The Finominal US Long-Short Size Factor Index measures the performance of the top and bottom 30% of stocks ranked on their market capitalizations. The long portfolio is comprised of small-cap stocks, and the short portfolio of large-cap stocks. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | USALSSIZ |
| Name | Finominal US Long-Short Size Factor Index |
| Inception Date | 4 Feb 2002 |
| Return Type | Long-Short |
| Currency | USD |
| Tradable Instrument | - |
| Performance | |
|---|---|
| 3 Months | -0.18 % |
| YTD | 0.80 % |
| 1-Year | 5.04 % |
| 3-Year | -7.94 % |
| 5-Year | -16.21 % |
| Since Inception | -7.69 % |