SELV actively manages a portfolio of equity and equity-related securities, issued by large companies in the US, whilst aiming to achieve lower volatility than the broad US large-cap equity market. The selection process involves a combination of 1) a factor scoring model, which evaluates potential constituents from the investment universe based on measures of value, momentum, quality, and low volatility, 2) a risk model, for predicting common factor and stock specific risks, and 3) an optimization process that weighs certain factor characteristics exposure to ensure the attainment of its objective of low volatility. SELV launched as a part of SEIs first equity ETF offering, the Factor ETF suite.
公司网站 :
https://seic.com/what-we-do/investment-management/philosophy-and-process/active-asset-allocation/factor-investing-sei/enhanced-factor-etfs/sei-enhanced-low-volatility-us-large-cap-etf-selv
总经理:-
建立时间:2022
公司总部:SEI EXCHANGE TRADED FDS SEI Enhanced Low Volatility U.S. Large Cap ETF
领域:Miscellaneous
行业:Investment trusts/Mutual funds