MV Index Solutions (MVIS) has launched the MVIS All World Long/Short Equity Index.
The index captures the systematic returns (beta) of long/short equity hedge funds that invest both regionally and globally.
It analyses the regional MVIS Long/Short Equity Indices (MVLSDA, MVLSEM, MVLSGL, MVLSNA and MVLSWE) to identify the factors driving their returns. It then applies a patented methodology that constructs a low volatility portfolio of ETFs corresponding to the factors with the most positive momentum.
The new index complements the suite of MVIS Long/Short Equity indices that cover global and selected regional markets.
“By investing in financial products based on our Long/Short Equity Indices, any investor can tap the returns of hedge funds,” says Thomas Kettner, managing director at MVIS. “Additionally, our long/short equity indices are less volatile than the equity markets they cover, making it a more predictable investment.”
The MVIS Long/Short Equity Indices are reviewed monthly.
