About ETFG Quant Rankings
In 2012, ETF Global® directed its proprietary quantitative models towards the world’s markets to pioneer a new direction in ETFs. ETFG launched its family of rankings constructed with the top rated Exchange Traded Funds from the world’s regions and markets. The ETF Global Quant Rankings are dynamic in that they are generated through the firm’s proprietary scoring models.
Eligible Securities: The ETF Global Quant Rankings begin with the current universe of Exchange Traded Products inclusive of all Exchange Traded Funds and Exchange Traded Notes. We exclude all levered products. Inverse ETNs and ETFs are ineligible.
Selection Process: Each day following the close of the NYSE at 4:00 PM ET, the selection process begins with the universe of eligible ETPs given the particular groupings i.e., geographic region, industry, sector, market capitalization etc. Once identified, each eligible security is ranked by the firm’s proprietary quantitative algorithms with scores ranging from 1-100, carried to two decimal places. The top ranked ETFs are selected to populate the respective group i.e., 25, 50, 100 etc.
|ETFG QUANT Rankings|
|ETFG Quant 25||ETFG Behavioral 25||ETFG Global Themes 25||ETFG Fundamental 25|
|ETFG Quant 50||ETFG Behavioral 50||ETFG Global Themes 50||ETFG Fundamental 50|
|ETFG Quant 100||ETFG Behavioral 100||ETFG Global Themes 100||ETFG Fundamental 100|