Knowledge Leaders Developed World ADR Index

 

Capture the Knowledge Effect with mid- and large-cap developed world companies
For core equity allocations to the developed world

PDF Fact Sheet – Developed World ADR Index      PDF Holdings – Developed World ADR Index 

About the Index

The Knowledge Leaders Developed World ADR Index is an equal-weighted index that tracks highly innovative companies. The index is designed to capture the Knowledge Effect, the tendency of stocks of highly innovative companies to experience excess returns. The index is constructed of Knowledge Leaders through Knowledge Leaders Capital’s proprietary process that measures a company’s investment in its future growth. The model adjusts a company’s financial history to capitalize these investments and reveal the companies with the greatest knowledge intensity. The companies that pass a quantitative Knowledge Leaders screen comprise the index. The index consists of mid- and large-cap companies from the developed world that have a US listed sponsored ADR or a secondary US listing. It rebalances twice a year, in March and September.

Performance
(as of 4/30/2017)

 

Risk Metrics
(as of 4/30/2017 - Trailing 10 Years)
Developed World ADR Index
MSCI World Index (TR)
Beta
0.95
1.00
Alpha (%)
4.50
0.00
Standard Deviation (%)
16.10
16.48
Sharpe Ratio
0.55
0.28
Treynor Ratio
8.35
3.36
Correlation (%)
97.00
100.00
Upside Capture (%)
105.41
100.00
Downside Capture (%)
84.52
100.00
Max Drawdown (%)
-47.16
-54.03
Real-time Pricing & Specs
(up to the minute)

KNLGAX

Knowledge Leaders
Developed World ADR Index (TR)

KNLGA

Knowledge Leaders
Developed World ADR Index (PR)

Terms and Conditions

An investor cannot invest directly in an index.  The Index performance does not represent the performance of any investment product offered by Knowledge Leaders Capital, LLC. The performance of client accounts may vary from the Index performance. Index returns shown are not reflective of actual investor performance nor do they reflect fees and expenses applicable to investing. The Index data is the property of Knowledge Leaders Capital, LLC, which has contracted with SolactiveAG to calculate and maintain the indexes. The launch date of the Knowledge Leaders Developed World ADR Index (Bloomberg ticker KNLGAX) is 9/13/16 and the base date of the index calculation is 3/31/2000. The returns of the Index prior to the launch date are based on applying the rules in effect as of the launch date retroactively to historical periods to and including the base date. Such historical results are not based on an Index that was maintained in real time. To obtain additional index methodology and constituent components, please click here: KNLGAX index.