Knowledge Leaders United States Index

 

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

PDF Fact Sheet – United States Index      PDF Holdings – United States Index 

About the Index

The Knowledge Leaders United States 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 United States. It rebalances twice a year, in March and September.

Performance
(as of 7/31/2017)

 

Risk Metrics
(as of 7/31/2017 - Trailing 10 Years)
United States Index (TR)
S&P 500 (TR)
Beta
1.03
1.00
Alpha (%)
3.05
0.00
Standard Deviation (%)
16.12
15.17
Sharpe Ratio
0.67
0.50
Treynor Ratio
9.68
6.58
Correlation (%)
97.00
100.00
Upside Capture (%)
109.33
100.00
Downside Capture (%)
94.56
100.00
Max Drawdown (%)
-46.46
-51.44
Real-time Pricing & Specs
(up to the minute)

KNLGUSX

Knowledge Leaders
United States Index (TR)

KNLGUS

Knowledge Leaders
United States 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 United States Index (Bloomberg ticker KNLGUSX) is 8/15/16 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: KNLGUSX index.