The Finominal Quality Factor Index (QUA.F) measures the performance of the top and bottom 30% of global stocks ranked on a combination of profitability and leverage. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | QUA.F |
| Name | Finominal Quality Factor Index |
| Inception Date | 3 Feb 2002 |
| Return Type | Excess Return |
| Currency | USD |
| Performance | |
|---|---|
| 3 Months | -0.56 % |
| YTD | -2.78 % |
| 1-Year | -3.40 % |
| 3-Year | -0.60 % |
| 5-Year | -5.54 % |