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.

ETFG research now on FACTSET

We are very excited to announce that ETFG research is now available on Factset.  As of this week, all Factset research subscribers are entitled to receive an offering of ETFG research which includes:

• ETFG Tearsheets on Individual ETFs
• Weekly Equity ETF Select List
• Monthly Liquidation Watch List
• Monthly Index Report - ETFG Quant Equity 10
• Monthly Index Report - ETFG Quant Equity 12

All ETFG reports on Factset can be found by searching the ETF category or by searching for an individual ETF ticker symbol.  We look forward to expanding this selection of ETFG research available at Factset and of course our entire research offering is always available via www.etfg.com.  If you are a Factset user and have any questions, please email us at research@etfg.com

Thank you for reading ETFG Perspectives! 

Monthly Reselection - ETFG Dynamic Indices

ETFG conducted its monthly rebalance this week for both of our Smart Beta Indices - the ETFG Quant Equity 12 (symbol: ETFGQE12) and the ETFG Quant Equity 10 (symbol: ETFGQE10) that now head into their 22^nd month of existence.  Here are the new constituents for these two dynamic indices:

ETFGQE12		ETFGQE10
DIA		ADRE
ECON		DIA
EEM		ECON
EIDO		EIDO
EWY		EWY
FBT		FXI
FXI		IDX
OEF		OEF
OIH		OIH
QQQ		PXI
SOXX
XOP

All statistics, performance measures and metrics for these and other ETFG Indices are contained in the Monthly Index Reports, which can be found here:

·         Monthly index Report - ETFGQE10

·         Monthly Index Report - ETFGQE12

The ETFG Quant Equity 12 (Golden Dozen) is comprised of the top 12 equity ETFs as ranked by the ETF Global (Index Sponsor) Quant model that also meet the liquidity requirement.  The selection pool includes all U.S. listed, equity ETFs, excluding levered and inverse funds, as well as, those funds with average daily trading value of less than 5M USD. The ETFG Quant model assigns a daily ranking to all 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 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.  The ETFG Quant Equity 10 follows the same methodology but without the liquidity screen.

For more detail, information and statistics, please go to ETFG Indices.  Thank you for reading ETFG perspectives!

March Liquidation Watch List

During the month of February, we saw an increase in ETF Closures with the YTD number of Exchange-Traded-Products (ETPs) who have announced and/or actually closed – the YTD list now totals 14 closings which on an annualized basis represents a sharp increase from previous years. 

It seems no surprise that the number of closings increased as the Liquidation Watch List also swelled to a record number in listing 98 products this month.  This eclipses the previous record of 91, just one month earlier.  While these increases continue on the closing side, there seems to be no reduction in new products flooding the market with over 40 new ETPs introduced thus far in 2014.

The March 2014 Liquidation Watch List is dominated by Equity ETFs totaling 49.  These 49 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 26 funds.  Additionally, there are 11 Fixed Income ETPs, 7 Currency ETPs and 5 Multi-Asset ETPs that round out the March Liquidation Watch List.

As always, the relative size of these products’ populations by asset class provide important insight as well.  While equity products may dominate this month’s Liquidation Watch List in absolute numbers, the commodity ETPs certainly represent a far greater relative percentage of their respective asset class as there are multiple times the number of equity funds within the ETP universe than there are commodity products.

Please find this month’s Liquidation Watch list and other related analysis here ETFG Liquidation Watch List.   Thank you for reading ETFG Perspectives.