MV Index Solutions launches global long/short equity index

May 19th, 2017 | By | Category: Alternatives / Multi-Asset

MV Index Solutions has launched the MVIS All World Long/Short Equity Index which aims to capture the systematic returns (beta) of long/short equity hedge funds that invest both regionally and globally.

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The MVIS All World Long/Short Equity Index captures the systematic returns (beta) of long/short equity hedge funds.

The index’s methodology analyses the regional MVIS Long/Short Equity Indices (North America, Western Europe, Asia, and emerging markets) to identify the factors driving their returns, before constructing a low volatility portfolio of ETFs corresponding to the factors with the most positive momentum.

The index may be used to underlie future investment products, such as ETFs, designed to provide exposure to the alternatives asset class.

Thomas Kettner, managing director at MV Index Solutions, commented: “By investing in financial products based on our Long/Short Equity Indices, any investor can tap the returns of hedge funds. Additionally, our Long/Short Equity Indices are less volatile than the equity markets they cover, making it a more predictable investment.”

As of 19 May 2017, the index is exposed to Treasury Bills (64.0%), the SPDR Technology Select Sector ETF (20.1%), the PowerShares QQQ Trust Series (15.3%), the SPDR S&P Regional Banking ETF (12.7%), the iShares S&P 100 ETF (7.2%), and the iShares Russell 2000 Value ETF (-19.2%).

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