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). Here is the most recent performance for each as of 7/22/14:
ETFG Quant Equity 10
Effective Performance
|
ETFGQE 10
|
ACWI
|
SPY
|
Since inception – July 2012
|
50.78%
|
40.57%
|
46.08%
|
Effective Performance – 1 Year
|
17.31%
|
14.59%
|
16.42%
|
Effective Performance – 6 Months
|
11.86%
|
5.44%
|
7.08%
|
Effective Performance – 1 Month
|
2.13%
|
-1.19%
|
.71%
|
ETFG Quant Equity 12
Effective Performance
|
ETFGQE 12
|
ACWI
|
SPY
|
Since inception – July 2012
|
52.55%
|
40.57%
|
46.08%
|
Effective Performance – 1 Year
|
19.94%
|
14.59%
|
16.42%
|
Effective Performance – 6 Months
|
11.06%
|
5.44%
|
7.08%
|
Effective Performance – 1 Month
|
1.55%
|
-1.19%
|
.71%
|
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.
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