
Data, Calculations, and Terminology used in the graphs
DataCore utilizes its next generation Dominant Factor™ methodology to automate construction of investible asset portfolios that afford competitive returns with lower downside risk in difficult markets.
Dominant Factor™ Indices are quantitative dynamic portfolios of ETFs selected for their Antifragility.
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Dominant Factor™ Indices characteristics:
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Constituents are picked out of pre-selected universe of liquid exchange-traded products, such as ETFs
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Monthly index constituent updates. The pre-selected universe itself is updated annually
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Each potential constituent risk-reward profile is analyzed based on Dominant Factor™ proprietary methodology
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Index constituent selection and its weight determination are data-driven and automated
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Superior long-term risk-adjusted performance with lower downside risk
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Resulting index is not only smart beta, but is smart gamma as well: it avoids bad convexity
DataCore utilizes its next generation Dominant Factor™ methodology to automate construction of investible asset portfolios that afford competitive returns with lower downside risk in difficult markets.
Dominant Factor™ Indices are quantitative dynamic portfolios of ETFs selected for their Antifragility.