ETF Global

About Model Portfolios

Each ETFG Dynamic Portfolio is comprised of the top ETFs as ranked by the ETF Global Quant model and the firm’s Research Policy Committee. The universe of U.S. Listed, equity ETFs is reviewed by the ETFG Quant model and the RPC daily and represents the broadest range of industry groups, sectors and geographic regions.  Please see the most recent quarter's overview, holdings and updated performance for the ETFG Dynamic Model Portfolio Program here:

Key Factors:
♦ Dynamic Selection Process
♦ Algorithm Generated Smart Beta Models
♦ Risk-Adjusted Portfolios
♦ Portfolio Flexibility to Meet Client Needs

4 "Base" Portfolios to Meet Client Needs:
♦ Aggressive Global Growth
♦ Moderate Global Allocation
♦ Balanced Global Growth & Income
♦ Conservative Global Income

Investment Process:  The ETFG® Quant Model

The ETFG Quant model assigns a daily ranking to all relevant products using proprietary algorithms and employing dozens of industry metrics to gauge how likely an ETF will outperform the market in the foreseeable future. The selection pool includes all U.S. Listed, Equity Exchange-Traded-Funds and excludes all levered and inverse funds.  The ETFG Quant model has four primary drivers: Behavioral, Fundamental, Global Themes, Quality

I.  Behavioral

Technical– We look at a broad spectrum of technical indicators and each factor is evaluated on a short, intermediate and long-term basis

Sentiment– This uses market based data to quantify how investors view or feel about the market. Each factor is measured and then weighted to get a single ranking value.

II.  Fundamental
The fundamental score consists of 4 primary factors. We are able to aggregate these ratios for the underlying equity holdings of the ETF and roll those up to generate the ETF level data point. These weighted data points are then scored and ranked based on short and long term views and include the following:

III.  Global Themes
This is a qualitative rank that ETFG assigns to sectors and a number of countries based on a general “Global Macro” view. This ranking allows ETFG to over/under weight specific areas based on a few global themes that ETFG views as having significant long-term impact on the markets.The Global Macro view includes:

IV.  Quality
 
This ranking reflects both the efficiency and quality of the ETF in question and is based upon 3 factors:

Portfolio

Investment Objective

Time Horizon

Asset Allocation

 Equity

Bonds

Alts

Cash

Aggressive Global Growth

Provide Long Term Growth

10-15 Years

70%

10%

15%

5%

Moderate Global Allocation

Provide High Total Return

7-9 Years

60%

 20%

15%

 5%

Balanced Global Growth & Income

Provide Balance of Growth and Income

5-7 years

40%

40%

5%

15%

Conservative Global Income

Provide Primarily current income

3-5 Years

10%

70%

0%

20%


Portfolio Construction:

Portfolio Constraints: