DRAFT — HYPOTHETICAL MODEL PORTFOLIO — NOT A REGISTERED FUND, NOT AN OFFER TO SELL SECURITIES, NOT INVESTMENT ADVICE.

Fund directory

Hypothetical model funds.

Every factor is also presented as a virtual, long-only model fund with a full set of auto-generated draft documents. These are research artefacts — not registered funds and not offers to sell securities.

51Model funds

5Draft documents each

All stocks Industry-relative Every variant

FCBOprofitability
Foundry CBOperProf Factor ETF
Full SR 0.73Test SR 0.83Expense 0.29%
Summary Prospectus Fact sheet
FSHAinvestment
Foundry ShareIss1Y Factor ETF
Full SR 0.69Test SR 0.77Expense 0.29%
Summary Prospectus Fact sheet
FGPXprofitability
Foundry Gross Profitability Factor ETF
Full SR 0.61Test SR 0.55Expense 0.29%
Summary Prospectus Fact sheet
FCOMinvestment
Foundry CompEquIss Factor ETF
Full SR 0.57Test SR 0.51Expense 0.29%
Summary Prospectus Fact sheet
FINVinvestment
Foundry Investment Discipline Factor ETF
Full SR 0.54Test SR 0.14Expense 0.29%
Summary Prospectus Fact sheet
FOPEprofitability
Foundry Operating Profitability Factor ETF
Full SR 0.50Test SR 0.42Expense 0.29%
Summary Prospectus Fact sheet
FRDXvalue
Foundry RD Factor ETF
Full SR 0.48Test SR 0.49Expense 0.29%
Summary Prospectus Fact sheet
FMOMmomentum
Foundry 12-Month Momentum Factor ETF
Full SR 0.48Test SR 0.46Expense 0.29%
Summary Prospectus Fact sheet
FMOMmomentum
Foundry 6-Month Momentum Factor ETF
Full SR 0.47Test SR 0.57Expense 0.29%
Summary Prospectus Fact sheet
FROAprofitability
Foundry Return on Assets Factor ETF
Full SR 0.45Test SR 0.69Expense 0.29%
Summary Prospectus Fact sheet
FROEprofitability
Foundry Return on Equity Factor ETF
Full SR 0.42Test SR 0.75Expense 0.29%
Summary Prospectus Fact sheet
FNETinvestment
Foundry NetDebtFin Factor ETF
Full SR 0.34Test SR 0.66Expense 0.29%
Summary Prospectus Fact sheet
FNOAaccruals
Foundry Net Operating Assets Factor ETF
Full SR 0.33Test SR -0.01Expense 0.29%
Summary Prospectus Fact sheet
FSPXvalue
Foundry Sales-to-Price Factor ETF
Full SR 0.32Test SR 0.22Expense 0.29%
Summary Prospectus Fact sheet
FCFPvalue
Foundry Cash-Flow Yield Factor ETF
Full SR 0.32Test SR -0.25Expense 0.29%
Summary Prospectus Fact sheet
FDNOaccruals
Foundry dNOA Factor ETF
Full SR 0.26Test SR 0.72Expense 0.29%
Summary Prospectus Fact sheet
FINTmomentum
Foundry IntMom Factor ETF
Full SR 0.24Test SR 0.08Expense 0.29%
Summary Prospectus Fact sheet
FCHTprofitability
Foundry ChTax Factor ETF
Full SR 0.23Test SR 0.35Expense 0.29%
Summary Prospectus Fact sheet
FNETleverage
Foundry NetDebtPrice Factor ETF
Full SR 0.20Test SR -0.20Expense 0.29%
Summary Prospectus Fact sheet
FDELinvestment
Foundry DelEqu Factor ETF
Full SR 0.19Test SR 0.22Expense 0.29%
Summary Prospectus Fact sheet
FINVinvestment
Foundry InvestPPEInv Factor ETF
Full SR 0.19Test SR 0.12Expense 0.29%
Summary Prospectus Fact sheet
FBMXvalue
Foundry Book-to-Market Value Factor ETF
Full SR 0.19Test SR 0.08Expense 0.29%
Summary Prospectus Fact sheet
FNETinvestment
Foundry NetEqFin Factor ETF
Full SR 0.18Test SR 0.39Expense 0.29%
Summary Prospectus Fact sheet
FINDmomentum
Foundry IndMom Factor ETF
Full SR 0.18Test SR -0.11Expense 0.29%
Summary Prospectus Fact sheet
FCHIinvestment
Foundry Inventory Discipline Factor ETF
Full SR 0.17Test SR -0.05Expense 0.29%
Summary Prospectus Fact sheet
FOCFvalue
Foundry OCFP Factor ETF
Full SR 0.15Test SR -0.24Expense 0.29%
Summary Prospectus Fact sheet
FASSinvestment
Foundry Conservative Asset Growth Factor ETF
Full SR 0.15Test SR 0.18Expense 0.29%
Summary Prospectus Fact sheet
FHIGmomentum
Foundry 52-Week High Factor ETF
Full SR 0.13Test SR 0.03Expense 0.29%
Summary Prospectus Fact sheet
FOPLleverage
Foundry OPLev Factor ETF
Full SR 0.13Test SR 0.06Expense 0.29%
Summary Prospectus Fact sheet
FCHEinvestment
Foundry ChEQ Factor ETF
Full SR 0.11Test SR -0.09Expense 0.29%
Summary Prospectus Fact sheet
FENTvalue
Foundry Enterprise Multiple Factor ETF
Full SR 0.09Test SR -0.27Expense 0.29%
Summary Prospectus Fact sheet
FSIZsize
Foundry Small Size Factor ETF
Full SR 0.08Test SR -0.67Expense 0.29%
Summary Prospectus Fact sheet
FLEVleverage
Foundry Leverage Factor ETF
Full SR 0.08Test SR 0.04Expense 0.29%
Summary Prospectus Fact sheet
FTANinvestment
Foundry Tang Factor ETF
Full SR 0.07Test SR 0.01Expense 0.29%
Summary Prospectus Fact sheet
FEPXvalue
Foundry Earnings Yield Factor ETF
Full SR 0.05Test SR -0.22Expense 0.29%
Summary Prospectus Fact sheet
FCASprofitability
Foundry Cash Factor ETF
Full SR 0.02Test SR -0.17Expense 0.29%
Summary Prospectus Fact sheet
FAMXvalue
Foundry AM Factor ETF
Full SR 0.02Test SR -0.02Expense 0.29%
Summary Prospectus Fact sheet
FSALinvestment
Foundry Sales Discipline Factor ETF
Full SR 0.00Test SR -0.30Expense 0.29%
Summary Prospectus Fact sheet
FBOOleverage
Foundry Book Leverage Factor ETF
Full SR -0.01Test SR -0.25Expense 0.29%
Summary Prospectus Fact sheet
FRETlow risk
Foundry Low Volatility Factor ETF
Full SR -0.03Test SR -0.42Expense 0.29%
Summary Prospectus Fact sheet
FGROprofitability
Foundry Gross Margin Factor ETF
Full SR -0.06Test SR -0.06Expense 0.29%
Summary Prospectus Fact sheet
FSTDlow risk
Foundry StdTurn Factor ETF
Full SR -0.08Test SR -0.08Expense 0.29%
Summary Prospectus Fact sheet
FPRIvalue
Foundry Price Factor ETF
Full SR -0.16Test SR -0.18Expense 0.29%
Summary Prospectus Fact sheet
FSTRreversal
Foundry Short-Term Reversal Factor ETF
Full SR -0.17Test SR -0.50Expense 0.29%
Summary Prospectus Fact sheet
FCASvalue
Foundry CashProd Factor ETF
Full SR -0.19Test SR -0.62Expense 0.29%
Summary Prospectus Fact sheet
FACCaccruals
Foundry Earnings Quality (Accruals) Factor ETF
Full SR -0.23Test SR -0.24Expense 0.29%
Summary Prospectus Fact sheet
FDELinvestment
Foundry DelCOA Factor ETF
Full SR -0.26Test SR -0.33Expense 0.29%
Summary Prospectus Fact sheet
FLRRreversal
Foundry Long-Term Reversal Factor ETF
Full SR -0.32Test SR -0.55Expense 0.29%
Summary Prospectus Fact sheet
FVOLlow risk
Foundry VolSD Factor ETF
Full SR -0.34Test SR -0.79Expense 0.29%
Summary Prospectus Fact sheet
FDELinvestment
Foundry DelCOL Factor ETF
Full SR -0.36Test SR -0.29Expense 0.29%
Summary Prospectus Fact sheet
FDOLsize
Foundry DolVol Factor ETF
Full SR -0.48Test SR -0.86Expense 0.29%
Summary Prospectus Fact sheet

Ticker	Fund	Theme	Full SR	Test SR	Expense	Documents
FCBO	Foundry CBOperProf Factor ETF	profitability	0.73	0.83	0.29%	Summary Prospectus Fact sheet
FSHA	Foundry ShareIss1Y Factor ETF	investment	0.69	0.77	0.29%	Summary Prospectus Fact sheet
FGPX	Foundry Gross Profitability Factor ETF	profitability	0.61	0.55	0.29%	Summary Prospectus Fact sheet
FCOM	Foundry CompEquIss Factor ETF	investment	0.57	0.51	0.29%	Summary Prospectus Fact sheet
FINV	Foundry Investment Discipline Factor ETF	investment	0.54	0.14	0.29%	Summary Prospectus Fact sheet
FOPE	Foundry Operating Profitability Factor ETF	profitability	0.50	0.42	0.29%	Summary Prospectus Fact sheet
FRDX	Foundry RD Factor ETF	value	0.48	0.49	0.29%	Summary Prospectus Fact sheet
FMOM	Foundry 12-Month Momentum Factor ETF	momentum	0.48	0.46	0.29%	Summary Prospectus Fact sheet
FMOM	Foundry 6-Month Momentum Factor ETF	momentum	0.47	0.57	0.29%	Summary Prospectus Fact sheet
FROA	Foundry Return on Assets Factor ETF	profitability	0.45	0.69	0.29%	Summary Prospectus Fact sheet
FROE	Foundry Return on Equity Factor ETF	profitability	0.42	0.75	0.29%	Summary Prospectus Fact sheet
FNET	Foundry NetDebtFin Factor ETF	investment	0.34	0.66	0.29%	Summary Prospectus Fact sheet
FNOA	Foundry Net Operating Assets Factor ETF	accruals	0.33	-0.01	0.29%	Summary Prospectus Fact sheet
FSPX	Foundry Sales-to-Price Factor ETF	value	0.32	0.22	0.29%	Summary Prospectus Fact sheet
FCFP	Foundry Cash-Flow Yield Factor ETF	value	0.32	-0.25	0.29%	Summary Prospectus Fact sheet
FDNO	Foundry dNOA Factor ETF	accruals	0.26	0.72	0.29%	Summary Prospectus Fact sheet
FINT	Foundry IntMom Factor ETF	momentum	0.24	0.08	0.29%	Summary Prospectus Fact sheet
FCHT	Foundry ChTax Factor ETF	profitability	0.23	0.35	0.29%	Summary Prospectus Fact sheet
FNET	Foundry NetDebtPrice Factor ETF	leverage	0.20	-0.20	0.29%	Summary Prospectus Fact sheet
FDEL	Foundry DelEqu Factor ETF	investment	0.19	0.22	0.29%	Summary Prospectus Fact sheet
FINV	Foundry InvestPPEInv Factor ETF	investment	0.19	0.12	0.29%	Summary Prospectus Fact sheet
FBMX	Foundry Book-to-Market Value Factor ETF	value	0.19	0.08	0.29%	Summary Prospectus Fact sheet
FNET	Foundry NetEqFin Factor ETF	investment	0.18	0.39	0.29%	Summary Prospectus Fact sheet
FIND	Foundry IndMom Factor ETF	momentum	0.18	-0.11	0.29%	Summary Prospectus Fact sheet
FCHI	Foundry Inventory Discipline Factor ETF	investment	0.17	-0.05	0.29%	Summary Prospectus Fact sheet
FOCF	Foundry OCFP Factor ETF	value	0.15	-0.24	0.29%	Summary Prospectus Fact sheet
FASS	Foundry Conservative Asset Growth Factor ETF	investment	0.15	0.18	0.29%	Summary Prospectus Fact sheet
FHIG	Foundry 52-Week High Factor ETF	momentum	0.13	0.03	0.29%	Summary Prospectus Fact sheet
FOPL	Foundry OPLev Factor ETF	leverage	0.13	0.06	0.29%	Summary Prospectus Fact sheet
FCHE	Foundry ChEQ Factor ETF	investment	0.11	-0.09	0.29%	Summary Prospectus Fact sheet
FENT	Foundry Enterprise Multiple Factor ETF	value	0.09	-0.27	0.29%	Summary Prospectus Fact sheet
FSIZ	Foundry Small Size Factor ETF	size	0.08	-0.67	0.29%	Summary Prospectus Fact sheet
FLEV	Foundry Leverage Factor ETF	leverage	0.08	0.04	0.29%	Summary Prospectus Fact sheet
FTAN	Foundry Tang Factor ETF	investment	0.07	0.01	0.29%	Summary Prospectus Fact sheet
FEPX	Foundry Earnings Yield Factor ETF	value	0.05	-0.22	0.29%	Summary Prospectus Fact sheet
FCAS	Foundry Cash Factor ETF	profitability	0.02	-0.17	0.29%	Summary Prospectus Fact sheet
FAMX	Foundry AM Factor ETF	value	0.02	-0.02	0.29%	Summary Prospectus Fact sheet
FSAL	Foundry Sales Discipline Factor ETF	investment	0.00	-0.30	0.29%	Summary Prospectus Fact sheet
FBOO	Foundry Book Leverage Factor ETF	leverage	-0.01	-0.25	0.29%	Summary Prospectus Fact sheet
FRET	Foundry Low Volatility Factor ETF	low risk	-0.03	-0.42	0.29%	Summary Prospectus Fact sheet
FGRO	Foundry Gross Margin Factor ETF	profitability	-0.06	-0.06	0.29%	Summary Prospectus Fact sheet
FSTD	Foundry StdTurn Factor ETF	low risk	-0.08	-0.08	0.29%	Summary Prospectus Fact sheet
FPRI	Foundry Price Factor ETF	value	-0.16	-0.18	0.29%	Summary Prospectus Fact sheet
FSTR	Foundry Short-Term Reversal Factor ETF	reversal	-0.17	-0.50	0.29%	Summary Prospectus Fact sheet
FCAS	Foundry CashProd Factor ETF	value	-0.19	-0.62	0.29%	Summary Prospectus Fact sheet
FACC	Foundry Earnings Quality (Accruals) Factor ETF	accruals	-0.23	-0.24	0.29%	Summary Prospectus Fact sheet
FDEL	Foundry DelCOA Factor ETF	investment	-0.26	-0.33	0.29%	Summary Prospectus Fact sheet
FLRR	Foundry Long-Term Reversal Factor ETF	reversal	-0.32	-0.55	0.29%	Summary Prospectus Fact sheet
FVOL	Foundry VolSD Factor ETF	low risk	-0.34	-0.79	0.29%	Summary Prospectus Fact sheet
FDEL	Foundry DelCOL Factor ETF	investment	-0.36	-0.29	0.29%	Summary Prospectus Fact sheet
FDOL	Foundry DolVol Factor ETF	size	-0.48	-0.86	0.29%	Summary Prospectus Fact sheet

Expense ratios and inception dates are placeholders. Every document is generated from the model’s own metrics and labelled DRAFT / hypothetical. Not a registered fund, not an offer, not investment advice.