Fund Providers
To create an innovative ETF in a unique niche— one that generates alpha and reduces exposure to risk— you need an index customized to your specific ideas and needs.
Consider this. Since 2006 Sabrient has used its multi-factor, 100-percent-rules-based quantitative methodology to build a unique index franchise. Our nontraditional approach to index construction incorporates macroeconomic and micro-dynamic strategies that layer alpha generation on beta exposure to sectors, style boxes, and a variety of market niches. The result is a growing family of innovative indices. Among them:
- A “defensive equity” large-cap index designed to achieve a superior risk-return during periods of weakness in the markets and/or the overall American economy, while still offering the potential for gains during periods of market strength and economic growth. Licensed to Guggenheim; tracked by the 5-STAR Guggenheim Defensive Equity ETF (DEF). Small- and mid-cap and sector-specific indices available for licensing.Learn more.
- An “insider sentiment” all-cap index designed to help markets incorporate significant insider information into stock valuation. Licensed to Guggenheim; tracked by the 4-STAR Guggenheim Insider Sentiment ETF (NFO). Cap-specific and sector-specific indices available for licensing. Learn more.
- A "insider/analyst quant-weighted" multi-cap index with a defensive strategy overlay. Licensed to Direxion; tracked by the Direxion All Cap Insider Sentiment Shares (KNOW). Learn more.
- Two “global balanced” indices that employ a quantitative approach to select multiple asset classes using ETFs trading on the Toronto Stock Exchange. Licensed to BlackRock (iShares); tracked by iShares Balanced Income CorePortfolio™ Funds (TSX: CBD) and iShares Balanced Growth CorePortfolio™ Funds (TSX: CBN). Learn more.
- Two alpha-generating, low-volatility indices co-branded with Thomson Reuters—one long, the other long/short. Sabrient’s proprietary formula for distinguishing between undervalued and overvalued companies based on short and longer-term growth metrics differentiate these indices from others in the market. Learn more.
- A family of 32 QuickResponse™ (QR) Indices based on 8 macroeconomic trends: inflation, U.S. dollar, euro, Australian dollar, oil prices, copper prices, Treasury bonds, and volatility. Each macroeconomic trend is represented by four indices, each with 50 to 100 stocks: two indices for the strong macroeconomic trend (one that outperforms in the strong trend and one comprised of stocks to avoid during the strong trend) and two indices for a weak macroeconomic trend (one that outperforms in the weak trend and one comprised of stocks to avoid in the weak trend). Portfolio managers can overweight (or add to their portfolio) or underweight (or remove from their portfolio) stocks reflected in the index that mirrors the current macroeconomic trend. Learn more.
- Two market-trend indices based on Sabrient’s proprietary “Bull Score” and “Bear Score." One is designed to perform well in bull markets; the other is designed to perform well in bear markets. These indices can be customized with additional factors that increase the indices’ basic bullish or bearish flavor. Learn more.
- A co-branded index with Stutland Volatility Group that uses gold contracts as the underlying assets and option overlays to achieve low volatility. Learn more.
- A low volatility index, co-branded with Stutland Volatility Group, that uses options overlays with underlying assets that mimic the VIX. Learn more.
All indices are available for licensing; those currently licensed may be available for cap-specific or sector-specific licensing. Contact us for more information.
