Key stats
About THOR Equal Weight Low Volatility ETF
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Inception date
Sep 12, 2022
Structure
Open-Ended Fund
Replication method
Physical
Distributes
Capital Gains
Max ST capital gains rate
39.60%
Max LT capital gains rate
20.00%
Tax on distributions
Qualified dividends
Primary advisor
Thor Trading Advisors LLC
Distributor
Northern Lights Distributors LLC
THLV tracks an index that pursues a low volatility US large-cap equity strategy. The ETF utilizes a fund-of-funds approach to provide the desired exposure. The fund uses a rules-based, computer-driven process that systematically allocates to 10 large-cap sectors, attempting to avoid sectors in a down trending cycle. The investment process uses a proprietary algorithm that measures price momentum and historic volatility for each respective sector. Only those sectors considered risk on will be included in the portfolio and equally weighted, up to a maximum allocation of 20%. If all sectors are considered risk off, the portfolio could be 100% invested in US money market funds. The ETF rebalances weekly based on Mondays closing and effective at the close on Wednesday. The model aims to deploy investments quickly and without human bias. Investors should anticipate a higher than average turnover, which may involve higher cost and or taxes.
Classification
What's in the fund
Exposure type
ETF
Stock breakdown by region
Displays a symbol's price movements over previous years to identify recurring trends.