Wahed FTSE USA Shariah ETF (HLAL US) – Portfolio Construction MethodologyThe underlying FTSE USA Shariah Index offers free-float market-cap exposure to Shariah-compliant large- and mid-cap U.S. equities selected from the FTSE USA universe. Business screens exclude conventional finance, alcohol, tobacco, pork-related products, gambling, weapons, adult entertainment, and certain music/film broadcasting. Financial ratio screens require: debt <33.333% of total assets; cash and interest-bearing items <33.333% of ...

John Hancock High Yield ETF (JHHY US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed John Hancock High Yield ETF targets maximized current income from USD-denominated below-investment-grade corporate bonds while maintaining broad market-like characteristics of the U.S. high-yield universe. The portfolio invests ≥80% of net assets in BB–D/Ba–D rated or unrated equivalents (at purchase) across U.S. and foreign corporate issuers, with no average-maturity limit. Secur ...

First Trust Rising Dividend Achievers ETF (RDVY US) – Portfolio Construction MethodologyThe underlying Nasdaq US Rising Dividend Achievers Index targets U.S. common stocks with consistent dividend growth and balance-sheet discipline from the Nasdaq US Benchmark universe. Eligibility requires inclusion in the top ~750 by market cap, 3-month ADVT ≥ USD 5m, a regular cash dividend with both 3-year and 5-year dividend-per-share growth vs the prior 12-month period, a dividend payout ratio ≤65%, and cash to debt ...

投资策略与目标 - 该基金的投资策略旨在实现日元兑美元每日回报的大约两倍[1] - 基金不持有实物货币，而是通过动态再平衡的互换协议、期货和远期合约组合来获得对日元兑美元汇率的敞口[1] 投资组合构建方法 - 采用基于规则的模型来确定相关工具的组合和名义规模，以确保在每个资产净值计算时，总敞口接近基准的200%[1] - 未支配现金投资于美元现金等价物，包括美国国债、高质量短期固定收益和货币市场工具，这些也用作保证金和抵押品[1] 组合管理与调整 - 投资组合每日进行调整，以反映日元汇率变动、合约价值变化以及投资者资金流动[1] - 调整方式为重新调整头寸规模，而非进行战术性择时，因此长期结果反映了具有杠杆效应且路径依赖的每日回报的复利效应[1] 附加信息渠道 - 可通过指定的ETF分析平台获取更深入的机构级洞察，包括绩效与风险指标、相关性、敏感性和因子敞口等信息[2]

Innovator 1 Yr February (ZFEB US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed Innovator 1 Yr February seeks to deliver large-cap U.S. equity exposure using an equity defined protection framework on a February outcome schedule. The fund targets the price performance of the SPDR S&P 500 ETF Trust over an approximately one-year Outcome Period from early February to late January, while seeking full downside protection and accepting a stated upside cap before fees a ...