MarketGrader Large Cap Value Index


Base Date:

20071231

No. of Components:

100

Minimum Market Cap:

USD $3 billion

Minimum Daily Avg. Liquidity:

USD $2 million

Sector Limit:

N/A

Geographic Exposure:

United States

Rebalance Frequency:

Semi-annual

Underlying Universe:

Companies domiciled in the North America, excluding Canada, listed in U.S. exchanges


Methodology


Selection


Equal Weighting
All index constituents are equally weighted every time the index is rebalanced. No weight modifications or adjustments are made to the index between rebalance periods.


Liquidity
All index constituents must have a minimum total market cap of USD $3 billion and a minimum 3-month daily traded value of USD $2 million.


Diversification


Rebalance Discipline
The index is rebalanced semi-annually, on the third Friday of March and September.

Strategy




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