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The diversified nature of the model allows it to provide superior risk- adjusted performance in both fundamental and momentum- driven markets.

 

AGA established a proprietary country ranking model in 2005 to help our clients achieve low cost diversification to global equity markets.  The model seeks to identify countries whose markets will outperform other world equity markets. 

 

The Model

The country ranking model uses a top-down approach to rank each country based on their underlying country level data. Currently there are over 40 individual factors that are classified in one of our five main factor groups:

          • Fundamental

          • Risk

          • Valuation

          • Momentum

          • Proprietary

           

Ranking Process

Every month AGA gathers the country level data for every country and factor in the model.  The investment committee convenes to determine if any factors should be increased or decreased in their overall weight to the model or if a factor group should be adjusted.  Based on these decisions, each country is given a relative attractiveness score to the other countries in the model.

 

All of the strategies use the same country ranks for their implementation.  The AGA Country Ranking Model can be applied to almost any developed world or regional benchmark.