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Investment Strategies / Mechanical Investing
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Author: mapg   😊 😞
Number: of 3961 
Subject: Re: ROE_Cash vs COWZ
Date: 02/14/2024 9:34 AM
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No. of Recommendations: 4
I don't have GTR1 performance but it did a good job beating the Benchmark Index (Russell Mid Cap Value TR USD) while just matching the Market index(S&P 500 TR USD).

Pacer US Cash Cows 100 ETF
ETP's Prospectus Stated Objectives
The investment seeks to track the total return performance, before fees and expenses, of the Pacer US Cash Cows 100 Index (the "index"). Under normal circumstances, at least 80% of the fund's total assets (exclusive of collateral held from securities lending) will be invested in the component securities of the index. The index uses an objective, rules-based methodology to provide exposure to large and mid-capitalization U.S. companies with high free cash flow yields. Companies with high free cash flow yields are commonly referred to as "cash cows".

                                           Top 10
Symbol Company Name Holdings
ABBV AbbVie Inc 2.21%
QCOM Qualcomm Inc 2.21%
LEN Lennar Corp Class A 2.20%
PSX Phillips 66 2.15%
BKNG Booking Holdings Inc 2.14%
VLO Valero Energy Corp 2.12%
NUE Nucor Corp 2.12%
MPC Marathon Petroleum Corp 2.11%
DHI D.R. Horton Inc 2.11%
CVS CVS Health Corp 2.09%
Top 10 21.44%
Other 78.56%
Total: 103 (Long: 102 | Short: 1)


         NAV Return  Market Return  Benchmark Index                 Market Benchmark  Alpha   R2     Beta  Standard Deviation  Sharpe Ratio
(Russell Mid Cap Value TR USD) (S&P 500 TR USD)
As of 01/31/2024 As of 01/31/2024
1 Year 6.15% 6.10% 2.42% 20.82% -10.67 59.88 0.85 15.33 0.11
3 Year 16.25% 16.30% 7.80% 10.99% 5.84 66.48 0.91 19.49 0.73
5 Year 14.89% 14.85% 8.61% 14.30% 0.72 75.42 1.04 21.82 0.65
10 Year -- -- -- -- -- -- -- -- --
Life 13.07% 13.03% 7.27% 13.31%


GD_
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