Quantitative Value Index (QV Index)

The Index seeks to buy the cheapest, highest quality value stocks

  • Differentiated Value Exposure – The index focuses on enterprise multiples

  • Factor Concentration – The Index is highly concentrated with limited constraints

  • Excess Return Focused – The Index seeks higher returns and volatility than the general market

Read our white paper on the Quantitative Value philosophy

Factsheet
Methodology
Returns
QV/IQV (SMA)
QVAL/IVAL (ETF)

This example is provided for illustration purposes only. The actual numbers may vary for the QV Index. For the IQV Index, modifications to steps #2 and #4 are made because of data limitations associated with international stocks. The IQV rebalance is less frequent because of the increased costs associated with investing in international stocks. IQV generally has 50 stocks versus 40 stocks for QV because the starting universe is generally larger.

Quantitative Momentum (QM Index)

The index seeks to buy stocks with the highest quality momentum

  • Differentiated Momentum Exposure – The index focuses on “frog-in-the-pan” momentum

  • Factor Concentration – The Index is highly concentrated with limited constraints

  • Excess Return Focused – The Index seeks higher returns and volatility than the general market

Read our white paper on the Quantitative Momentum philosophy

Factsheet
Methodology
Returns
QM/IQM (SMA)
QMOM/IMOM (ETF)

This example is provided for illustration purposes only. The actual numbers may vary for the QV/IQM Index

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