The Finominal Value Factor Index (VAL.F) measures the performance of the top and bottom 30% of global stocks ranked on a combination of price-to-book and price-to-earnings ratios. Stocks must have a minimum market capitalization of $1 billion. Portfolios are constructed to be beta-neutral and rebalanced monthly.
| Key Characteristics | |
|---|---|
| Ticker | VAL.F |
| Name | Finominal Value Factor Index |
| Inception Date | 3 Feb 2002 |
| Return Type | Excess Return |
| Currency | USD |
| Performance | |
|---|---|
| 3 Months | -2.24 % |
| YTD | 0.27 % |
| 1-Year | -0.80 % |
| 3-Year | -3.98 % |
| 5-Year | 33.68 % |