 45.92 35 B -41.0% 42%   1% -52%
Advanced Micro Devices AMD NASDAQ Technology Semiconductors - Broad Line USD 33.49 36 B 106.9% 68%   4% -49%
Affiliated Managers Group AMG NYSE Finance Asset Management USD 90.07 4.6 B -39.8% 31%   1% -48%
Alaska Air Group ALK NYSE Transportation Major Airlines USD 65.10 8.0 B 12.6% 30%   1% -28%
Align Technology Inc. ALGN NASDAQ Health Care Dental Instruments & Equipment USD 272.96 22 B -26.7% 48%   1% -53%
Alliance Data Systems ADS NYSE Technology Data Processing & Data Analytics (EDP) USD 155.08 8.1 B -32.3% 32%   1% -46%
American Airlines AAL NASDAQ Transportation Major Airlines USD 33.73 15 B -8.9% 41%   1% -38%
Ameriprise Financial Services AMP NYSE Finance Investment Bankers/Brokers/Service USD 149.09 20 B 7.2% 29%   1% -36%
Applied Materials AMAT NASDAQ Technology Semiconductors – CapitalEqupt USD 51.03 48 B 12.9% 38%   2% -42%
Arconic ARNC NYSE Basic Materials Specialty Mining and Processing USD 25.16 11 B 30.5% 36%   1% -31%
Autodesk Inc. ADSK NASDAQ Technology Software - Professional Design USD 169.74 37 B 28.3% 38%   2% -25%
Bank Of America Corp. BAC NYSE Finance Global Banks USD 30.25 288 B 0.1% 24%   1% -29%
Biogen Inc BIIB NASDAQ Health Care Biopharmaceuticals USD 243.88 47 B -34.6% 45%   0% -44%
BlackRock BLK NYSE Finance Investment Bankers/Brokers/Service USD 477.46 74 B -3.6% 24%   1% -29%
BorgWarner BWA NYSE Industrial Goods Automobile Subcontractors - Car Parts USD 41.68 8.6 B -4.7% 32%   1% -28%
Broadcom AVGO NASDAQ Technology Semiconductors - Specialized USD 300.78 119 B 42.9% 34%   2% -21%
Capital One Financial Corp. COF NYSE Finance Commercial Banks (National & Regional) USD 94.34 44 B -3.1% 24%   1% -30%
Caterpillar CAT NYSE Industrial Goods Const & Agr Equipt/Engines/Trucks USD 138.10 79 B 2.7% 32%   1% -29%
CF Industries Holdings CF NYSE Agriculture Seeds & Agricultural Chemicals USD 48.34 11 B 13.8% 37%   1% -30%
Chesapeake Energy CHK NYSE Energy Crude Oil & Natural Gas USD 1.68 2.7 B -62.8% 67%   1% -68%
Citigroup Inc. C NYSE Finance Global Banks USD 71.99 166 B 3.8% 25%   1% -34%
Citizens Financial Group CFG NYSE Finance Commercial Banks (National & Regional) USD 37.16 17 B -4.2% 25%   1% -33%
Citrix Systems Inc. CTXS NASDAQ Technology Information Systems & Network Software USD 100.88 13 B -5.3% 16%   0% -18%
Comerica Inc. CMA NYSE Finance Commercial Banks (National & Regional) USD 71.25 11 B -22.7% 25%   1% -35%
Corning Inc. GLW NYSE Technology Datacom, Telcom & Network Equipt USD 33.58 26 B 15.1% 29%   1% -23%
Cummins Inc. CMI NYSE Industrial Goods Engines, Industrial Equipt & Cpts USD 173.37 27 B 31.2% 23%   1% -18%
Delta Air Lines DAL NYSE Transportation Major Airlines USD 63.09 41 B 24.8% 27%   1% -25%
Discover Financial Services DFS NYSE Finance Finance Consumer Services USD 84.48 27 B 17.7% 23%   1% -31%
E*TRADE Financial Corporation ETFC NASDAQ Finance Financial Transaction Services USD 48.63 12 B -18.3% 27%   1% -33%
Eastman Chemical Company EMN NYSE Industrial Goods Chemicals - Major USD 81.22 11 B -16.5% 27%   1% -37%
Fifth Third Bancorp FITB NASDAQ Finance Commercial Banks (National & Regional) USD 29.25 21 B 2.7% 24%   1% -26%
Flowserve Corp. FLS NYSE Industrial Goods Energy & Fluid Control Systems/Pumps & Filters USD 52.56 6.9 B 26.8% 32%   2% -36%
Fluor Corp. FLR NYSE Industrial Goods Infrastructure Contractors USD 32.54 4.6 B -32.7% 46%   1% -54%
Franklin Resources BEN NYSE Finance Investment Bankers/Brokers/Service USD 34.97 18 B 10.4% 25%   1% -19%
Freeport-McMoRan Inc FCX NYSE Basic Materials Specialty Mining and Processing USD 11.65 17 B -26.3% 43%   1% -41%
Gap Inc. GPS NYSE Services Other Specialty Retail Stores USD 18.71 7.1 B -33.4% 36%   0% -47%
Goldman Sachs Group GS NYSE Finance Investment Bankers/Brokers/Service USD 219.43 80 B -5.6% 26%   1% -36%
Goodyear Tire & Rubber Company GT NASDAQ Consumer Durables Auto Parts & Tires USD 15.46 3.6 B -25.8% 36%   1% -46%
Huntington Bancshares HBAN NASDAQ Finance Commercial Banks (National & Regional) USD 14.08 15 B -4.3% 23%   1% -31%
Invesco Plc IVZ NYSE Finance Investment Bankers/Brokers/Service USD 19.67 7.9 B -20.4% 29%   1% -43%
J P Morgan Chase & Co JPM NYSE Finance Global Banks USD 116.36 377 B 4.7% 19%   1% -22%
Jacobs Engineering Group Inc. JEC NYSE Industrial Goods Industrial Contractors USD 84.93 12 B 27.6% 27%   1% -32%
KeyCorp KEY NYSE Finance Commercial Banks (National & Regional) USD 17.97 18 B -11.0% 27%   1% -36%
KLA-Tencor KLAC NASDAQ Technology Semiconductors – Metrology & TestEquipt USD 140.17 23 B 37.7% 35%   2% -32%
L Brands Inc. LB NYSE Services Other Specialty Retail Stores USD 25.27 7.0 B -13.7% 46%   1% -42%
Lam Research Corporation LRCX NASDAQ Technology Semiconductors – CapitalEqupt USD 209.76 31 B 23.5% 38%   2% -35%
Lincoln National Corp. LNC NYSE Finance Life Insurance USD 66.04 13 B 2.4% 27%   1% -31%
M&T Bank Corp. MTB NYSE Finance Commercial Banks (National & Regional) USD 162.61 22 B -3.8% 21%   1% -24%
Macy's Inc M NYSE Services Department Stores & General Chains USD 22.60 7.0 B -38.7% 42%   0% -51%
Marathon Oil Corp. MRO NYSE Energy Integrated Oil & Gas Companies USD 13.76 11 B -33.0% 40%   1% -47%
Marathon Petroleum Corp MPC NYSE Energy Oil or Gas Refining/Marketing USD 55.71 37 B -21.8% 33%   1% -47%
Martin Marietta Materials MLM NYSE Industrial Goods Cement & Aggregates USD 223.53 14 B 0.6% 27%   1% -32%
Masco Corp. MAS NYSE Agriculture Forestry & Lumber Products USD 38.60 11 B 1.5% 28%   1% -32%
MetLife MET NYSE Finance Life Insurance USD 50.14 48 B 15.4% 23%   1% -22%
MGM Resorts International MGM NYSE Services Gaming Activities USD 29.20 16 B -3.5% 35%   1% -31%
Microchip Technology MCHP NASDAQ Technology Semiconductors - Signal Processing USD 95.57 23 B 4.0% 37%   1% -38%
Micron Technology MU NASDAQ Technology Semiconductors - Specialized USD 46.95 52 B -11.7% 47%   2% -46%
Morgan Stanley MS NYSE Finance Investment Bankers/Brokers/Service USD 45.10 76 B -9.2% 25%   1% -28%
Mosaic Company MOS NYSE Basic Materials Agri Chemicals and Fertilizers USD 24.79 10 B -14.1% 33%   1% -42%
Navient Corporation NAVI NASDAQ Finance Credit Services USD 13.70 3.3 B 1.7% 32%   1% -42%
NetApp NTAP NASDAQ Technology SaaS / Cloud Storage USD 59.10 14 B -22.7% 36%   1% -38%
Netflix Inc. NFLX NASDAQ Services Movies/Entertainment USD 307.30 135 B -14.0% 44%   1% -39%
Norfolk Southern Corp. NSC NYSE Transportation Railroad Freight Services USD 196.67 53 B 24.6% 25%   1% -25%
Norwegian Cruise Line Holdings NCLH NYSE Services Cruise Tourism USD 48.45 10 B -2.8% 28%   1% -32%
NRG Energy NRG NYSE Utilities Electric Utilities & Grid USD 34.49 9.2 B 10.9% 25%   0% -22%
Nucor Corp. NUE NYSE Basic Materials Iron Ore Mining USD 56.58 17 B -14.2% 25%   1% -29%
NVIDIA NVDA NASDAQ Technology Semiconductors - Specialized USD 175.66 107 B -29.1% 52%   1% -56%
Paccar Inc. PCAR NASDAQ Consumer Durables Auto Manufacturing USD 69.23 24 B 14.5% 23%   1% -26%
Parker-Hannifin Corp. PH NYSE Industrial Goods Engineered Industrial Products USD 176.68 23 B 11.2% 26%   1% -26%
People's United Financial Inc. PBCT NASDAQ Finance Savings Institutions USD 16.33 6.5 B -7.6% 21%   1% -27%
PNC Bank PNC NYSE Finance Commercial Banks (National & Regional) USD 140.68 64 B 1.1% 21%   1% -25%
Principal Financial Group Inc PFG NASDAQ Finance Life Insurance USD 59.82 17 B 13.1% 27%   1% -32%
Prudential Financial Inflation Retail PRU NYSE Finance Life Insurance USD 101.88 41 B 7.7% 24%   1% -28%
Qorvo QRVO NASDAQ Technology Semiconductors - Signal Processing USD 73.89 8.8 B -9.0% 37%   1% -35%
Qualcomm QCOM NASDAQ Technology Semiconductors - Specialized USD 74.12 90 B 30.2% 39%   1% -34%
Quanta Services PWR NYSE Industrial Goods Infrastructure Contractors USD 37.71 5.4 B 14.4% 25%   1% -22%
Raymond James Financial RJF NYSE Finance Investment Bankers/Brokers/Service USD 85.88 12 B -9.6% 26%   1% -28%
Red Hat RHT NYSE Technology Data Processing & Data Analytics (EDP) USD 187.71 33 B 28.6% 41%   0% -23%
Regions Financial Corp. RF NYSE Finance Commercial Banks (National & Regional) USD 15.57 16 B -11.7% 26%   1% -37%
Rockwell Automation ROK NYSE Industrial Goods Robotics & Industrial Processes USD 166.72 20 B 0.0% 27%   1% -28%
Seagate Technology STX NASDAQ Technology SaaS / Cloud Storage USD 47.73 13 B -9.8% 37%   1% -37%
Skyworks Solutions Inc. SWKS NASDAQ Technology Semiconductors - Signal Processing USD 84.54 15 B -8.8% 36%   1% -37%
Southwest Airlines LUV NYSE Transportation Major Airlines USD 54.12 29 B 5.5% 28%   1% -30%
Suntrust Banks STI NYSE Finance Commercial Banks (National & Regional) USD 65.81 29 B -6.0% 25%   1% -37%
Synchrony Financial SYF NYSE Finance Finance Consumer Services USD 36.08 25 B 9.2% 29%   1% -34%
TE Connectivity TEL NYSE Industrial Goods Robotics & Industrial Processes USD 91.20 31 B -1.1% 24%   1% -25%
Texas Instruments TXN NASDAQ Technology Semiconductors - Broad Line USD 120.07 113 B 8.1% 29%   1% -24%
The Charles Schwab Corp. SCHW NYSE Finance Investment Bankers/Brokers/Service USD 43.53 58 B -16.5% 27%   1% -28%
United Continental Holdings UAL NASDAQ Transportation Major Airlines USD 94.93 25 B 18.6% 26%   1% -20%
United Rentals URI NYSE Services Rental & Leasing Services USD 121.86 10 B -17.6% 43%   1% -44%
Unum Provident Corp. UNM NYSE Finance Accident & Health Insurance USD 33.03 7.0 B -11.3% 30%   1% -33%
Vertex Pharmaceuticals VRTX NASDAQ Health Care Biopharmaceuticals USD 175.24 45 B 0.2% 30%   1% -21%
Vulcan Materials Company VMC NYSE Basic Materials Specialty Mining and Processing USD 135.72 18 B 11.7% 31%   1% -31%
Wells Fargo & Company WFC NYSE Finance Commercial Banks (National & Regional) USD 47.20 212 B -16.1% 20%   1% -26%
Western Digital WDC NASDAQ Technology SaaS / Cloud Storage USD 55.98 16 B -22.8% 50%   1% -55%
Xerox XRX NYSE Technology Printing Imaging & Optical Lenses USD 34.72 7.8 B 44.0% 32%   1% -35%
Zions Bancorporation ZION NASDAQ Finance Commercial Banks (National & Regional) USD 42.83 7.8 B -15.7% 25%   1% -29%