Here's an update on the performance of the ETFG Dynamic Indexes. ETFG
currently lists and publishes two Dynamic Indexes, the ETFG Quant Equity 10
(Symbol: ETFGQE10) and the ETFG Quant Equity 12 – The Golden Dozen (Symbol:
ETFGQE12) - let’s take a closer look at the recent performance of the ETFG Quant Equity 12.
Here is the most recent
performance of the ETFG Golden Dozen as of 5/20/14:
Since inception in July of 2012, the ETFG Golden
Dozen has returned 42.45% vs. 36.39% for ACWI and 38.83% for SPY. For the
last 1 year period, the ETFG Golden Dozen has returned 11.87% vs. 8.81% for
ACWI and 12.33% for SPY. Finally, in the most recent 6 months, the ETFG
Golden Dozen has returned 5.39% vs. 4.23% for ACWI and 5.06% for SPY.
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. The eligible selection pool includes all
U.S. listed, equity ETFs, excluding levered and inverse funds. All selected funds must also have average
daily trading value of more than $5M per day.
The ETFG Quant model
assigns a daily ranking to all of 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 go to ETFG Indices.
Thank you for reading ETFG Perspectives.
