Wednesday, August 20, 2014

ETFG Dynamic Indices Continue to Outperform!

ETFG currently lists and publishes two Dynamic Indexes, the ETFG Quant Equity 12 – The Golden Dozen (Symbol: ETFGQE12) and the ETFG Quant Equity 10 (Symbol: ETFGQE10).  

These two indices are simple and constructed monthly from the output of the ETFG Quant model, and in short, have knocked the cover off the ball since inception in July 2012.  Here is the most recent performance for each as of 8/19/14:

ETFG Quant Equity 12 (Golden Dozen)
Effective Performance
ETFGQE 12
ACWI
SPY
Effective Performance – 1 Month
1.72%
-0.21%
0.33%
Effective Performance – 6 Months
12.51%
6.29%
8.38%
Effective Performance – 1 Year
22.19%
16.33%
20.41%
Since inception – July 2012
53.74%
40.64%
46.86%

ETFG Quant Equity 10
Effective Performance
ETFGQE 10
ACWI
SPY
Effective Performance – 1 Month
1.75%
-0.21%
0.33%
Effective Performance – 6 Months
13.46%
6.29%
8.38%
Effective Performance – 1 Year
21.89%
16.33%
20.41%
Since inception – July 2012
51.70%
40.64%
46.86%

By way of background, the ETFG Golden Dozen is a global, dynamic index comprised of the top ranked 12 equity ETFs as ranked by the ETF Global (Index Sponsor) Quant model that also meet the liquidity requirement of an average daily trading value of more than $5M per day.  The eligible selection pool includes all U.S. listed, equity ETFs, excluding levered and inverse funds. 

The ETFG Quant model assigns a daily ranking to these relevant products using proprietary algorithms and employing dozens of industry metrics to gauge how likely an equity ETF will outperform the market in the foreseeable future.  Selection for the ETFG Quant Equity 12 Index is performed prior to trading on the third Friday of each month.  The portfolio is equally weighted and reconstitutes monthly on the second trading day following selection.

Congratulations to the ETFG Dynamic Indices on their continued outstanding performance and for more detail, information and statistics on the ETFG family of indices, please see ETFG Indices.

Thank you for reading ETFG Perspectives.