MVIS Global Long/Short Equity Index Up 1.09% in September

Oct 6 2016 | 10:43pm ET

Index provider MVIS has announced the September performance of its six investable long/short equity indices.

Each index is constructed using liquid ETFs and U.S. Treasury securities to produce hedge fund-style returns without hedge fund pricing, opaqueness and redemption restrictions, the company said. All six of the measures booked positive results in September, with the firm’s MVIS Global Long/Short Equity Index returning 1.09%. Returns were led by the MVIS Asia Developed Long/Short Index, which gained 1.10%; worst of the group was the MVIS North America Long/Short Equity Index, which was essentially flat at +0.06%.


Index Ticker 1-Mo. 3-Mo. 1-Yr Life (annual)
MVIS North America L/S Equity MVLSNATR 0.06% 2.04% 5.91% 6.38%
MVIS Emerging Markets L/S Equity MVLSEMTR 0.61% 2.79% 9.90% 4.15%
MVIS Western Europe L/S Equity MVLSWETR 0.42% 3.76% 3.53% 3.42%
MVIS Asia (Developed) L/S Equity MVLSDATR 1.10% 5.28% 6.85% 5.02%
MVIS Global L/S Equity Index MVLSGLTR 1.02% 4.85% 5.78% 5.93%
MVIS Global Event L/S Equity MVEVEQTR 1.09% 3.50% 7.35% 4.76%

 

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, according to the company. 

Owned by financial services giant Van Eck, MVIS develops, monitors and licenses a selection of focused, investable and diversified benchmark indices specifically designed to underlie financial products. The company’s products cover several asset classes, including hard assets and international equity markets as well as fixed income markets.

Approximately $12 billion in assets under management are currently invested in financial products based on MVIS Indices.


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