The Finominal Size Factor Index (SIZ.F) measures the performance of the top and bottom 30% of global stocks ranked on their market capitalizations. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | SIZ.F |
| Name | Finominal Size Factor Index |
| Inception Date | 3 Feb 2002 |
| Return Type | Excess Return |
| Currency | USD |
| Performance | |
|---|---|
| 3 Months | 2.80 % |
| YTD | -1.45 % |
| 1-Year | 0.05 % |
| 3-Year | -9.71 % |
| 5-Year | -19.50 % |