ECML
Euclidean Fundamental Value ETF
ECML is an actively managed fund that targets US value stocks of any market-cap across all sectors, excluding financials. The fund uses a multi-step approach that applies machine learning in its proprietary models.
US
EQUITY
Active
MANAGEMENT STYLE
$ 121.2 M
ASSETS UNDER MGMT
95 bp
EXPENSES
Fund Basics
| Inception date | May 18, 2023 |
| Regulation | Open-Ended Fund |
| ISIN | US02072L4665 |
| Distributions | Annually |
| Currency | USD |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | No |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
Complete list +
| CAREER EDUCATION CORP | 2.9 % |
| EPAM SYSTEMS INC | 2.8 % |
| CROCS INC | 2.7 % |
| H&R BLOCK INC | 2.3 % |
| ALTRIA GROUP INC | 2.2 % |
| APA CORP. | 2.1 % |
| FOX CORPORATION CLASS A | 2.1 % |
| CF INDUSTRIES HOLDINGS INC | 2.1 % |
| MARATHON PETROLEUM | 2.0 % |
| FREEPORT-MCMORAN COPPER | 2.0 % |
Constituent Breakdown
| Number of holdings | 63 |
| Herfindahl-Hirschman Index | 169 |
| Wgt avg mkt cap (mns) | $26,858 |
| Large cap (>$10bn) | 43.9% |
| Mid cap ($2-10bn) | 49.9% |
| Small cap (<$2bn) | 7.1% |
| Developed mkts. | 98.6% |
| Emerging mkts. | 1.4% |
Sector Breakdown
Country Exposure
 |
UNITED STATES | 98.4 % |
 |
SOUTH AFRICA | 1.3 % |
 |
CANADA | 1.2 % |
Historical Performance
Standardized Performance (as of 09/30/2026)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | 20 YR | Incep. | |
|---|---|---|---|---|---|---|---|---|
| Price Returns | 17.5% | 18.0% | 7.1% | 11.9% | -- | -- | -- | 13.9% |
| Dividend Yield | 0.0% | 1.6% | 1.3% | 1.2% | -- | -- | -- | 1.1% |
| Total Returns | 17.5% | 19.6% | 8.4% | 13.1% | -- | -- | -- | 14.9% | Ann. Volatility | 12.9% | 13.2% | 17.1% | 17.8% | -- | -- | -- | 17.8% |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 0.55 | 29% |
| MSCI EAFE | 0.49 | 36% |
| MSCI Emg Mkts | 0.22 | 18% |
Liquidity Measures
| Avg. volume (000) | 1 |
| ADV traded (mns) | $0 |
| Turnover | 0.0% |
| Avg. Bid/Ask (% of price) | 0.22% |
Technical Indicators
| 30d moving avg. (EMA) | $40.33 |
| Relative strength (RSI) | 46 |
| MACD/Signal | -0.10/-0.09 |
| Bollinger Bands (Upper/Lower) | $40.83/$39.74 |
| Short interest (% of AUM) | 0.0% |
Distributions
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. ECML |
Expenses vs. ECML |
ALTAR Score™ vs. ECML |
|---|---|---|---|---|
| QVAL | Alpha Architect US Quantitative Value ETF | 27.8% | -67 bp | +0.2% |
| FLOW | Global X U.S. Cash Flow Kings 100 ETF | 25.2% | -70 bp | -0.5% |
| LYLD | Cambria Large Cap Shareholder Yield ETF | 24.4% | -36 bp | -1.0% |
| SYLD | Cambria Shareholder Yield ETF | 23.5% | -36 bp | -0.8% |
| COWZ | Pacer US Cash Cows 100 ETF | 17.9% | -46 bp | -2.0% |
| FTIF | First Trust Bloomberg Inflation Sensitive Equity ETF | 17.8% | -35 bp | -2.0% |
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 16.9% | -35 bp | -1.9% |
| FTDS | First Trust Dividend Strength ETF | 16.8% | -14 bp | -3.1% |
| XOP | State Street SPDR S&P Oil & Gas Exploration & Production ETF | 16.3% | -60 bp | +4.3% |
| PXE | Invesco Energy Exploration & Production ETF | 16.3% | -28 bp | +3.4% |
Risk and Returns: ECML vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates (USD)
| 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 | 2027 | ||
|---|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- | ||
| Book value per share | -- | -- | -- | -- | -- | -- | -- | ||
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
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Valuation Metrics
| Fwd Est | 2025 | 2026 | 2027 | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 11/6/2026
Peer Group Comparison
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Historical Valuation Trends Sample data. Subscribe for access.
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
11.0%
ALTAR SCORE™
99th
PERCENTILE
SPECULATIVE
ETFRC RATING
There are 1,388 funds in the US Equity category with an average
ALTAR Score™ of 5.7% and a standard deviation
of 2.1%. ECML's ALTAR Score™ is approximately 2.6 standard
deviations above the category average. This places ECML in the 99th percentile
among funds in the category.
Sell-Side Consensus
$47.39
PRICE TARGET
+20.6%
UPSIDE