Alpha/Beta Series: Sector Strategies
|
|
- Audra Smith
- 5 years ago
- Views:
Transcription
1 Alpha/Beta Series: Sector Strategies Live Webinar June 14 2PM EST Sponsored by:
2 Today s Webinar: Alpha/Beta Mebane Faber Chief Investment Office Cambria Matt Hougan President, ETF Analytics Global Head of Editorial IndexUniverse David Botset Senior V.P., ETFs Guggenheim How To Evaluate Sectors How To Evaluate Sector ETFs Sponsored by:
3 Combining Momentum Strategies A Quantitative Approach to Tactical Asset Allocation published in the Spring 2007 issue of The Journal of Wealth Management. Relative Strength Strategies for Investing, April 2010.
4 Combining Momentum Strategies 1. Trendfollowing 2. Relative Strength 3. Combining the Two
5 Risk Management "The first rule is not to lose. The second rule is not to forget the first rule. -Warren Buffett
6 I can calculate the motion of heavenly bodies but not the madness of men Source: Marc Faber, Gloom Boom Doom 6
7 Source: Global Financial Data Trendfollowing Hypothetical Buy & Sell Signals
8 Trendfollowing month simple moving average. Rebalances monthly. Moves to cash (T-Bills) when out of the market. 10 US Sectors Source: Global Financial Data
9 Trendfollowing,
10 Relative Strength ,3,6,9,12 month relative strength (total return). Rebalances monthly. 3 6 % outperformance per year. Source: Global Financial Data
11 Relative Strength,
12 Combining Relative Strength & Trend Rank by 1,3,6,9,12 month relative strength (total return). Moves to cash if below long term moving average. Rebalances monthly. Source: Global Financial Data
13 Where Are We Now? 1.Energy 2.Healthcare 3.Real Estate Source: Global Financial Data
14 Improvements 1.More asset classes. 2.Granularity within asset class. 3.Multiple time frames. 4.Other factors, Value, Economic. Source: Global Financial Data
15 Matt Hougan President, ETF Analytics Global Head of Editorial IndexUniverse Sector Beta: Understanding Classifications & Evaluating ETFs
16 The Jellybean Problem
17 Introduction to Sector Strategies GICS vs ICB Different Names, Similar Structures GICS ICB Level 1 10 Sectors 10 Industries Level 2 24 Industry Groups 19 Supersectors Level 3 68 Industries 41 Sectors Level Subindustries 114 Subsectors
18 Sectors vs Industries GICS Sectors Consumer Discretionary Consumer Staples Energy Financials Health Care Industrials Information Technology Materials Telecommunication Services Utilities ICB Industries Consumer Services Consumer Goods Oil & Gas Financial Health Care Industrial Technology Basic Materials Telecommunications Utilities
19 Thomson Reuters Business Classification (TRBC)
20
21 GICS vs ICB Breakdown of S&P 500 GICS, ICB & TRBC Breakdown of SPY Utilities Telecom Materials IT/Tech Industrials Health Care Financials Energy/Oil & Gas Con Staples/Goods Con Discret/Services ICB SPY GICS SPY 0% 5% 10% 15% 20%
22 GICS vs ICB Breakdown of MSCI EAFE GICS vs ICB Breakdown of MSCI EAFE Utilities Telecom Materials IT/Tech Industrials Health Care Financials Energy/Oil & Gas Con Staples/Goods Con Discret/Services ICB EFA GICS EFA 0% 5% 10% 15% 20% 25%
23 Percent Return GICS vs. ICB Performance: Consumer Splits Consumer Sector ETFs TRR IYC IYK XLP XLY
24 Sector Correlations
25 Percent Return GICS vs. ICB Performance: Energy Energy Sector ETFs TRR IYE XLE
26 Percent Return GICS vs. ICB Performance: Financials Financial Sector ETFs TRR IYF XLF
27 Industry Breakdown: SPY through the Lens of TRBC Name Ticker GICS ICB Industry TRBC Sector Aetna Inc New AET Health Care Health Care FINANCIALS Cigna Corp CI Health Care Health Care FINANCIALS Humana Inc HUM Health Care Health Care FINANCIALS Wellpoint Inc WLP Health Care Health Care FINANCIALS Mastercard Inc MA IT Financials FINANCIALS Visa Inc V IT Financials FINANCIALS Fidelity Natl Information FIS IT Industrials FINANCIALS Dun & Bradstreet Corp Del N DNB Industrials Consumer Services FINANCIALS
28 SPY TRBC vs GICS: Non-Financials Name Ticker GICS TRBC Sector Plum Creek Timber Co Inc PCL Financials BASIC MATERIALS Weyerhaeuser Co WY Financials BASIC MATERIALS Host Hotels & Resorts Inc HST Financials CYCLICAL CONSUMER Health Care Reit Inc HCN Financials HEALTHCARE Hcp Inc HCP Financials HEALTHCARE Ventas Inc VTR Financials HEALTHCARE Moodys Corp MCO Financials INDUSTRIALS Public Storage PSA Financials INDUSTRIALS Leucadia Natl Corp LUK Financials INDUSTRIALS
29 SPY TRBC vs ICB: Non-Financials Name Ticker ICB TRBC Sector Plum Creek Timber Co Inc PCL Financials BASIC MATERIALS Weyerhaeuser Co WY Financials BASIC MATERIALS Host Hotels & Resorts Inc HST Financials CYCLICAL CONSUMER Health Care Reit Inc HCN Financials HEALTHCARE Hcp Inc HCP Financials HEALTHCARE Ventas Inc VTR Financials HEALTHCARE Moodys Corp MCO Financials INDUSTRIALS Public Storage PSA Financials INDUSTRIALS Western Un Co WU Financials INDUSTRIALS
30 Percent Return Financial ETFs: Performance IYF XLF VFH FXO RYF PFI
31 Percent Return 10 Financial ETFs: Performance in a Bear Market 10/10/07-3/9/ IYF XLF VFH FXO RYF PFI -90 Oct-07 Apr-08 Oct-08
32 The Difference? Holdings RYF ACE LIMITED 1.39% ACE Ltd. 2.53% PFI AMERICAN EXPRESS COMPANY AVALONBAY COMMUNITIES INC 1.39% Ameriprise Financial Inc. 2.46% 1.43% CB Richard Ellis Group Inc. (Cl A) 2.46% BOSTON PROPERTIES INC 1.43% CNA Financial Corp. 2.52% CHUBB CORPORATION 1.41% Discover Financial Services 2.49% EQUITY RESIDENTIAL 1.41% Franklin Resources Inc. 2.53% MOODY'S CORPORATION 1.64% Moody's Corp. 2.79% SIMON PROPERTY GROUP INC. 1.39% NYSE Euronext 2.52% SLM CORPORATION 1.37% Prudential Financial Inc. 2.47% VORNADO REALTY TRUST 1.38% Travelers Cos. Inc. 2.57%
33 Variety of Performance Stats: Financial ETFs 1 yr Perf Max Return Min Return Sharpe Ratio Volatility Max Drawdown IYF XLF VFH RYF RWW PFI FXO
34 Percent Return Biotech Performance IBB BBH PBE XBI FBT
35 Sector Choices: Biotech Performance Ticker Name Bull Market 3/9/2009-5/31/2011 Bear Market 10/10/2007-3/9/2009 BBH Biotech HOLDRS 39.33% -3.35% IBB ishares Nasdaq Biotechnology 86.28% % PBE PowerShares Dynamic Biotech & Genome Portfolio % % XBI SPDR S&P Biotech 72.02% % FBT First Trust NYSE Arca Biotechnology % %
36 Percent Return Theme Investing: Wind FAN PWND Jul-08 Jan-09 Jul-09 Jan-10 Jul-10 Jan-11
37 Sector Choices: Thematic Benchmarks: What Is Wind? Purity of Benchmark Rules
38 Any Questions? Mebane Faber Chief Investment Office Cambria Matt Hougan President, ETF Analytics Global Head of Editorial IndexUniverse David Botset Senior V.P., ETFs Guggenheim Sponsored by:
39 Thank You For more information:
Relative Strength Strategies for Investing
Mebane T. Faber Portfolio Manager CAMBRIA INVESTMENT MANAGEMENT, INC. APRIL 2010 Relative Strength Strategies for Investing First Draft April 2010 ABSTRACT The purpose of this paper is to present simple
More informationIs It Really Possible To Outperform The Stock Market? Kevin Barry
Is It Really Possible To Outperform The Stock Market? Kevin Barry kevin@tradersandinvestorsclub.co.uk A Rising Tide Lifts All Yachts Warren Buffett What moves the price of a stock? Overall Market 50% Industry
More informationAlphaSolutions Sector Rotation Model
AlphaSolutions Sector Rotation Model An investment model based on trending and momentum strategies Portfolio Goals Primary: Seeks long term growth of capital by investing in highranked U.S. Equity Sectors
More informationSabrient Leaders In Investment Research HEALTH CARE PROPERTY INVESTORS. Company Profile. Sabrient Analysis. Stock Fundamentals as of January 19, 2010
Stock Fundamentals as of January 19, 10 Rating Strong Sell Ticker HCP Market Cap Designation Large-cap Market Capitalization (Billions) $9.2 Price $31.29 52-Week High/Low $33.45/14.93 EPS (TTM) $0.31 P/E
More informationSELECT YOUR SECTORS. Respond to Market Cycles with Agility and Precision
SELECT YOUR SECTORS Respond to Market Cycles with Agility and Precision ECONOMIC CYCLES & SECTORS The economy moves in cycles. Specific sectors may outperform or underperform during different phases, driven
More informationREITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
REITWatch NAREIT A Monthly Statistical Report on the Real Estate Investment Trust Industry July 2015 (Data as of June 30, 2015) National Association of Real Estate Investment Trusts REITs: Building Dividends
More informationA sampling of research & data on exchange traded funds from AltaVista Research
A sampling of research & data on exchange traded funds from AltaVista Research In this week's issue: Chart of the week: Nuclear vs. Clean Energy ETFs Fund Focus: ishares S&P Global Nuclear Energy (NUCL)...
More informationREITWatch. NAREIT January National Association of Real Estate Investment Trusts REITs: Building Dividends & Diversification
NAREIT January 2009 REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry. National Association of Real Estate Investment Trusts REITs: Building Dividends & Diversification
More informationSelecting Portfolios for SectorSurfer Strategies
Selecting Portfolios for SectorSurfer Strategies Don Kinell September 16 th, 2013 1 Review How SectorSurfer is Useful to an Investor 1. Demonstrates the effects of : Rotation to best trending Mutual Fund,
More informationFour Components Of A Successful Income Portfolio
Four Components Of A Successful Income Portfolio Presented by: David Fabian Michael Fabian FMD Capital Management One Park Plaza, Suite 600 Irvine, CA 92614 Ph: 888-823-8111 F: 949-266-5788 www.fmdcapital.com
More informationAccessing Core Market Exposure: Market-Cap vs. Equal vs. Fundamental Weighting. Live Webinar January 20, p.m. EDT
Accessing Core Market Exposure: Market-Cap vs. Equal vs. Fundamental Weighting Live Webinar January 20, 2011 2-3 p.m. EDT Accessing Core Market Exposure Matt Hougan Global Head of Editorial President,
More informationLongRun Monthly Strategy Summary (4/30/2014) Commentary
Commentary As I mentioned in last month s commentary, April was set up to be a dog fight with ARv2 fully invested in US equities and Aggressive Growth and original AR positioned defensively with 67% bonds
More informationQuarterly Scorecard 1st Quarter 2016 what s INSIDE
ETF Stats Ticker: NAV Symbol:.NV Intraday Symbol:.IV Listing Exchange: NYSE Arca CUSIP: 00162Q 205 Fund Inception: 7/6/2009 Dividends Paid: Quarterly Most Recent Dividend:* $0.2658 Management Fee: 0.37%
More informationFRI First Trust S&P REIT Index Fund
First Trust S&P REIT Index Fund ETF.com segment: Equity: U.S. Real Estate Competing ETFs: VNQ, SCHH, IYR, XLRE, RWR Related ETF Channels: U.S., Sectors, REIT, Equity, North America, Broad-based, Vanilla,
More informationRWR SPDR Dow Jones REIT ETF
SPDR Dow Jones REIT ETF ETF.com segment: Equity: U.S. Real Estate Competing ETFs: SCHH, VNQ, IYR, XLRE, USRT Related ETF Channels: North America, U.S., Broad-based, Vanilla, Equity, Real Estate, REIT,
More informationREITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
REITWatch NAREIT A Monthly Statistical Report on the Real Estate Investment Trust Industry June 2017 (Data as of May 31, 2017) National Association of Real Estate Investment Trusts REITs: Building Dividends
More informationCommentary. Our greatest weakness lies in giving up. The most certain way to succeed is always to try just one more time.
LongRun Monthly Strategy Review May 2018 AR +0.2% AG +1.0% TMG +3.0% SP500 +2.4% GDP +0.7% Commentary Last month s commentary led off with our Absolute Return strategy moving to 100% cash for the month
More informationAre REITs Now Undervalued? Geoff Considine, Ph.D. September 8, 2009
Are REITs Now Undervalued? Geoff Considine, Ph.D. September 8, 2009 The last couple of years have been rough for real estate, but there was a time not too long ago when it seemed that this was a special
More informationNovember 2017 (Data as of October 31, 2017) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
November 2017 (Data as of October 31, 2017) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationXLF Financial Select Sector SPDR Fund
Financial Select Sector SPDR Fund ETF.com segment: Equity: U.S. Financials Competing ETFs: VFH, IYF, FNCL, PSCF, FXO Related ETF Channels: North America, S&P Financial Select Sector Index, U.S., Broad-based,
More informationCommentary. Forecasts usually tell us more about the forecaster than about the future. - Warren Buffett
LongRun Monthly Strategy Review Nov 2016 AR +1.70% AG +2.07% TMG +1.16% SP500 +3.68% R2000 +11.08% GDP +1.35% Commentary Forecasters and pollsters are having a rough year. First Brexit and now the US presidential
More informationColumbus Asset Allocation Report For Portfolio Rebalancing on
Columbus Asset Allocation Report For Portfolio Rebalancing on 2017-08-31 Strategy Overview Columbus is a global asset allocation strategy designed to adapt to prevailing market conditions. It dynamically
More informationQuarterly Scorecard 2nd Quarter 2016 what s INSIDE
ETF Stats Ticker: NAV Symbol: Intraday Symbol: Listing Exchange:.NV.IV NYSE Arca CUSIP: 00162Q 205 Fund Inception: 7/6/2009 Dividends Paid: Quarterly Most Recent Dividend:* $0.289879 Management Fee: 0.37%
More informationDecember 2017 (Data as of November 30, 2017) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
December 2017 (Data as of November 30, 2017) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationCommentary. "How ridiculous and how strange to be surprised at anything which happens in life." -Marcus Aurelius
LongRun Monthly Strategy Review Aug 2017 AR +0.72% AG +1.64% TMG +0.36% SP500 +0.29% R2000-1.54% GDP +0.67% Commentary After posting new all-time highs the first week of August, US equity markets had a
More informationAre You Smarter Than a Monkey? Course Syllabus. How Are Our Stocks Doing? 9/30/2017
Are You Smarter Than a Monkey? Course Syllabus 1 2 3 4 5 6 7 8 Human Psychology with Investing / Indices and Exchanges Behavioral Finance / Stocks vs Mutual Funds vs ETFs / Introduction to Technology Analysis
More informationCommentary. "The inevitable may be certain, but it is not always punctual." - Jim Grant - Grant's Interest Rate Observer
LongRun Monthly Strategy Review Nov 2017 AR +2.2% AG +2.1% TMG +2.7% SP500 +3.1% R2000 +2.9% GDP +0.9% Commentary November saw global markets focused on the prospects for US tax reform and Washington managed
More informationMay 2018 (Data as of April 30, 2018) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
May 2018 (Data as of April 30, 2018) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationJanuary 2018 (Data as of December 31, 2017) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
January 2018 (Data as of December 31, 2017) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationNavellier Tactical Portfolios
Navellier Tactical Portfolios Defensive ETF Portfolios Designed for All Market Cycles As of December 31, 2017 Please see important disclosures at end of presentation. Please see important disclosures at
More informationFBT First Trust NYSE Arca Biotechnology Index Fund
First Trust NYSE Arca Biotechnology Index Fund ETF.com segment: Equity: U.S. Biotech Competing ETFs: XBI, BBC, CNCR, BBP, IBB Related ETF Channels: North America, Biotech, U.S., Equal-Weighted, Smart-Beta
More informationJ.P. Morgan Structured Investments
Free Writing Prospectus Filed Pursuant to Rule 433 Registration Statement No. 333-177923 Dated October 25, 2013 J.P. Morgan Structured Investments V The J.P. Morgan U.S. Sector Rotator 8 Index Strategy
More informationCommentary. If you are the smartest person in the room, then you are in the wrong room. Attributed to Confucius
LongRun Monthly Strategy Review Jun 2018 AR +0.9% AG +1.0% TMG -0.5% SP500 +0.6% GDP -0.8% Commentary June brought mixed messages from the markets. Worries about the Trump/Kim summit and Federal Reserve
More informationCommentary. Just because the river is quiet doesn't mean the crocodiles have left. Malay proverb
LongRun Monthly Strategy Review Mar 2016 AR -0.11% AG +8.52% TMG +1.91% SP500 +6.72% R2000 +8.02% GDP +9.17% Commentary Equity markets around the world registered impressive gains in March as follow-through
More informationJuly 2018 (Data as of June 30, 2018) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
July 2018 (Data as of June 30, 2018) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationFebruary 2018 (Data as of January 31, 2018) REITWatch. A Monthly Statistical Report on the Real Estate Investment Trust Industry
February 2018 (Data as of January 31, 2018) REITWatch A Monthly Statistical Report on the Real Estate Investment Trust Industry Nareit Disclaimer Nareit does not intend this publication to be a solicitation
More informationSponsored by: Style Investing: What's the Best Approach for ETF Investors?:
Sponsored by: Style Investing: What's the Best Approach for ETF Investors?: Speakers: Paul Baiochi ETF Analyst IndexUniverse Matt Hougan President, ETF Analytics Global Head of Editorial IndexUniverse
More informationCommentary. CBOE Volatility Index (VIX) Brexit Election VIX
LongRun Monthly Strategy Review Mar 2018 AR -0.7% AG -2.9% TMG -2.3% SP500-2.7% GDP 0.0% Commentary I finished last month s commentary with a caution that equity markets might retest the lows of February
More information20,000 - Check, What s next?
1 11 21 31 41 51 61 71 81 91 101 111 121 131 141 151 161 171 181 191 201 211 221 231 241 251 20,000 - Check, What s next? The Dow Jones Industrial Average crossed the psychological 20,000 barrier on January
More informationClaymore Presentation. Som Seif President & CEO Claymore Investments, Inc.
Claymore Presentation Som Seif President & CEO Claymore Investments, Inc. Claymore ETFs: Intelligent ETFs for Canada Claymore Investments (Canada) is a subsidiary of Claymore Group (US) Designed for Canadian
More informationLongRun Monthly Strategy Review. Commentary. Oct 2017
LongRun Monthly Strategy Review Oct 2017 AR 1.78% AG -0.61% TMG +1.50% SP500 +2.36% R2000 +0.73% GDP +0.35% Commentary Market history says that October can be a dangerous month and 2017 marked the 40 th
More informationICF ishares Cohen & Steers REIT ETF
ishares Cohen & Steers REIT ETF ETF.com segment: Equity: U.S. Real Estate Competing ETFs: PPTY, VNQ, SCHH, IYR, XLRE Related ETF Channels: Fundamental, U.S., Smart-Beta ETFs, Sectors, Equity, North America,
More informationCommentary. Things turn out best for the people who make the best of the way things turn out. - John Wooden
LongRun Monthly Strategy Review Dec 2018 AR +0.1% AG -0.3% TMG -9.8% SP500-8.8% GDP -4.9% Commentary As noted last month, December got off to a bad start wiping out November s equity market gains in the
More informationTactical Investing Basics: Absolute Return Strategies, Over a Full Market Cycle
Tactical Investing Basics: Absolute Return Strategies, Over a Full Market Cycle Presented by: Laif E. Meidell, CMT President American Wealth Management laif@financialhealth.com 775-332-7000 Disclaimers
More informationSetting The Record Straight: Achieving Success Beyond a Day with Leveraged and Inverse Funds. Live Webinar September 16, p.m.
Setting The Record Straight: Achieving Success Beyond a Day with Leveraged and Inverse Funds Live Webinar September 16, 2009 2 3 p.m. EDT Welcome Ma. Hougan Managing Director ETF Analy?cs IndexUniverse.com
More informationCommentary. Without deviation from the norm, progress is not possible. Frank Zappa
LongRun Monthly Strategy Review Aug 2016 AR -0.71% AG -5.21% TMG -2.67% SP500 +0.12% R2000 +1.78% GDP -0.57% Commentary August was a quiet month in most markets with the major US equity indices making
More informationETF Global Quant Equity 10
ABOUT ETF GLOBAL ETF Global ( ) is a leading provider of investment decision support applications, proprietary risk analytics and educational offerings to a diverse, worldwide client base. While ETF Global
More informationPBE Invesco Dynamic Biotechnology & Genome ETF
Invesco Dynamic Biotechnology & Genome ETF ETF.com segment: Equity: U.S. Biotech Competing ETFs: IBB, XBI, FBT, BBC, CNCR Related ETF Channels: Biotech, Smart-Beta ETFs, U.S., Sectors, Healthcare, Biotechnology,
More informationS&P Day A/D Line
Stocks Above 5-Day The S&P 5 experienced its first 1%+ move in either direction today for the first time in 58 trading days. The 1.4% drop left the index below its 5-day moving average as well. Market
More informationRollercoaster Ride Ahead
1 11 21 31 41 51 61 71 81 91 101 111 121 131 141 151 161 171 181 191 201 211 221 231 241 251 Rollercoaster Ride Ahead The Dow Jones Industrial Average reached a new high of 21,115.55 on March 1 st. With
More informationW.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR)
W.E. Donoghue Power Dividend Total Return Index TM (PWRDXTR) A Tactical Dividend Strategy for Today s Low Yield World For more information call: 800 642-4276 S&P 500 Index Since the Turn of the Millennium
More informationTactical Stocks-Bonds Strategy
Tactical Stocks-Bonds Strategy FACT SHEET December 31, 2017 60 State Street, Suite 700 Boston, Massachusetts 02109 team@modelcapital.com 617-854-7417 http://modelcapital.com/ FIRM S INVESTMENT PHILOSOPHY
More informationImproving on Buy and Hold: Tactical Asset Allocation Mebane Faber March 3, 2009
Improving on Buy and Hold: Tactical Asset Allocation Mebane Faber March 3, 2009 Advisor Perspectives welcomes guest contributions. The views presented here do not necessarily represent those of Advisor
More informationFVC First Trust Dorsey Wright Dynamic Focus 5 ETF
First Trust Dorsey Wright Dynamic Focus 5 ETF ETF.com segment: Equity: Global - Total Market Competing ETFs: DWLV, QXGG, ASET, VT, ACWI Related ETF Channels: Smart-Beta ETFs, Total Market, Broad-based,
More informationPlaying The Bull Market s Final Inning(s)
Playing The Bull Market s Final Inning(s) Douglas Ramsey, CFA, CMT Mid-September 2013 FOR PROFESSIONAL USE ONLY. FURTHER DISTRIBUTION OF THE INFORMATION CONTAINED HEREIN IS PROHIBITED WITHOUT PRIOR PERMISSION.
More informationISHARES NASDAQ BIOTECHNOLOGY ETF (IBB)
ISHARES NASDAQ BIOTECHNOLOGY ETF (IBB) $109.44 USD Risk: High Zacks ETF Rank 2 - Buy Fund Type Issuer Benchmark Index Health Care ETFs BLACKROCK NASDAQ BIOTECHNOLOGY INDEX IBB Sector Weights Date of Inception
More informationIYR ishares U.S. Real Estate ETF
IYR ishares U.S. Real Estate ETF ETF.com segment: Equity: U.S. Real Estate Competing ETFs: VNQ, SCHH, XLRE, RWR, USRT Related ETF Channels: North America, U.S., Vanilla, DJ Global United States (All) /
More informationMarch U.S. ETP Monthly Flash
March 2016 U.S. ETP Monthly Flash NYSE Arca U.S. Exchange Traded Products (ETP) Highlights from March 2016 In March, 10 new ETPs listed on NYSE Arca At the end of March, 1,558 ETPs were listed on NYSE
More informationAre We There Yet? # Days. Quantitative Investment Decisions 999 Vanderbilt Beach Road Suite 200 Naples, Florida
1 11 21 31 41 51 61 71 81 91 101 111 121 131 141 151 161 171 181 191 201 211 221 231 241 251 Are We There Yet? March lived up to expectations with a slightly negative Market return, -0.04%. The post-election
More informationU.S. EXCHANGE TRADED FUNDS MONTHLY FLASH APRIL 2017
U.S. EXCHANGE TRADED FUNDS MONTHLY FLASH APRIL 2017 NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs) HIGHLIGHTS FROM APRIL 2017 In April, 5 new ETFs 1 listed on NYSE Arca At the end of April, 1,514 ETFs were
More informationCommentary. "How ridiculous and how strange to be surprised at anything which happens in life." - Marcus Aurelius, Stoic philosopher
LongRun Monthly Strategy Review Jan 2018 AR +5.2% AG +5.3% TMG +5.1% SP500 +5.6% R2000+2.6% GDP +2.8% Commentary January took global markets to new heights after a better than expected 2017. Last month
More informationQuarterly Scorecard 1st Quarter 2015 what s INSIDE
Quarterly Scorecard 1st Quarter 2015 what s INSIDE ETF Stats Ticker: NAV Symbol:.NV Intraday Symbol:.IV Listing Exchange: NYSE Arca CUSIP: 00162Q 205 Fund Inception: 7/6/2009 Dividends Paid: Quarterly
More informationFidelity Real Estate Investment Portfolio
QUARTERLY FUND REVIEW AS OF DECEMBER 31, 2017 Fidelity Real Estate Investment Investment Approach Fidelity Real Estate Investment seeks above-average income and long-term capital growth, consistent with
More informationCommentary. Patience and perseverance have a magical effect before which difficulties disappear and obstacles vanish. - John Quincy Adams
LongRun Monthly Strategy Review Sep 2018 AR -2.0% AG-2.5% TMG -0.3% SP500 +0.6% GDP -0.04% Commentary Last month I pointed out that the S&P 500 large cap stock index had closed higher five months in a
More informationSectors Are Shifting: The Impact of the New GICS Framework
LEADERSHIP SERIES Sectors Are Shifting: The Impact of the New GICS Framework Four important considerations for sector investors. Denise Chisholm l Sector Strategist Richard Biagini l Quantitative Analyst
More informationMarket Overview. Sector Overview
September 20, 2010 The Weekly ETF Report is based on ValuEngine Chief Market Strategist Richard Suttmeier's proprietary market analytics. Suttmeier combines his technical analysis expertise with ValuEngine's
More informationLongRun Monthly Strategy Summary (6/30/2013) Commentary
Commentary June was a take-no-prisoners month in the markets. All 14 ETFs that we track for our strategies were down, ranging from -0.8% for US Small Cap Equity (IWM) to -11.5% for Metals & Mining (XME).
More informationDIA SPDR Dow Jones Industrial Average ETF Trust
SPDR Dow Jones Industrial Average ETF Trust ETF.com segment: Equity: U.S. - Large Cap Competing ETFs: SPY, IVV, VOO, IWB, SCHX Related ETF Channels: North America, Large Cap, U.S., Broad-based, DJ Industrial
More informationCommentary. You can t overlook volatility, but you don t let it push you around in the market - Boone Pickens
LongRun Monthly Strategy Review Nov 2018 AR +0.2% AG -0.9% TMG +2.4% SP500 +1.9% GDP +0.8% Commentary By way of a recap, US equity markets spent most of October going down before a scramble to recover
More informationPrepared By: David Advisor Prepared for: Joe Investor
Prepared By: David Advisor Prepared for: Joe Investor Content Investment philosophy Risk preference Asset mix History performance Portfolio constitution Disclaimer Date: 2009 10 2 RiskFile Porfolio Composer:
More informationInvesco PowerShares Attribution Report PowerShares QQQ (QQQ) vs. S&P 500 Index
Invesco PowerShares Attribution Report PowerShares QQQ (QQQ) vs. S&P 500 Index March 31, 2018 Sources: Bloomberg, L.P., FactSet Research Systems, as of March 31, 2018. Not FDIC Insured May Lose Value No
More informationXBI SPDR S&P BIOTECH ETF
SPDR S&P BIOTECH ETF ETF.com segment: Equity: U.S. Biotech Competing ETFs: FBT, BBC, CNCR, BBP, IBB Related ETF Channels: North America, Biotech, Equal-Weighted, Smart-Beta ETFs, S&P Biotechnology Select
More informationSDY SPDR S&P Dividend ETF
SPDR S&P Dividend ETF ETF.com segment: Equity: U.S. - High Dividend Yield Competing ETFs: VYM, DVY, FVD, DHS, PEY Related ETF Channels: North America, Smart-Beta ETFs, Dividend, U.S., Broad-based, Dividends,
More informationSPTM SPDR Portfolio Total Stock Market ETF
SPDR Portfolio Total Stock Market ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: VTI, ITOT, SCHB, IWV, IYY Related ETF Channels: North America, Total Market, U.S., Broad-based, Vanilla,
More informationNavellier Tactical Portfolios
Navellier Tactical Portfolios Defensive ETF Portfolios Designed for All Market Cycles As of December 31, 2015 Please see important disclosures at end of presentation. For Financial Consultant Use Only
More informationFocus on preservation of investor capital in down markets. Designed to put investor capital to work during sustained bull markets
A diversified portfolio including domestic equity, international, alternative, and fixed income components. ETF universe is ranked using a quantitative system based on market price anomalies and the direction
More informationJanuary 24, Michael Rechenthin, PhD Frank Kaberna
January 24, 2017 This week we provide a list of ETFs that are currently exhibiting some of the most liquid options all with a tastytrade liquidity rating of 3 or 4 stars. To dive deeper into the ETFs and
More informationLongRun Monthly Strategy Summary (11/30/2013) Commentary
Commentary U.S. equity markets continued to move higher in November while results were mixed in other areas. As we ve seen most of the year, diversification was a bad thing with the Global Diversified
More informationSelective Opportunistic Portfolios December 20, 2016
Selective Opportunistic Portfolios December 20, 2016 Prepared by Morningstar Investment Management LLC on behalf of TD Ameritrade Investment Management, LLC. Economic & Investment Outlook As the S&P 500
More informationETF Global Quant Equity 12
ABOUT ETF GLOBAL ETF Global ( ) is a leading provider of investment decision support applications, proprietary risk analytics and educational offerings to a diverse, worldwide client base. While ETF Global
More informationTrailing PE Forward PE Hold 6 Analysts. 1-Year Return: 3.5% 5-Year Return: 21.4%
Last Close 11.73 (CAD) Avg Daily Vol 961,084 52-Week High 11.84 Trailing PE 25.3 Annual Div 0.80 ROE 6.9% LTG Forecast -- 1-Mo 8.4% 2019 March 26 TORONTO Exchange Market Cap 1.4B 52-Week Low 9.27 Forward
More informationAspiriant Risk-Managed Equity Allocation Fund RMEAX Q4 2018
Aspiriant Risk-Managed Equity Allocation Fund Q4 2018 Investment Objective Description The Aspiriant Risk-Managed Equity Allocation Fund ( or the Fund ) seeks to achieve long-term capital appreciation
More informationFocus on preservation of investor capital in down markets. Designed to put investor capital to work during sustained bull markets
Portfolio A diversified 403(b) portfolio including domestic equity, international, alternative, and fixed income components. ETF universe is ranked using a quantitative system based on market price anomalies
More informationSPMD SPDR Portfolio Mid Cap ETF
SPDR Portfolio Mid Cap ETF ETF.com segment: Equity: U.S. - Extended Market Competing ETFs: PRFZ, VXF, ISMD, SMMD, SDVY Related ETF Channels: North America, Extended Market, U.S., Broad-based, Vanilla,
More informationQUAL ishares Edge MSCI U.S.A. Quality Factor ETF
ishares Edge MSCI U.S.A. Quality Factor ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: DGRO, MOAT, PKW, FNDB, RYJ Related ETF Channels: North America, Smart-Beta ETFs, Total Market, U.S.,
More informationVNQ Vanguard Real Estate ETF
VNQ Vanguard Real Estate ETF ETF.com segment: Equity: U.S. Real Estate Competing ETFs: SCHH, IYR, XLRE, RWR, USRT Related ETF Channels: North America, U.S., Broad-based, Vanilla, Equity, Real Estate, Sectors
More informationReal-time Analytics Methodology
New High/Low New High/Low alerts are generated once daily when a stock hits a new 13 Week, 26 Week or 52 Week High/Low. Each second of the trading day, the stock price is compared to its previous 13 Week,
More informationFocus on preservation of investor capital in down markets. Designed to put investor capital to work during sustained bull markets
A diversified portfolio including domestic equity, international, alternative, and fixed income components. ETF universe is ranked using a quantitative system based on market price anomalies and the direction
More informationCompanies we invest in
Companies we invest in Top holdings 31 December 2017 Company Weight Alphabet 5.90 Mastercard 5.18 Wells Fargo 4.36 Morgan Stanley 3.95 Home Depot 3.94 Unilever 3.93 Siemens 3.83 Throughout 2017, we have
More informationAMG Managers CenterSquare Real Estate Fund Class N (MRESX) Class I (MRASX) Class Z (MREZX) September 2018
Class N (MRESX) Class I (MRASX) Class Z (MREZX) September 2018 FOR INVESTMENT PROFESSIONAL USE ONLY NOT FOR DISTRIBUTION TO OR USE WITH THE GENERAL PUBLIC QUARTERLY PERFORMANCE (%) AND EXPENSE RATIOS as
More informationAn Introduction to Dynamic Overlay
Tactical investment strategy striving to preserve and grow client wealth An Introduction to Dynamic Overlay www.mrminv.com 12444 Powerscourt Drive Suite 350, St. Louis, MO 63131 1-(800) 233-1944 Q4 2018
More informationITOT ishares Core S&P Total U.S. Stock Market ETF
ishares Core S&P Total U.S. Stock Market ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: VTI, SCHB, IWV, SPTM, IYY Related ETF Channels: North America, U.S., Total Market, Broad-based,
More informationA Novel Business Cycle Multi-Asset Allocation Strategy
BUSINESS CYCLE ASSET ALLOCATION A Novel Business Cycle Multi-Asset Allocation Strategy June, 2017 Proforma Performance Comparison AASE Strategy v. S&P500 v. Stock/Bond Portfolio Proforma Performance Comparison
More informationA Novel Business Cycle Multi-Asset Allocation Strategy
BUSINESS CYCLE ASSET ALLOCATION A Novel Business Cycle Multi-Asset Allocation Strategy May, 2017 Proforma Performance Comparison AASE Strategy v. S&P500 v. Stock/Bond Portfolio Proforma Performance Comparison
More informationUSMF WisdomTree U.S. Multifactor Fund
WisdomTree U.S. Multifactor Fund ETF.com segment: Equity: U.S. - Total Market Competing ETFs: DGRW, QDF, TILT, FPX, LRGF Related ETF Channels: North America, Smart-Beta ETFs, Multi-factor, Total Market,
More informationSPOTTING TRENDS. Sectors & Industries
Sectors & Industries SPOTTING TRENDS Q1 2019 With each ebb and flow in the market, trends emerge that present opportunities for investors provided they have the necessary tools for action. Because firms
More informationU.S. EXCHANGE TRADED FUNDS MONTHLY FLASH AUGUST 2017
U.S. EXCHANGE TRADED FUNDS MONTHLY FLASH AUGUST 2017 NYSE ARCA U.S. EXCHANGE TRADED FUNDS (ETFs) HIGHLIGHTS FROM AUGUST 2017 In August, 12 new ETFs 1 listed on NYSE Arca At the end of August, 1,459 ETFs
More informationMTUM ishares Edge MSCI U.S.A. Momentum Factor ETF
ishares Edge MSCI U.S.A. Momentum Factor ETF ETF.com segment: Equity: U.S. - Total Market Competing ETFs: PDP, QMOM, DWTR, DWAQ, MMTM Related ETF Channels: North America, Smart-Beta ETFs, Total Market,
More informationVANECK VECTORS BIOTECH ETF (BBH)
VANECK VECTORS BIOTECH ETF (BBH) $132.32 USD Risk: High Zacks ETF Rank 1 - Strong Buy Fund Type Issuer Benchmark Index Health Care ETFs VAN ECK MVIS US LISTED BIOTECH 25 INDEX BBH Sector Weights Date of
More informationISHARES NASDAQ BIOTECHNOLOGY ETF (IBB)
ISHARES NASDAQ BIOTECHNOLOGY ETF (IBB) $106.77 USD Risk: High Zacks ETF Rank 3 - Hold Fund Type Issuer Benchmark Index Health Care ETFs BLACKROCK NASDAQ BIOTECHNOLOGY INDEX IBB Sector Weights Date of Inception
More information