The Finominal US Long-Short Leverage Factor Index measures the performance of the top and bottom 30% of stocks ranked on debt-over-equity. The long portfolio is comprised of stocks with low debt-over-equity, and the short portfolio of stocks with high debt-over-equity. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSDOE |
| Name | Finominal US Long-Short Leverage Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | -2.38 % |
| YTD | -0.34 % |
| 1-Year | 2.54 % |
| 3-Year | -0.07 % |
| 5-Year | -9.57 % |
| Since Inception | -24.48 % |