TWTI - Oil Trendpilot ETN

Description: The index utilizes a systematic trend-following strategy to provide exposure to either the RBS 12-Month Oil Total Return Index (USD) (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S. Treasury bills (the "Cash Rate"), depending on the relative performance of the Benchmark Index on a simple historical moving average basis.

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TWTI - Profile


Summary Data for TWTI

52 Week Lo: $18.07 52 Week Hi: $22.43
AUM: $6.5 M Shares: 0.3 M
Avg. Volume (1 month) 688 Avg. Volume (3 month) 691

TWTI - Holdings

Holdings data for TWTI is not available. View the TWTI. Factsheet
© 2014 Morningstar Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

TWTI - Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

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TWTI - Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of TWTI relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

TWTI - Fundamentals

TWTI Performance

1 Week Return: -0.24%
2 Week Return: -0.44%
4 Week Return: -0.05%
13 Week Return: -5.21%
26 Week Return: 3.88%
YTD Return: 2.57%
1 Year Return: -1.40%
3 Year Return: -18.68%
5 Year Return: n/a

TWTI Expenses & Fees

  • Expense Ratio: 1.10%
  • Category: Oil & Gas
  • Category Range: 0.45% to 1.50%
  • Category Average: 0.78%

TWTI Valuation

P/E Ratio: n/a
Beta: -3.89
20 Day Moving Average: $20.53
60 Day Moving Average: $20.87

TWTI Dividend

Annual Dividend Rate: n/a
Dividend Date: n/a
Dividend: n/a
Annual Dividend Yield %: n/a

TWTI Volatility

5 Day Volatility: 91.79%
20 Day Volatility: 45.99%
50 Day Volatility: 30.32%
200 Day Volatility: 23.26%
Standard Deviation: 0.55%

TWTI - Technicals

TWTI Technicals

20 Day MA: $20.53
60 Day MA: $20.87
MACD 15 Period: -0.19
MACD 100 Period: -0.29
Williams % Range 10 Day: 100.00
Williams % Range 20 Day: 100.00
RSI 10 Day: 46
RSI 20 Day: 47
RSI 30 Day: 47
Ultimate Oscillator: 23

TWTI Bollinger Bands

Lower Bollinger (10 Day): $19.60
Upper Bollinger (10 Day): $21.62
Lower Bollinger (20 Day): $19.78
Upper Bollinger (20 Day): $21.26
Lower Bollinger (30 Day): $19.85
Upper Bollinger (30 Day): $21.16

TWTI Support & Resistance

Support Level 1: n/a
Support Level 2: $20.37
Resistance Level 1: n/a
Resistance Level 2: $20.37

TWTI Stochastic

Stochastic Oscillator %D (1 Day): 37.48
Stochastic Oscillator %D (5 Day): 7.08
Stochastic Oscillator %K (1 Day): 38.12
Stochastic Oscillator %K (5 Day): 14.78

TWTI Volatility

5 Day Volatility: 91.79%
20 Day Volatility: 45.99%
50 Day Volatility: 30.32%
200 Day Volatility: 23.26%
Standard Deviation: 0.55%

TWTI - ETFdb Realtime Rating & Analyst Report

TWTI is a passive ETN that seeks to replicate RBS Oil Trendpilot Index. The index utilizes a systematic trend-following strategy to provide exposure to either the RBS 12-Month Oil Total Return Index (USD) (the "Benchmark Index") or the yield on a hypothetical notional investment in 3-month U.S. Treasury bills (the "Cash Rate"), depending on the relative performance of the Benchmark Index on a simple historical moving average basis.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
Oil & Gas 1.1 2011-09-15 RBS ETN +2.57%

TWTI Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity B-
Expenses C
Performance ETFdb Pro Members Only
Volatility ETFdb Pro Members Only
Dividend ETFdb Pro Members Only
Concentration ETFdb Pro Members Only

The first adjacent table gives investors an individual Realtime Rating for TWTI on several different metrics, including liquidity, expenses, performance, volatility, dividend, and concentration of holdings. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Oil & Gas ETFdb Category with the highest Metric Realtime Rating for each individual field.

TWTI Realtime Rating: Overall

ETFdb Rating Type Overall Rating A+ Overall Rated ETF
Realtime Rating (Overall) ETFdb Pro Members Only ETFdb Pro Members Only

The second table shows the overall Realtime Rating for TWTI, as well as the A+ Overall Rated ETF in TWTI's Category. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

ETFdb Analyst Report for TWTI

This product is part of the unique suite of TrendPilot ETNs from RBS, and may be of interest for investors looking to implement a trend-following strategy that includes exposure to crude oil. TWTI is different from many of the products in the Oil & Gas ETFdb Category in that the exposure offered ...

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