Global X Adaptive US Factor ETF Overview and Insights

The Global X Adaptive US Factor ETF is a unique investment product that combines the benefits of factor-based investing with the flexibility of an adaptive strategy. It's designed to provide investors with a more nuanced approach to US equity investing.

This ETF uses a rules-based approach to allocate across different factor styles, such as value, quality, and momentum. The fund's underlying index is rebalanced quarterly to ensure that the allocation remains aligned with the investor's goals.

By using a combination of factors, the fund seeks to capture the benefits of each style while minimizing the risks associated with any one particular factor. This approach can help investors ride out market fluctuations and stay invested in the US equity market.

The Global X Adaptive US Factor ETF is a great option for investors looking for a low-cost, tax-efficient way to access the US equity market. With its adaptive strategy and rules-based approach, it's an attractive choice for those seeking to diversify their portfolios.

The Global X Adaptive U.S. Factor ETF has shown a slight decline in performance.

The chart comparing its growth to the S&P 500 index, or benchmark, reveals a -1.94% change.

In contrast, the S&P 500 index, represented by ^GSPC, has seen a less significant decline of -0.66%.

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The Global X Adaptive U.S. Factor ETF has a current Sharpe ratio of 1.49, calculated based on the past 1 year of trading data.

This value takes into account price changes and dividends, providing a comprehensive picture of the investment's historical performance.

The Sharpe ratio is a risk-adjusted performance metric that helps investors evaluate an investment's returns against its associated risks.

By comparing the Sharpe ratio of the Global X Adaptive U.S. Factor ETF to the selected benchmark, you can gain insights into the investment's risk-adjusted returns and make more informed decisions.

Risk-Adjusted Performance Indicators are crucial in evaluating an investment's returns against its associated risks. The charts below present risk-adjusted performance metrics for Global X Adaptive U.S. Factor ETF (AUSF) and compare them to a chosen benchmark (^GSPC).

These indicators help investors make informed decisions by providing a comprehensive view of an investment's performance. The current Sharpe ratio of Global X Adaptive U.S. Factor ETF is 1.49, based on the past 1 year of trading data.

This value takes into account price changes and dividends, offering a more accurate picture of the investment's historical performance. The Sharpe ratio is a key metric in evaluating risk-adjusted returns.

The Sharpe ratio of 1.49 indicates that the Global X Adaptive U.S. Factor ETF has generated higher returns relative to its risk level. This is a significant advantage for investors seeking to maximize returns while minimizing risk.

The Sharpe ratio tool provides more fine-grained control over the calculation options, allowing investors to customize their analysis.

The Worst Drawdowns section of risk metrics is a critical aspect of understanding an investment's performance. It measures the largest reduction in portfolio value due to a series of losing trades.

A maximum drawdown of 44.24% occurred on March 23, 2020, for the Global X Adaptive U.S. Factor ETF. This was a significant drop in value.

The recovery from this drawdown took 200 trading sessions, with the ETF regaining its value by January 6, 2021. This prolonged recovery period is a key factor to consider when evaluating risk.

The current drawdown is 5.36%, which is significantly lower than the 44.24% maximum drawdown. This indicates that the ETF has recovered from its worst losses.

Here is a summary of the worst drawdowns for the Global X Adaptive U.S. Factor ETF:

These worst drawdowns provide valuable insights into the ETF's risk profile and recovery periods.

The AUSF ETF is designed to track the Adaptive Wealth Strategies U.S. Factor Index, which dynamically allocates across three sub-indices that provide exposure to U.S. equities with characteristics of value, momentum, and low volatility.

The fund invests at least 80% of its total assets in the securities of the index, with a non-fundamental investment policy that can be changed with 60 days prior written notice to shareholders.

The AUSF ETF is a non-diversified fund, meaning it may invest in a smaller number of securities, which can increase risk.

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The AUSF ETF is designed to track the Adaptive Wealth Strategies U.S. Factor Index, which dynamically allocates across three sub-indices that provide exposure to U.S. equities with characteristics of value, momentum, and low volatility.

The fund invests at least 80% of its total assets in the securities of the index, and its investment policy is non-fundamental, requiring 60 days prior written notice to shareholders before it can be changed.

The AUSF ETF is a non-diversified fund, meaning it may invest in a smaller number of securities, which can increase its risk.

The fund's investment objective is to provide investment results that correspond to the price and yield performance of the index, before fees and expenses.

The expense ratio is a crucial factor to consider when evaluating a fund's performance. AUSF has an expense ratio of 0.27%, which is considered low compared to other funds.

This low expense ratio means that a larger portion of your investment will go towards growing your wealth, rather than being eaten away by fees.

The Global X Adaptive U.S. Factor ETF's performance chart shows a growth of an initial investment of $10,000, comparing it to the S&P 500 index or another benchmark.

The chart indicates that the ETF has underperformed the benchmark, with a return of -1.94% compared to the S&P 500's -0.66% return.

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The AUSFAI-Powered ETF Analysis provides a comprehensive view of Global X Adaptive U.S. Factor ETF's (AUSF) performance.

The AI Score of AUSF is -/10, indicating a probability advantage of -1.00% of beating the ETF universe in the next 3 months. This advantage is calculated as the difference between the average probability of any US-listed ETF and the probability of AUSF of outperforming the ETF universe.

The analysis is powered by Danelfin AI's comprehensive analysis, which evaluates various features of AUSF.

AUSF's Sentiment feature is a tracking index, specifically the Adaptive Wealth Strategies U.S. Factor Index (USD), with a current value of N/A and a probability advantage impact of $+8.85%.

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The Fundamental feature of AUSF is its ETF NAV, which is currently at 43.62, placing it in the 7th decile in relation to the rest of the stocks in the investment universe.

Here's a breakdown of AUSF's features and their corresponding probability advantage impacts:

The combined impact of these features determines AUSF's final probability advantage, which is -1.00%.

The Performance Chart is a valuable tool for investors, and it's essential to understand what it shows. It displays the growth of an investment over time, comparing it to a benchmark.

The chart in question tracks the performance of the Global X Adaptive U.S. Factor ETF, with an initial investment of $10,000. This investment has shown a decline in value over time, with a -1.94% return.

The chart also includes a benchmark, represented by the symbol ^GSPC, which is the S&P 500 index. This benchmark has performed slightly better, with a -0.66% return.

The Global X Adaptive U.S. Factor ETF has had a strong performance in the last 12 months, with a return of 18.01%. This is a significant increase from its year-to-date return of 1.27%.

The ETF's monthly returns have shown a range of performances, with the highest return in July 2024 being 6.01%. In contrast, the lowest return in December 2024 was -6.26%.

Here's a breakdown of the ETF's annual returns:

The Global X Adaptive U.S. Factor ETF had a return of 1.27% year-to-date (YTD) and 18.01% in the last 12 months.

Returns can vary greatly from one period to another. In fact, the ETF's returns have fluctuated significantly over the years, with some months showing returns as high as 6.01% and others as low as -6.26%.

The ETF's returns can be affected by various factors, including market trends and economic conditions. For example, the ETF's return in 2023 was 22.26%, while in 2022 it was -0.72%.

Here's a breakdown of the ETF's returns by period:

Monthly dividends can be a great source of income for investors. The table below shows the monthly dividend distributions for Global X Adaptive U.S. Factor ETF, adjusted for any splits that may have occurred.

The highest total monthly dividend distribution was in 2019, at $1.06.

The Global X Adaptive US Factor ETF has received some impressive grades over the years. With a one-year return of 18.5%, it earned a grade of C, which isn't bad considering the category average.

The ETF has consistently outperformed the category average, with a 7.4% difference in the past three years, earning it an A grade. However, its five-year return of 13.7% resulted in a B grade.

Here's a breakdown of the ETF's grades:

The ETF's grades are a testament to its ability to adapt to changing market conditions and make informed investment decisions.

The Global X Adaptive US Factor ETF is a great option for investors looking to diversify their portfolios. It's part of the All Cap Equities category.

This ETF is designed to track the Adaptive Wealth Strategies U.S. Factor Index (USD), which is managed by Global X ETFs. The index is a multi-cap index, meaning it includes a mix of large, medium, and small-cap stocks.

The fund has a 1x tracking ratio, which means it aims to track the performance of the underlying index without any significant deviations. This is a common feature of ETFs that aim to provide a straightforward investment experience.