MV Index Solutions (MVIS) today announced the December performance of its six investable Long/Short Equity Indices. Each index is constructed using transparent, liquid ETFs and US Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness and redemption restrictions.
With a history stretching back to 2003, the MVIS Long/Short Equity Indices use a patented methodology in seeking to capture the beta returns of universes of statistically similar hedge funds that exhibit in aggregate consistently high concentrations of beta. MVIS currently offers four regional and two global long/short equity strategies.
The table below shows the performance of the indices for December 2016 and for selected periods:
| Initial Date of | Life | ||||||||||
Index | Publication | Ticker | 1-Month | 3-Month | 1-Year | (ann.)* | ||||||
MVIS North America Long/Short Equity Index | 21-Nov-12 | MVLSNATR | 1.45% | 1.42% | 3.56% | 6.37% | ||||||
MVIS Emerging Markets Long/Short Equity Index | 21-Nov-12 | MVLSEMTR | 0.49% | -0.09% | 5.56% | 4.04% | ||||||
MVIS Western Europe Long/Short Equity Index | 21-Nov-12 | MVLSWETR | 0.54% | 1.21% | 0.75% | 3.45% | ||||||
MVIS Asia (Developed) Long/Short Equity Index | 21-Nov-12 | MVLSDATR | 1.34% | 2.32% | 5.32% | 5.11% | ||||||
MVIS Global Long/Short Equity Index | 21-Nov-12 | MVLSGLTR | 0.26% | 1.52% | 1.86% | 5.94% | ||||||
MVIS Global Event Long/Short Equity Index | 21-Nov-12 | MVEVEQTR | -0.85% | -2.66% | 1.58% | 4.45% |
*MVLSNATR/MVLSWETR/MVLSGLTR/MVEVEQTR, 31-Oct-03. MVLSDATR, 29-Oct-04.
MVLSEMTR, 31-Jul-06.
Any information presented prior to the Initial
Publication Date is back-tested. Back-tested performance is not actual
performance, but is hypothetical. The back-test calculations are based
on the same methodology in effect when the indices were published. Index
methodology details are available at www.mvis-indices.com.
Data
as of 31 December 2016.
Detailed information about MVIS Long/Short Equity Indices including methodology details and index data is available on www.mvis-indices.com.
About MVIS:
MV Index Solutions (MVIS) develops, monitors and licenses the MVIS Indices, a selection of focused, investable and diversified benchmark indices which are especially designed to underlie financial products. MVIS Indices cover several asset classes, including hard assets and international equity markets as well as fixed income markets. Approximately USD 12.43 billion in assets under management are currently invested in financial products based on MVIS Indices. MVIS is a VanEck company.
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