QuantShares U.S. Market Neutral Momentum ETF(MOM)- NYSEARCA
  • Oct. 5, 2015, 3:00 PM
    • Just 10% of ETFs are posting positive returns year-to-date, down from 66% one year ago, reports Bloomberg. Just seven ETFs have returns above 10% YTD versus 114 at this time last year.
    • The five best performers are niche funds with combined assets of just $260M. The #1 spot goes to the QuantShares U.S. Market Neutral Momentum Fund (NYSEARCA:MOM), with a 21% return. Number two is the Market Vectors China AMC SME - ChiNext ETF (NYSEARCA:CNXT) with a 17.8% return even after tumbling 45% since June 1.
    • Talk about niche - rounding out the top three is the WisdomTree Japan Hedged Health Care Fund (NYSEARCA:DXJH), up 16%, though down 18% since mid-August.
    • In spots four and five are two single-country European ETFs bucking the selloff in markets across the pond. The iShares MSCI Denmark Capped ETF (BATS:EDEN) and the iShares MSCI Ireland Capper ETF (NYSEARCA:EIRL) have each returned 14%.
    | Oct. 5, 2015, 3:00 PM
  • Mar. 5, 2015, 1:02 PM
    • The Arrow QVM Equity Factor ETF (NYSEARCA:QVM) is an equally-weighted portfolio of 50 stocks that simultaneously demonstrate strong quality, value and momentum characteristics.
    • This strategy is based on the Arrow Insights Quality Value Momentum Index, which has has shown a favorable risk/return profile relative to both the capitalization-weighted S&P 500 Index and the equal-weighted S&P 500 Index in historical analysis.
    • Broad quality, value or  momentum ETFs: PDP, QUAL, BFOR, MTUM, PWC, FAB, QVAL, MOM, MMTM, DWAQ, VLUE, VUSE
    | Mar. 5, 2015, 1:02 PM
  • Nov. 4, 2014, 1:10 PM
    • The Cambria Global Momentum ETF (NYSEARCA:GMOM) is an actively managed fund of funds investment, which will select its components using a quantitative screen for potential holdings with momentum and trend factors.
    • This is the 4th fund from Cambria, the first three being the Cambria Shareholder Yield ETF (NYSEARCA:SYLD), the Cambria Foreign Shareholder Yield ETF (NYSEARCA:FYLD) and the Cambria Global Value ETF (NYSEARCA:GVAL).
    • Other momentum ETFs: PDP, PIE, MTUM, PIZ, MOM, MMTM, DWAQ
    | Nov. 4, 2014, 1:10 PM | 9 Comments
  • Sep. 10, 2014, 4:38 PM
    • State Street Corporation's (NYSE:STT) new fund, the SPDR SSgA Risk Aware ETF, is designed to provide investors with competitive returns, compared to the broad U.S. equity market, and capital appreciation.
    • “The SPDR SSGA Risk Aware ETF (NYSEARCA:RORO) is targeted at providing investors an innovative solution for capitalizing on risk-on and risk-off fluctuations in the US equity market,” said Scott Ebner, senior managing director and global head of product development and research at State Street Global Advisors, in a statement.
    • Managed by SSGA’s Active Quantitative Equity Group, the fund will employ their quantitative market risk measurement model to identify, quantify and benefit from risk factors moving the markets at any given time.
    • Other broad U.S. equity ETFs built to maximize returns: USMV, QUAL, BFOR, PWC, FAB, VLUE, VUSE, PDP, MTUM, MOM, MMTM, DWAQ
    | Sep. 10, 2014, 4:38 PM
MOM Description
"The Fund seeks performance results that correspond to the price and yield performance, before fees and expenses of the Dow Jones U.S. Thematic Market Neutral Momentum Total Return Index. The target index, which is compiled by Dow Jones Indexes, is equal weighted, dollar neutral, sector neutral and is not levered. The index rebalances monthly by identifying the highest momentum stocks as long positions and lowest momentum stocks as short positions, of approximately equal dollar amounts, within each sector. The Exchange Traded Fund provides investors with the means of seeking the spread return between high and low momentum price stocks within the Dow Jones U.S. Index. A stock's momentum is based on its total return, which is a function of price performance and dividend returns over the first twelve of the last thirteen months. Stocks with a higher total return receive a higher ranking and stocks with a lower total return receive a lower ranking. Momentum investing entails investing in securities that have had above-average returns and shorting securities that have had below-average returns. The performance of the Fund will depend on the difference in the rate of return between its long positions and short positions. "
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