Valuation-tilted capitalization weighted investment methods and products

摘要

Investment vehicles and methods for determining the composition of such investment vehicles based on a valuation-tilted, capitalization-weighted technique includes identifying assets to be included in an investment vehicle, calculating a asset valuation for each of the assets, ranking the assets based on their respective asset valuations, based on the ranking, identifying groupings of the assets, determining a group weighting factor for each of the groupings, and determining the composition of the investment vehicle based on the group weighting factors attributed to each of the groupings.