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 42.29 32 B -40.3% 42%   1% -52%
Advanced Micro Devices AMD NASDAQ Technology Semiconductors - Broad Line USD 26.44 29 B 95.3% 68%   4% -49%
Affiliated Managers Group AMG NYSE Finance Asset Management USD 88.40 4.5 B -45.1% 30%   1% -47%
Alaska Air Group ALK NYSE Transportation Major Airlines USD 60.59 7.5 B 0.1% 30%   1% -28%
Align Technology Inc. ALGN NASDAQ Health Care Dental Instruments & Equipment USD 311.47 25 B -2.2% 48%   1% -53%
Alliance Data Systems ADS NYSE Technology Data Processing & Data Analytics (EDP) USD 143.34 7.5 B -31.6% 33%   1% -43%
American Airlines AAL NASDAQ Transportation Major Airlines USD 29.17 13 B -34.2% 40%   1% -35%
Ameriprise Financial Services AMP NYSE Finance Investment Bankers/Brokers/Service USD 146.39 20 B 5.5% 29%   1% -36%
Applied Materials AMAT NASDAQ Technology Semiconductors – CapitalEqupt USD 39.50 37 B -20.7% 37%   1% -45%
Arconic ARNC NYSE Basic Materials Specialty Mining and Processing USD 22.25 10 B 21.8% 38%   2% -31%
Autodesk Inc. ADSK NASDAQ Technology Software - Professional Design USD 161.22 35 B 21.4% 38%   2% -25%
Bank Of America Corp. BAC NYSE Finance Global Banks USD 28.18 268 B -4.7% 24%   1% -29%
Biogen Inc BIIB NASDAQ Health Care Biopharmaceuticals USD 227.06 45 B -20.7% 49%   1% -44%
BlackRock BLK NYSE Finance Investment Bankers/Brokers/Service USD 435.76 67 B -16.9% 24%   1% -34%
BorgWarner BWA NYSE Industrial Goods Automobile Subcontractors - Car Parts USD 35.64 7.4 B -29.4% 32%   1% -35%
Broadcom AVGO NASDAQ Technology Semiconductors - Specialized USD 255.94 101 B 5.9% 36%   1% -25%
Capital One Financial Corp. COF NYSE Finance Commercial Banks (National & Regional) USD 90.78 43 B -2.6% 24%   1% -30%
Caterpillar CAT NYSE Industrial Goods Const & Agr Equipt/Engines/Trucks USD 122.90 70 B -18.9% 33%   1% -29%
CF Industries Holdings CF NYSE Agriculture Seeds & Agricultural Chemicals USD 40.80 9.1 B 0.8% 36%   1% -30%
Chesapeake Energy CHK NYSE Energy Crude Oil & Natural Gas USD 2.01 3.3 B -53.3% 64%   1% -68%
Citigroup Inc. C NYSE Finance Global Banks USD 64.39 151 B -3.3% 25%   1% -34%
Citizens Financial Group CFG NYSE Finance Commercial Banks (National & Regional) USD 34.44 16 B -14.2% 25%   1% -34%
Citrix Systems Inc. CTXS NASDAQ Technology Information Systems & Network Software USD 94.65 12 B -10.5% 17%   0% -17%
Comerica Inc. CMA NYSE Finance Commercial Banks (National & Regional) USD 72.42 12 B -23.7% 24%   1% -35%
Corning Inc. GLW NYSE Technology Datacom, Telcom & Network Equipt USD 29.70 23 B 12.5% 30%   1% -23%
Cummins Inc. CMI NYSE Industrial Goods Engines, Industrial Equipt & Cpts USD 159.92 25 B 12.2% 23%   1% -18%
Delta Air Lines DAL NYSE Transportation Major Airlines USD 54.12 35 B -0.6% 27%   1% -25%
Discover Financial Services DFS NYSE Finance Finance Consumer Services USD 76.90 25 B 3.3% 24%   1% -31%
E*TRADE Financial Corporation ETFC NASDAQ Finance Financial Transaction Services USD 46.85 12 B -26.3% 27%   1% -37%
Eastman Chemical Company EMN NYSE Industrial Goods Chemicals - Major USD 68.78 10 B -33.1% 26%   1% -38%
Fifth Third Bancorp FITB NASDAQ Finance Commercial Banks (National & Regional) USD 27.23 20 B -10.6% 25%   1% -30%
Flowserve Corp. FLS NYSE Industrial Goods Energy & Fluid Control Systems/Pumps & Filters USD 48.64 6.4 B 16.8% 32%   2% -36%
Fluor Corp. FLR NYSE Industrial Goods Infrastructure Contractors USD 29.04 4.1 B -38.4% 45%   1% -52%
Franklin Resources BEN NYSE Finance Investment Bankers/Brokers/Service USD 33.28 17 B 0.7% 26%   1% -19%
Freeport-McMoRan Inc FCX NYSE Basic Materials Specialty Mining and Processing USD 10.08 15 B -39.8% 45%   1% -46%
Gap Inc. GPS NYSE Services Other Specialty Retail Stores USD 21.46 8.1 B -20.3% 39%   1% -37%
Goldman Sachs Group GS NYSE Finance Investment Bankers/Brokers/Service USD 193.00 71 B -16.5% 26%   1% -36%
Goodyear Tire & Rubber Company GT NASDAQ Consumer Durables Auto Parts & Tires USD 14.64 3.4 B -39.4% 35%   1% -43%
Huntington Bancshares HBAN NASDAQ Finance Commercial Banks (National & Regional) USD 13.21 14 B -9.0% 23%   1% -31%
Invesco Plc IVZ NYSE Finance Investment Bankers/Brokers/Service USD 20.42 8.1 B -23.4% 29%   1% -44%
J P Morgan Chase & Co JPM NYSE Finance Global Banks USD 109.71 359 B 1.8% 20%   1% -22%
Jacobs Engineering Group Inc. JEC NYSE Industrial Goods Industrial Contractors USD 75.85 11 B 20.8% 27%   1% -32%
KeyCorp KEY NYSE Finance Commercial Banks (National & Regional) USD 16.63 17 B -13.0% 27%   1% -36%
KLA-Tencor KLAC NASDAQ Technology Semiconductors – Metrology & TestEquipt USD 103.81 17 B -6.6% 34%   1% -32%
L Brands Inc. LB NYSE Services Other Specialty Retail Stores USD 24.84 6.8 B -24.1% 46%   1% -43%
Lam Research Corporation LRCX NASDAQ Technology Semiconductors – CapitalEqupt USD 181.90 28 B -7.8% 37%   1% -40%
Lincoln National Corp. LNC NYSE Finance Life Insurance USD 63.49 13 B -5.8% 27%   1% -31%
M&T Bank Corp. MTB NYSE Finance Commercial Banks (National & Regional) USD 164.92 23 B -5.8% 21%   1% -24%
Macy's Inc M NYSE Services Department Stores & General Chains USD 21.01 6.5 B -34.0% 43%   1% -50%
Marathon Oil Corp. MRO NYSE Energy Integrated Oil & Gas Companies USD 14.43 12 B -29.4% 42%   1% -47%
Marathon Petroleum Corp MPC NYSE Energy Oil or Gas Refining/Marketing USD 50.29 33 B -32.1% 32%   1% -42%
Martin Marietta Materials MLM NYSE Industrial Goods Cement & Aggregates USD 212.12 13 B -1.7% 26%   1% -33%
Masco Corp. MAS NYSE Agriculture Forestry & Lumber Products USD 37.28 11 B -0.4% 28%   1% -32%
MetLife MET NYSE Finance Life Insurance USD 47.83 45 B 3.9% 24%   1% -22%
MGM Resorts International MGM NYSE Services Gaming Activities USD 25.54 14 B -17.2% 35%   1% -32%
Microchip Technology MCHP NASDAQ Technology Semiconductors - Signal Processing USD 80.42 19 B -14.5% 36%   1% -41%
Micron Technology MU NASDAQ Technology Semiconductors - Specialized USD 34.00 38 B -44.6% 46%   1% -54%
Morgan Stanley MS NYSE Finance Investment Bankers/Brokers/Service USD 42.96 73 B -16.7% 26%   1% -30%
Mosaic Company MOS NYSE Basic Materials Agri Chemicals and Fertilizers USD 21.60 8.3 B -22.6% 33%   1% -42%
Navient Corporation NAVI NASDAQ Finance Credit Services USD 13.22 3.2 B -4.6% 32%   1% -43%
NetApp NTAP NASDAQ Technology SaaS / Cloud Storage USD 61.99 15 B -5.3% 36%   1% -38%
Netflix Inc. NFLX NASDAQ Services Movies/Entertainment USD 354.39 155 B 0.9% 44%   2% -44%
Norfolk Southern Corp. NSC NYSE Transportation Railroad Freight Services USD 199.27 53 B 32.4% 24%   1% -25%
Norwegian Cruise Line Holdings NCLH NYSE Services Cruise Tourism USD 55.38 12 B 2.3% 29%   1% -32%
NRG Energy NRG NYSE Utilities Electric Utilities & Grid USD 35.53 10 B 4.9% 24%   1% -18%
Nucor Corp. NUE NYSE Basic Materials Iron Ore Mining USD 51.16 16 B -17.6% 25%   1% -27%
NVIDIA Corporation NVDA NASDAQ Technology Semiconductors - Specialized USD 145.15 88 B -41.6% 52%   1% -56%
Paccar Inc. PCAR NASDAQ Consumer Durables Auto Manufacturing USD 67.56 23 B 9.5% 23%   1% -26%
Parker-Hannifin Corp. PH NYSE Industrial Goods Engineered Industrial Products USD 158.30 20 B -8.8% 26%   1% -26%
People's United Financial Inc. PBCT NASDAQ Finance Savings Institutions USD 16.05 6.4 B -10.7% 21%   1% -28%
PNC Bank PNC NYSE Finance Commercial Banks (National & Regional) USD 131.97 60 B -8.4% 22%   1% -26%
Principal Financial Group Inc PFG NASDAQ Finance Life Insurance USD 54.22 15 B -3.1% 27%   1% -32%
Prudential Financial Inflation Retail PRU NYSE Finance Life Insurance USD 97.75 40 B 1.5% 25%   1% -28%
Qorvo QRVO NASDAQ Technology Semiconductors - Signal Processing USD 62.30 7.6 B -23.5% 37%   1% -35%
Qualcomm QCOM NASDAQ Technology Semiconductors - Specialized USD 66.21 80 B 14.6% 38%   1% -34%
Quanta Services PWR NYSE Industrial Goods Infrastructure Contractors USD 35.14 5.0 B -1.0% 25%   1% -25%
Raymond James Financial RJF NYSE Finance Investment Bankers/Brokers/Service USD 86.84 12 B -11.4% 25%   1% -31%
Red Hat RHT NYSE Technology Data Processing & Data Analytics (EDP) USD 185.69 33 B 12.5% 45%   0% -34%
Regions Financial Corp. RF NYSE Finance Commercial Banks (National & Regional) USD 14.19 14 B -22.7% 27%   1% -37%
Rockwell Automation ROK NYSE Industrial Goods Robotics & Industrial Processes USD 154.78 18 B -10.9% 26%   1% -28%
Seagate Technology STX NASDAQ Technology SaaS / Cloud Storage USD 43.19 12 B -20.5% 38%   1% -39%
Skyworks Solutions Inc. SWKS NASDAQ Technology Semiconductors - Signal Processing USD 69.53 12 B -29.1% 36%   1% -41%
Southwest Airlines LUV NYSE Transportation Major Airlines USD 51.15 28 B -2.0% 28%   1% -30%
Suntrust Banks STI NYSE Finance Commercial Banks (National & Regional) USD 62.35 28 B -6.8% 25%   1% -37%
Synchrony Financial SYF NYSE Finance Finance Consumer Services USD 34.81 25 B 0.1% 30%   1% -38%
TE Connectivity TEL NYSE Industrial Goods Robotics & Industrial Processes USD 86.67 29 B -6.0% 24%   1% -29%
Texas Instruments TXN NASDAQ Technology Semiconductors - Broad Line USD 105.06 99 B -3.2% 29%   1% -26%
The Charles Schwab Corp. SCHW NYSE Finance Investment Bankers/Brokers/Service USD 43.25 58 B -23.5% 26%   1% -34%
United Continental Holdings UAL NASDAQ Transportation Major Airlines USD 80.79 21 B 12.7% 28%   1% -20%
United Rentals URI NYSE Services Rental & Leasing Services USD 118.54 9.4 B -26.8% 42%   1% -44%
Unum Provident Corp. UNM NYSE Finance Accident & Health Insurance USD 33.99 7.2 B -9.5% 29%   1% -33%
Vertex Pharmaceuticals VRTX NASDAQ Health Care Biopharmaceuticals USD 171.77 44 B 9.1% 33%   1% -21%
Vulcan Materials Company VMC NYSE Basic Materials Specialty Mining and Processing USD 126.25 17 B 0.1% 31%   1% -37%
Wells Fargo & Company WFC NYSE Finance Commercial Banks (National & Regional) USD 46.17 210 B -12.7% 20%   1% -26%
Western Digital WDC NASDAQ Technology SaaS / Cloud Storage USD 40.98 12 B -50.2% 47%   1% -59%
Xerox XRX NYSE Technology Printing Imaging & Optical Lenses USD 31.91 7.3 B 17.9% 31%   1% -35%
Zions Bancorporation ZION NASDAQ Finance Commercial Banks (National & Regional) USD 45.34 8.3 B -18.4% 24%   1% -33%