Country Ranking Model

OUR COUNTRY RANKING MODEL UNCOVERS
THE MOST ATTRACTIVE COUNTRIES IN THE WORLD

Our proprietary country ranking model was built in 2005 and has been used to construct ETF portfolios for over 10 years. The monthly model is designed to be consistent, disciplined, and repeatable. It uses a multi-factor approach to uncover the most attractive countries in the world and is implemented through a variety of international and global ETF strategies.

Our Monthly Country Ranking Process

Qualify Countries

We use three key criteria to qualify countries for our universe. The countries in our current universe represent over 98% of world market capitalization.

In order for a country to qualify, it must:

  1. Be a member of the MSCI All Country World Index
  2. Have reliable monthly data
  3. Have a liquid ETF

Analyze Factors

Each month, we analyze approximately 40 factors in four major groups, based on our belief that certain factors drive the relative return of equity markets. Our factors are based on historically successful investment strategies and are consistent with economic theory. This helps reduce style risk in our portfolios.

Our four factor groups are:

  1. Fundamental
  2. Momentum
  3. Risk
  4. Valuation

View Our Research

Rank Countries

Our country ranking is done on a monthly basis during the first week of the month. We use two different ranking methodologies to evaluate relative attractiveness.

  1. Conviction-weighted based on the combined factor scores.
  2. Factor-weighted based on the absolute factor rankings.

 

View Our Current Ranking

Create Portfolios

Our portfolios are created and rebalanced monthly in accordance with our new country ranking model. Our portfolios are constructed using single-country ETFs in order to minimize single-security risk and provide low cost, diversified exposure to a country's equity market.

Our Global Portfolios

  • Core Equity
  • Opportunities
  • Long/Short

Our International Portfolios

  • International
  • International Factor Tilt
  • International Tactical
  • Emerging Markets
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