| Index Overview |
| The Northern Trust Emerging Markets Quality Low Volatility Index is designed to construct a high quality universe of companies that possess lower overall absolute volatility (i.e. risk) relative to an eligible emerging market universe. An emphasis is placed on a company’s income and capital growth, while also reducing overall volatility of returns relative to an eligible universe of emerging market securities. The proprietary Northern Trust quality factor is used to identify companies that exhibit strength in profitability, management efficiency and cash flow. |
| Index Construction |
| Optimized |
| Index Methodology |
The construction of the Index begins with a universe of eligible securities. All eligible securities are then optimized to achieve a reduction in volatility, as well as a quality tilt, all while systematic risk relative to the benchmark is managed during the optimization utilizing several constraints.
For more details on this methodology, please see the Index Documents tab. |
| Index Return Streams & Symbols |
- Price Return: NTEQLV
- Total Return: NTEQLVTR
- Net Total Return: NTEQLVNTR
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