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Oct. 24, 2014, 11:34 AM
- The Global X JPMorgan U.S. Sector Rotation Index ETF (NYSEARCA:SCTO) is a fund of funds ETF; it will track a portfolio of other ETFs from an index that includes 11 funds—the popular nine Select Sector SPDRs, a real estate fund and a short-term Treasury fund.
- The Global X JPMorgan Efficiente Index ETF (NYSEARCA:EFFE), like SCTO, tracks an index designed to select the 11 ETFs from its fund universe exhibiting the best returns over the prior six-month period along with annualized volatility of no more than 10 percent.
- “You’ve seen billions go into these tactical strategies, we believe there’s gap in providing an ETF wrapper in the space, and in having a top-tier firm to provide the backbones for these strategies,” said Bruno del Ama, chief executive of Global X, in a press release.
- Other sector rotation ETFs: CAPE, FV, HUSE
Jul. 22, 2014, 10:58 AM
- The First Trust Dorsey Wright International Focus 5 ETF (Pending:IFV), a follow-up to the First Trust Dorsey Wright Focus 5 ETF (NASDAQ:FV) will launch on Wednesday, July 23rd.
- IFV will feature the relative ranking system to select five ETF holdings that Dorsey, Wright & Associates provided for FV, but focusing this time on only international ETFs.
- "International investing has always been a passion of mine," said Tom Dorsey, President and CEO of Dorsey, Wright & Associates. "I am excited that we have collaborated with First Trust to bring a second ETF that captures the Dorsey Wright Focus Five methodology and now provides investors with a tactical international equity strategy."
- Other sector rotation ETFs: CAPE, HUSE
Mar. 5, 2014, 12:27 PM
- First Trust will be growing its product base on March 6th with the launch of the Dorsey Wright Focus 5 ETF (FV).
- The fund is based on the Dorsey Wright systematic momentum strategy for sector rotation and will invest in ETFs in the index.
- "This is a strategy that Dorsey Wright created and has maintained for years," said Tom Dorsey, President & CEO of Dorsey, Wright & Associates; "I personally use the strategy in my portfolio as an important piece of the core."
- Other momentum and sector rotation ETFs: CAPE, SPHQ, HUSE, GSAX, GSGO, GSMA
Jun. 11, 2013, 9:41 AMAdvisorShares will be closing its actively managed sector rotation ETF SSAM on 14th June. The fund has failed to generate investor interest, losing more than 6% in the year and a half since it launched. SPY is up 20% over that period. Closure of ETFs and ETNs with unsuccessful strategies sets up the industry for smooth long-term growth. | Comment!
Oct. 11, 2012, 11:19 AMThe Barclays ETN + Shiller CAPE ETN (CAPE) opens for trade. The note tracks an index using Shiller's cyclically adjusted PE ratio (CAPE) to identify relatively undervalued sectors of the S&P. The index then buys the undervalued sectors with the strongest price momentum over the past year. | Comment!
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CAPE vs. ETF Alternatives
The return of the ETNs is linked to the performance of the Shiller Barclays CAPETM US Core Sector Index (the “Index”). The return on the ETNs is linked to the performance of the Index. The Index seeks to provide a notional long exposure to the top four relatively undervalued US equity sectors that also exhibit relatively strong price momentum. The Index incorporates the CAPE (Cyclically Adjusted Price Earnings) ratio to assess equity market valuations of nine sectors on a monthly basis and to identify the relatively undervalued sectors represented in the S&P 500®. The S&P 500® is intended to provide an indication of the pattern of stock price movement in the U.S. equities market. The Index then selects the top four undervalued sectors that possess relatively stronger price momentum over the past twelve months and allocates an equally weighted notional long position in the total return version of the S&P Select Sector Indices (each, a “Sector Index”) corresponding to the selected sectors. We refer herein to the Sector Indices represented in the Index at any given time collectively as the “Index Constituents”. The Index Constituents are calculated, maintained and published by Standard & Poor’s Financial Services LLC (“S&P” or the “sector index sponsor”).
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