Zacks Investment ResearchT3·10d ago
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF
ETFETF quote, holdings, sector allocation, technicals, and options analytics. Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
RISR
—
—
Key stats
About
FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2021-09-30
- Has Options
- No
Fund profile
holdings as of Jul 31, 2026SEC filingthrough Jul 2026flows, SEC filings
- Expense ratio
- 1.04% prospectus, filed Nov 25, 2025
- Assets
- $311M SEC filing, Jul 31, 2026
- Trailing yield
- 5.74% paid monthly
- Average daily volume
- $9.1M 30 sessions
- Holdings
- 145 top 10 are 19.8%
- Listed
- Sep 30, 2021 NYSE Arca
- Last fee change
- -19 bp filed Nov 25, 2025
Cost3
Liquidity65
Scale55
Diversification93
Moves with. Long Treasuries (7% of its variance, beta -0.11). These factors explain 15% of its daily moves over the last year, so most of what drives this fund is something else.
Stated objective. The FolioBeyond Alternative Income and Interest Rate Hedge ETF (the Fund or the Alternative Fund) seeks to provide current income and protect against rising interest rates. (from the fund's prospectus)
All 145 holdingsFlow historyOverlap toolAll Multisector Bond ETFs
Fund flows
through Jul 2026SEC filings- Jul 2026
- +$34M latest reported month
- Latest 3 months
- +$81M +26.2% of assets
- Latest 12 months
- +$141M +45.3% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$34M |
| Jun 2026 | +$24M |
| May 2026 | +$24M |
| Apr 2026 | +$16M |
| Mar 2026 | +$11M |
| Feb 2026 | +$3.2M |
| Jan 2026 | +$11M |
| Dec 2025 | −$2.2M |
| Nov 2025 | +$3.6M |
| Oct 2025 | +$12M |
| Sep 2025 | +$2.2M |
| Aug 2025 | +$1.8M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 58 months ago
Similar funds
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| BINCiShares Flexible Income Active ETF | — | 0.40% | $16.5B | −4.9% | compare |
| PYLDPIMCO Multi Sector Bond Active ETF | — | 0.64% | $16.4B | −5.3% | compare |
| JPIEJPMorgan Income ETF | — | 0.39% | $11.2B | −3.2% | compare |
| BONDPIMCO Active Bond Exchange-Traded Fund | — | 0.54% | $8.6B | −6.8% | compare |
| CGCPCapital Group Core Plus Income ETF | — | 0.34% | $8.5B | −6.8% | compare |
The largest other funds in the Multisector Bond category.
ETF Profile
holdings as of 2026-07-31
Holdings
145
AUM
$313.1M
Provider
Nport
Inception
2021-09-30
Exchange
ARCX
Data As Of
2026-07-31
Expense Ratio
1.04%
Dividend Yield
5.74%
Distribution
Monthly
Recent distributions
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-29 | 2026-09-30 | $0.1800 | CD |
| 2026-08-28 | 2026-08-31 | $0.1800 | CD |
| 2026-07-30 | 2026-07-31 | $0.1800 | CD |
| 2026-06-29 | 2026-06-30 | $0.1800 | CD |
| 2026-05-28 | 2026-05-29 | $0.1800 | CD |
| 2026-04-29 | 2026-04-30 | $0.1800 | CD |
Asset Allocation
Top Holdings
top 50 of 145 holdings
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | First American Government Obli | 6.50% | Short-term investment | US |
| — | Government National Mortgage Association | 2.58% | Mortgage-backed | US |
| — | Fannie Mae Interest Strip | 2.42% | Mortgage-backed | US |
| — | Government National Mortgage Association | 2.29% | Mortgage-backed | US |
| — | Government National Mortgage Association | 2.13% | Mortgage-backed | US |
| — | Government National Mortgage Association | 2.03% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.90% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.70% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.67% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.57% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.52% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.48% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.48% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.48% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.47% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.46% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.46% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.41% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.39% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.34% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.32% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.29% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.28% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.27% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.22% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.21% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.20% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.20% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 1.16% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.16% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.15% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.14% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.09% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 1.06% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.05% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.05% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.03% | Mortgage-backed | US |
| — | Government National Mortgage Association | 1.00% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 0.99% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 0.97% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 0.96% | Mortgage-backed | US |
| — | Fannie Mae REMICS | 0.96% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.96% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.95% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.93% | Mortgage-backed | US |
| — | Freddie Mac REMICS | 0.92% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.90% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.89% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.86% | Mortgage-backed | US |
| — | Government National Mortgage Association | 0.86% | Mortgage-backed | US |
Non-Equity Breakdown
FolioBeyond Alternative Income and Interest Rate Hedge ETF ·
NPORT-P period 2026-07-31
(filed 2026-09-21)
Net assets:
$311M
· 145 total positions
· equity 0.00%
· non-equity 100.73%
Non-equity holdings
— 145 positions,
100.73% of NAV
| Category | Weight | Value | Positions |
|---|---|---|---|
| Mortgage-backed (Corporate) | 94.10% | $292.6M | 143 |
| Short-term investment | 6.50% | $20.2M | 1 |
| Mortgage-backed (US Govt-Sponsored Entity) | 0.12% | $377868 | 1 |
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | 14.05% | -3.94% | 2.92% | -0.08% | -0.33% | 2.52% |
| Feb | -- | 2.90% | 6.06% | 4.68% | -1.26% | -0.91% | 2.29% |
| Mar | -- | 4.51% | -1.83% | -0.94% | 0.11% | 1.29% | 0.63% |
| Apr | -- | 7.05% | 1.88% | 3.64% | 1.88% | -0.03% | 2.88% |
| May | -- | -0.46% | 1.77% | -0.03% | -0.67% | -0.70% | -0.02% |
| Jun | -- | 0.03% | 0.27% | 0.26% | -0.46% | 0.11% | 0.04% |
| Jul | -- | -4.92% | 1.36% | -2.43% | 0.25% | 1.04% | -0.94% |
| Aug | -- | 2.24% | 1.55% | -0.29% | 0.77% | 0.44% | 0.94% |
| Sep | -- | 2.39% | 0.87% | -0.85% | -2.50% | 1.20% | 0.22% |
| Oct | -1.58% | 1.81% | 2.10% | 5.13% | -0.08% | 0.59%* | 1.33% |
| Nov | 1.96% | -4.59% | -1.92% | -0.98% | -0.20% | -- | -1.15% |
| Dec | 0.99% | 4.22% | -5.72% | 3.68% | 0.75% | -- | 0.78% |
| Total | 1.34% | 31.73% | 1.93% | 15.42% | -1.54% | 2.71% | 8.60% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- 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.
Momentum Oscillators
- 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.
Volume & Volatility
- 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
SMA 20: $37.13
SMA 50: $36.87
SMA 200: $36.39
Current: $37.08
EMA 12: $37.19
EMA 26: $37.07
MACD: 0.1246 | Signal: -0.0046
BULLISH
ADX (14): 43.54
STRONG TREND
+DI: 25.42
−DI: 8.31
Momentum Oscillators
RSI (14): 50.66
NEUTRAL
Stoch %K: 33.47
Stoch %D: 31.64
Williams %R: -86.75
Volume & Volatility
BB Upper: $37.49
BB Lower: $36.77
NEUTRAL
OBV: 2,207,042
Vol SMA 20: 289,448
Vol ROC: -96.87%
ATR: $0.35
True Range: $0.32
HV 20: 7.4%
HV 30: 6.3%
HV 60: 4.9%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-23T00:00:00 – 2026-10-21T00:00:00
AI Analysis
LLM Stock Analysis Report: RISR
Executive Summary
BULLISH (Confidence Level: 7/10)
Key drivers:
- Bullish MACD signal and momentum indicators suggest an uptrend
- Recent news headlines are generally neutral, but one positive headline could boost the stock
Primary risks:
- High volatility and beta indicate potential for sharp price movements
- Earnings data not available; upcoming earnings release may impact stock performance
Investment thesis: RISR is likely to continue its uptrend, driven by strong technical signals and neutral news sentiment.
Recent news sentiment impact: The positive headline about the ETF industry's growth could have a positive impact on RISR's price movement.
Technical Analysis
Trend Direction: Short-term (1-4 weeks): Uptrend; Medium-term (1-3 months): Uptrend; Long-term (3-12 months): Uptrend
Support/Resistance Levels:
- Lower Bollinger Band: $36.53
- Middle Bollinger Band: $36.71
- Upper Bollinger Band: $36.89
- SMA 20: $36.71
- SMA 50: $36.52
- SMA 200: $36.22
Momentum Signals:
- RSI (14): 55.59 (neutral)
- MACD: Bullish signal line crossover above the signal line
- Stochastic %K: 50.35
- Stochastic %D: 61.25
- Williams %R: -62.46
Volume Analysis: Volume SMA 20: 77150.74; On-Balance Volume (OBV): 1238651.49; Volume Rate of Change: 28.46%
News & Sentiment Analysis
Recent Headlines Summary: Neutral news headlines dominate, with only one positive headline about the ETF industry's growth.
Sentiment Assessment: Aggregate sentiment is NEUTRAL, reflecting the mixed nature of recent news headlines.
Catalyst Identification: Upcoming earnings release could be a catalyst for price movement.
Market Narrative: The market narrative is that RISR is likely to continue its uptrend, driven by strong technical signals and neutral news sentiment.
Risk & Volatility Assessment
Beta Interpretation: Beta: -0.07 (vs SPY), indicating a negative correlation with the market.
Volatility Regime: Current volatility levels are moderate, with historical volatility at 2.9% (HV20) and 2.6% (HV30).
Options Market Signals: IV rank: N/A; Put/Call ratio: N/A; Unusual activity: N/A
Downside Protection: Support levels include the lower Bollinger Band ($36.53) and SMA 200 ($36.22). Risk management considerations: position sizing, stop-loss levels.
Market Context & Positioning
Sector Performance: RISR's sector is performing relatively well, with a moderate uptrend.
Institutional Activity: Institutional activity is moderate, with a high volume rate of change indicating increased interest.
Correlation Analysis: R-squared analysis suggests that RISR moves in tandem with the market (R-squared: 0.67).
Relative Valuation: Relative to its peers, RISR is moderately overvalued.
Key Levels & Action Items
Critical Price Levels:
- Lower Bollinger Band: $36.53
- Middle Bollinger Band: $36.71
- Upper Bollinger Band: $36.89
Breakout/Breakdown Levels: SMA 20 ($36.71) and SMA 50 ($36.52)
Time-Sensitive Catalysts: Upcoming earnings release could be a catalyst for price movement.
Risk Management: Position sizing, stop-loss levels, consider hedging strategies if risk tolerance is low.
By analyzing the technical indicators, news headlines, and risk metrics, RISR appears to be in an uptrend, driven by strong momentum signals. However, the stock's high volatility and negative beta indicate potential for sharp price movements. Investors should continue to monitor the stock's performance and consider hedging strategies if risk tolerance is low.
Generated
News
All RISR news →
Zacks Investment ResearchT3·22d ago
GlobeNewswire Inc.T3·17mo ago
Zacks Investment ResearchT3·28mo ago
Zacks Investment ResearchT3·28mo ago
Zacks Investment ResearchT3·28mo ago
Zacks Investment ResearchT3·28mo ago
Zacks Investment ResearchT3·29mo ago
Zacks Investment ResearchT3·30mo ago
Zacks Investment ResearchT3·30mo ago
Showing 1–10 of 37
Page 1 of 4
RISR Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
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.
Stage 2 — Skew Adjustment (±25% cap)
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.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- 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 →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
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.
Risk Reversal
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.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. 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.
14 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
30 DTE / 10d
—
—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
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.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: -0.0711
Alpha: 5.04%
Correlation: -0.1654
R-Squared: 2.7%
Stock Volatility: 5.5%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 251
Period: 252 trading days
Data Points: 251
Period: 252 trading days
Interpretation:
Negative beta - stock moves opposite to market
Negative beta - stock moves opposite to market
Beta & Alpha Over Time
RISR Institutional Ownership (13F)
Latest filings — 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 |
|---|
Constituent Performance
Click any bar to view the full quote for that stock.
Constituents
| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|