QuantShares U.S. Market Neutral

Sep 8 2011

ETP: On the 07.09.2011 QuantShares launched it first ETP's based on 7 Dow Jones U.S. Thematic Market Neutral Indexes. These 7 product are not only Market but also Sector Neutral, and represent some of the most novel approaches to Market Neutral Strategies available on the ETP scene today.

 

 

QuantShares U.S Market Neutral Momentum Fund (MOM US; CUSIP: 351680103)

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.

 

QuantShares U.S Market Neutral Anti-Momentum Fund (NOMO US; CUSIP: 351680608)

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 Anti-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 lowest momentum stocks as long positions and highest momentum stocks as short positions, of approximately equal dollar amounts, within each sector.

 

QuantShares U.S. Market Neutral Size Fund (SIZ US; CUSIP: 351680400)

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 Total Return Size 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 lowest capitalization stocks as long positions and highest capitalization stocks as short positions, of approximately equal dollar amounts, within each sector.

 

QuantShares U.S. Market Neutral Quality Fund (QLT US; CUSIP: 351680509)

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 Quality 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 quality stocks as long positions and lowest quality stocks as short positions, of approximately equal dollar amounts, within each sector.

 

QuantShares U.S. Market Neutral Beta Fund (BTAH US; CUSIP: 351680301)

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 Beta 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 beta stocks as long positions and lowest beta stocks as short positions, of approximately equal dollar amounts, within each sector.

 

QuantShares U.S. Market Neutral Anti-Beta Fund (BTAL US; CUSIP: 351680707)

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 Anti-Beta 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 lowest beta stocks as long positions and highest beta stocks as short positions, of approximately equal dollar amounts, within each sector.

 

QuantShares U.S. Market Neutral Value Fund (CHEP; CUSIP: 351680202)

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 Value 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 most undervalued stocks as long positions and the most overvalued stocks as short positions, of approximately equal dollar amounts, within each sector.