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Northern Trust Emerging Markets Quality Low Volatility Index

 
 
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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 expertise 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
Inception Date30-JUN-14
Index Value at Inception Date1,000
Hypothetical Inception Date12/31/2007
Index Value at Hypothetical Inception Date640.37

Total Returns

As of 19-AUG-19
 1 Month %1 Month Annualized %3 Month %3 Month Annualized %6 Month %6 Month Annualized %YTD %YTD Annualized %Since Inception %Since Inception Annualized %Inception Date
NTEQLVNTR
-5.35-47.660.682.68-2.51-4.993.215.1420.853.7530-JUN-14
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Index Characteristics
 
Index Constituents177
Weighted Average Market Capitalization$76,395,420,485.36
Weighted Average Yield3.16%
19-AUG-19
Weighted Average P/E13.73
Weighted Average P/B1.76
Weighted Average ROE18.88
Index Composition

Top 10 Constituents Weights
View All

as of 19-AUG-19
Security NameWeight
TENCENT HOLDINGS LTD4.24%
ALIBABA GROUP HOLDING LTD3.86%
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD3.71%
CHINA MOBILE LTD3.61%
SAMSUNG ELECTRONICS CO LTD2.97%
BANK CENTRAL ASIA TBK PT2.12%
NASPERS LTD1.67%
BANCO DE CHILE1.17%
CHINA CONSTRUCTION BANK CORP1.16%
AIRPORTS OF THAILAND PCL1.04%
% of Index25.55%

Index Sector Weightings
 

as of 19-AUG-19
SectorWeight
Financials24.88%
Communication Services13.98%
Consumer Discretionary12.43%
Information Technology12.38%
Consumer Staples9.06%
Industrials6.35%
Energy5.54%
Materials5.26%
Health Care4.96%
Utilities4.50%
Real Estate0.67%
TOTAL100.00%

Top 10 Country Weightings

as of 19-AUG-19
CountryWeight
CHINA29.29%
TAIWAN13.73%
SOUTH KOREA9.91%
INDIA9.06%
BRAZIL6.27%
SOUTH AFRICA4.16%
MALAYSIA4.02%
THAILAND3.96%
INDONESIA3.45%
PHILIPPINES2.99%
% of Index86.84%
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 MethodologyIndex HoldingsRebalance ScheduleIndex Performance since
Hypothetical Inception
Northern Trust Emerging Markets Quality Low Volatility Index
NTEQLVNTR
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