Saturday, July 26, 2014

ETFG Dynamic Indices - Monthly Update

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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