Quantitative Methodology Indexes Category Report

Last modified: January 29, 2010

The Quantitative Methodology Indexes ETFdb Category contains 17 ETFs with a total market capitalization of approximately $660 million (as of January 29, 2010)

The following are the three largest ETFs in this ETFdb Category by market capitalization (as of January 29, 2010):

Ticker ETF Market Cap
PWC PowerShares XTF: Dynamic Markets Portfolio $247 million
PDP PowerShares DWA Technical Leaders $121 million
FVL First Trust Value Line 100 Fund $57.5 million

View all ETFs in this ETFdb Category

Quantitative Methodology ETFs are funds that implement various ranking systems and screening criteria to determine the holdings and weightings. Whereas the compositions of most underlying indexes are based on readily available data, such as market capitalization, ETFs in this ETFdb Category use (primarily) proprietary methodologies to filter individual stocks that fit a certain profile.

The objectives of screening equity universes in such a manner include both an attempt to generate excess returns (alpha), as well as to construct an index that fits a certain risk/return profile. Examples of screening methodologies employed by ETFs in this ETFdb Category include:

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