Dow Jones Indexes has licensed seven market-neutral indexes for the QuantShares family of seven exchange-traded funds (ETFs) by Boston-based FFCM. The indexes reflect the performance of long/short strategies and are market- and sector-neutral. The indexes include the Dow Jones U.S. Thematic Market Neutral Beta Index that reflects the performance of an investment strategy that is long on high-beta companies and short on low-beta companies.
The Dow Jones U.S. Thematic Market Neutral Anti-Beta Index reflects the performance of an investment strategy that is short on high-beta companies and long on low-beta companies. The index universe consists of stocks that are segmented into 10 industries and each index is weighted equally.
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