RT Journal Article
SR Electronic
T1 Dynamic Market Intellidex™
JF ETFs and Indexing
FD Institutional Investor Journals
SP 81
OP 87
VO 2006
IS 1
A1 Michael Krause
YR 2006
UL http://guides.pm-research.com/content/2006/1/81.abstract
AB Index investing has gained popularity in recent years; however, most indexes were not developed as investment vehicles. The Dynamic Market Intellidex™ represents a new approach to index construction by selecting stocks for inclusion based on investment merit, as opposed to traditional indexes which select a representative sampling of stocks regardless of their investment merit. The Dynamic Market Intellidex™ has outperformed the broader market represented by the S&P Composite 1500 in each of the last one, three, five, and ten year periods.