DANA Dana Limited Volatility ETF
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Dana Limited Volatility ETF (DANA) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2025-12-02
- Has Options
- No
- Expense ratio
- 0.35% prospectus, filed Aug 12, 2025
- Assets
- $16M SEC filing, Aug 31, 2026
- Trailing yield
- 2.85% paid monthly
- Average daily volume
- $113K 30 sessions
- Holdings
- 89 top 10 are 27.2%
- Listed
- Dec 2, 2025 NYSE Arca
Stated objective. The Dana Limited Volatility ETF (the Fund) seeks to preserve capital and provide current income. (from the fund's prospectus)
All 89 holdingsFlow historyOverlap toolAll Low Volatility ETFs
- Aug 2026
- +$2.5M latest reported month
- Latest 3 months
- +$5.6M +36.2% of assets
- Latest 12 months
- —
View as a table
| Month | Net flow |
|---|---|
| Aug 2026 | +$2.5M |
| Jul 2026 | +$2.5M |
| Jun 2026 | +$629K |
| May 2026 | +$628K |
| Apr 2026 | +$1.9M |
| Mar 2026 | $0 |
| Feb 2026 | +$5.1M |
| Jan 2026 | +$632K |
| Dec 2025 | +$1.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 9 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| USMViShares MSCI USA Min Vol Factor ETF | — | 0.15% | $24.5B | +10.3% | compare |
| SPLVInvesco S&P 500 Low Volatility ETF | — | 0.25% | $7.5B | +8.1% | compare |
| FDLOFidelity Low Volatility Factor ETF | — | 0.15% | $1.6B | +14.2% | compare |
| LGLVState Street SPDR US Large Cap Low Volatility Index ETF | — | 0.12% | $1.2B | +9.4% | compare |
| XMLVInvesco S&P MidCap Low Volatility ETF | — | 0.25% | $731M | +5.3% | compare |
The largest other funds in the Low Volatility category.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-10-27 | 2026-10-28 | $0.0592 | CD |
| 2026-09-29 | 2026-09-30 | $0.0720 | CD |
| 2026-08-27 | 2026-08-28 | $0.0576 | CD |
| 2026-07-28 | 2026-07-29 | $0.0652 | CD |
| 2026-06-29 | 2026-06-30 | $0.0900 | CD |
| 2026-05-28 | 2026-05-29 | $0.0579 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | Fannie Mae | 3.32% | Mortgage-backed | US |
| — | Fannie Mae | 3.13% | Mortgage-backed | US |
| — | Freddie Mac | 2.89% | Mortgage-backed | US |
| — | RAYMOND JAMES BANK, N.A. | 2.86% | Mortgage-backed | US |
| — | First American Government Obli | 2.79% | Short-term investment | US |
| — | Fannie Mae | 2.58% | Mortgage-backed | US |
| — | FANNIE MAE | 2.56% | Debt | US |
| — | Fannie Mae | 2.48% | Mortgage-backed | US |
| — | Fannie Mae | 2.47% | Mortgage-backed | US |
| — | Fannie Mae | 2.47% | Mortgage-backed | US |
| — | Fannie Mae | 2.41% | Mortgage-backed | US |
| — | FEDERAL HOME LOAN BANK | 2.40% | Debt | US |
| — | Fannie Mae | 2.39% | Mortgage-backed | US |
| — | Fannie Mae | 2.38% | Mortgage-backed | US |
| — | BREAN CAPITAL, LLC | 2.32% | Mortgage-backed | US |
| — | Fannie Mae | 2.21% | Mortgage-backed | US |
| — | Freddie Mac | 2.18% | Mortgage-backed | US |
| — | Government National Mortgage A | 2.17% | Mortgage-backed | US |
| — | Freddie Mac | 1.97% | Mortgage-backed | US |
| — | Government National Mortgage A | 1.90% | Mortgage-backed | US |
| — | FEDERAL HOME LOAN BANK | 1.89% | Debt | US |
| — | TREASURY BILL | 1.86% | Debt | US |
| — | Government National Mortgage A | 1.84% | Mortgage-backed | US |
| — | FHN FINANCIAL CAPITAL MARKETS | 1.83% | Mortgage-backed | US |
| — | Fannie Mae | 1.82% | Mortgage-backed | US |
| — | Freddie Mac | 1.80% | Mortgage-backed | US |
| — | Government National Mortgage A | 1.80% | Mortgage-backed | US |
| — | Government National Mortgage A | 1.78% | Mortgage-backed | US |
| — | Freddie Mac | 1.78% | Mortgage-backed | US |
| — | Fannie Mae | 1.77% | Mortgage-backed | US |
| — | StoneX Financial Inc. | 1.67% | Mortgage-backed | US |
| — | Fannie Mae | 1.56% | Mortgage-backed | US |
| — | Freddie Mac | 1.54% | Mortgage-backed | US |
| — | US TREASURY N/B | 1.29% | Debt | US |
| — | FANNIE MAE | 1.27% | Debt | US |
| — | TREASURY BILL | 1.26% | Debt | US |
| — | Freddie Mac | 1.26% | Mortgage-backed | US |
| — | StoneX Financial Inc. | 1.23% | Mortgage-backed | US |
| — | Freddie Mac | 1.20% | Mortgage-backed | US |
| — | Freddie Mac | 1.18% | Mortgage-backed | US |
| — | Government National Mortgage A | 1.16% | Mortgage-backed | US |
| — | Government National Mortgage A | 1.10% | Mortgage-backed | US |
| — | Freddie Mac | 0.87% | Mortgage-backed | US |
| — | FANNIE MAE | 0.79% | Debt | US |
| — | Freddie Mac | 0.76% | Mortgage-backed | US |
| — | Fannie Mae | 0.71% | Mortgage-backed | US |
| — | Fannie Mae | 0.69% | Mortgage-backed | US |
| — | Freddie Mac | 0.66% | Mortgage-backed | US |
| — | Fannie Mae | 0.64% | Mortgage-backed | US |
| — | FEDERAL FARM CREDIT BANK | 0.64% | Debt | US |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Mortgage-backed (US Govt-Sponsored Entity) | 56.30% | $8.8M | 53 |
| Mortgage-backed (US Govt Agency) | 23.90% | $3.7M | 20 |
| US Govt-Sponsored Entity | 11.73% | $1.8M | 12 |
| US Treasury | 4.41% | $687347 | 3 |
| Short-term investment | 2.79% | $435433 | 1 |
| Month | '25 | '26 | Avg |
|---|---|---|---|
| Jan | -- | 0.89% | 0.89% |
| Feb | -- | -0.22% | -0.22% |
| Mar | -- | -0.49% | -0.49% |
| Apr | -- | -0.05% | -0.05% |
| May | -- | 0.08% | 0.08% |
| Jun | -- | -0.50% | -0.50% |
| Jul | -- | -0.14% | -0.14% |
| Aug | -- | 0.08% | 0.08% |
| Sep | -- | -0.26% | -0.26% |
| Oct | -- | 0.30% | 0.30% |
| Nov | -- | -0.10%* | -0.10% |
| Dec | 0.52% | -- | 0.52% |
| Total | 0.52% | -0.42% | 0.05% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL (confidence level: 6/10)
Key Drivers and Primary Risks:
- The stock is trading in a narrow range, with no clear direction.
- Low volatility indicates a low-risk environment, but also suggests limited potential for significant price movements.
- Recent news headlines are not available, which may impact the analysis.
Investment Thesis: DANA's technical indicators suggest a consolidation phase, making it challenging to pinpoint a clear investment thesis. However, the stock's low volatility and neutral RSI reading suggest that the risk is relatively contained. A long-term perspective might be more suitable for this stock.
Recent News Sentiment Impact: No recent news headlines available; unable to assess sentiment impact on price action.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): RANGING
- Long-term (3-12 months): UPTREND
Support/Resistance Levels: Key levels:
- SMA 20: $25.04
- SMA 50: $25.05
- Upper Bollinger Band: $25.14
- Middle Bollinger Band: $25.04
- Lower Bollinger Band: $24.94
Momentum Signals:
- RSI (14): 47.15 (neutral)
- MACD: -0.02 / Signal: -0.00 / Histogram: -0.02 (bearish)
News & Sentiment Analysis
Recent Headlines Summary: No recent news headlines available.
Sentiment Assessment: NEUTRAL (no recent news data).
Catalyst Identification: No upcoming events or earnings releases announced.
Market Narrative: The lack of recent news headlines and neutral RSI reading suggest a consolidating market, which may not be conducive to significant price movements.
Risk & Volatility Assessment
Beta Interpretation: Beta: 0.02 (vs SPY) - low risk relative to the market.
Volatility Regime: Current volatility is lower than historical levels (HV20: 2.4%, HV30: 2.8%, HV60: 2.5%).
Options Market Signals: No options data available for analysis.
Market Context & Positioning
Sector Performance: DANA's sector performance is not significantly outperforming or underperforming the broader market.
Institutional Activity: Institutional interest signals are not evident from the current volume and OBV indicators.
Correlation Analysis: The stock moves relatively independently of the broader market (R-squared: 0.07).
Key Levels & Action Items
Critical Price Levels: SMA 20: $25.04, SMA 50: $25.05, Upper Bollinger Band: $25.14.
Breakout/Breakdown Levels: No clear levels for significant price movements.
Time-Sensitive Catalysts: No upcoming events or earnings releases announced.
Risk Management: Consider a stop-loss level near the lower Bollinger Band ($24.94) and position sizing considerations to manage risk.
Please note that this analysis is based on the provided data, and actual market conditions may differ.
DANA Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Calendars: the long leg is valued at the short leg’s expiration (Black-Scholes at its current IV) across the range of prices the short leg’s IV implies, giving the best-case profit (R/R = that over the debit) and P(profit).
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Scanning bull put, bear call, iron condor and calendar spreads…
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
IV(call wing) − IV(ATM), in vol pointsThe same measure on the upside: how the OTM call is priced against the at-the-money strike.
- Negative (typical) — calls trade below ATM for most stocks and indices, so the sign alone says little.
- Percentile vs own history: high = upside calls unusually rich for this name (squeezes, takeover talk, commodity supply scares); low = calls cheaper than usual.
Put or call vs ATM tells you how expensive that tail is. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Loading the implied volatility surface…
Loading the implied volatility smile…
Risk Metrics
Analysis Details
Data Points: 237
Period: 252 trading days
Low volatility - stock moves less than market
DANA Institutional Ownership (13F)
Filings for 2026-06-30 · 1 already for 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
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