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.

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.

ETFG Liquidation Watch List - July 2014

The July ETFG Liquidation Watch List was posted last week and what a difference a month makes.  The watch list declined to only 50 ETPs, which is the lowest number on the list since April 2013.  Clearly, the equity markets strong performance and direct improvement in the month-over-month trailing twelve month performance of many funds was the driving force.

The July 2014 ETFG Liquidation Watch List again is dominated by Equity ETFs.  The 22 equity funds are spread almost evenly among three categories:  Broad Equity, Sector and Style/Strategy.  Commodity ETPs have the second largest representation on the list with 12 funds.  Additionally, there are 9 Fixed Income ETPs, 5 Currency ETPs and 2 Multi-Asset ETPs that round out the July Liquidation Watch List.

Please review the entire ETFG Liquidation Watch List and thank you for reading ETFG Perspectives!

Congratulations to ETF Global and Save-the-Date!

The Expert Series & NYSSA recently announced that ETF Global had again been selected to facilitate the 3^rd ETP Trading & Investing Forum – NYC on Wednesday, November 19^th in New York City!

For those who were not in attendance at April's Forum, this symposium convenes the most widely recognized experts in Exchange-Traded-Funds and some of the brightest minds in Capital Management as both Asset Managers and Asset Owners come together.  With its roots steeped in research, the ETP Trading & Investing Forum is a very different type of industry meeting that features renowned speakers addressing cutting-edge topics within a vibrant and intimate learning atmosphere.

The forum is comprised of two half-day sessions which attracted over 350 attendees at the most recent event.  The morning session (9:00-12:30) addresses Wealth Management topics and the afternoon session (2:00-5:30) focuses on Institutional topics.  Both sessions will be held on Wednesday, November 19^th at the NYSSA conference center in Times Square (1540 Broadway/West 45^th Street).

For more information, please visit www.expertseries.org and here is a link to Add to Calendar.

We look forward to seeing you there! 

ETFG Liquidation Watch List - June 2014

The June ETFG Liquidation Watch List was posted yesterday and with the equity markets firming and improving the month-over-month trailing twelve month performance of many funds, we saw a continued decrease in the number of ETFs listed.  The June Watch List carried 68 products which is down from 74 the previous month.

The ETFG Liquidation Watch List - June 2014 is dominated by Equity ETFs.  The 35 equity funds are spread almost evenly among three categories:  Broad Equity, Sector and Style/Strategy.  Commodity ETPs have the second largest representation on the list with 16 funds.  Additionally, there are 9 Fixed Income ETPs, 4 Currency ETPs and 4 Multi-Asset ETPs that round out the June Liquidation Watch List.

For the list as well as other related analysis here ETFG Liquidation Watch List.

Thank you for reading ETFG Perspectives.

ETFG Dynamic Indices Update

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.

Welcome all Raymond James Advisors to ETF Global

We are pleased to announce that ETF Global research, analysis and other investment decision support applications are now available to all Raymond James' Advisors (both Raymond James Associates and Raymond James Financial Services) at a significant discount.  

Through a new, enterprise-wide agreement between Raymond James and ETF Global announced on May 1st, Raymond James' Advisors are now afforded full-site-access to ETF Global at a 50% discount from published subscription rates.  For any RJ Advisors, offer details, sample site features and sample reports are available on the ETF Global overview page on RJnet.

We welcome our new partners at Raymond James and we look forward to working with you and additional enterprises on behalf of their respective Advisors!

Thank you for reading ETF Global Daily Perspectives.