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Northern Trust Global Quality Real Estate Index

 
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Index Overview
The Northern Trust Global Quality Real Estate Index is designed to maximize exposure to quality, value and momentum factors, within a universe of companies operating in the real estate sector. The proprietary Northern Trust quality factor is used to identify companies that exhibit strength in profitability, management expertise and cash flow, while value and momentum factors are included to help provide long term capital appreciation and also mitigate risk.
Index Construction
Optimized
Index Methodology
The construction of the index begins with a universe of eligible securities. Eligible constituent weights are then optimized to maximize exposure to the following factors:

  • Quality, as defined by our proprietary scoring model (NTQS)
  • Value
  • Momentum
The main objective of the optimization is to maximize exposure to the composite factor (Northern Trust Quality Score + value + momentum) while minimizing the overall risk of the index relative to the eligible universe, as measured by standard risk models.

For more details on this methodology, please see the Index Documents tab.
Index Return Streams Available
  • Price Return: NTGQRE
  • Total Return: NTGQRETR
  • Net Total Return: NTGQRENTR
Inception Date15-OCT-13
Index Value at Inception Date1,000
Hypothetical Inception Date31-AUG-06
Index Value at Hypothetical Inception Date675.10

Total Returns

As of 16-NOV-18
 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
NTGQRENTR
1.3016.36-4.02-15.04-2.08-4.08-4.02-4.5935.366.1315-OCT-13
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Index Characteristics
 
Index Constituents150
Weighted Average Market Capitalization$12,671,449,993.75
Weighted Average Yield3.76%
16-NOV-18
Weighted Average P/E10.46
Weighted Average P/B1.17
Weighted Average ROE12.67
Index Composition

Top 10 Constituents Weights
View All

as of 16-NOV-18
Security NameWeight
PROLOGIS INC6.54%
EQUITY RESIDENTIAL4.89%
LINK REAL ESTATE INVESTMENT TRUST3.84%
WEYERHAEUSER CO3.75%
SCENTRE GROUP2.89%
HOST HOTELS & RESORTS INC2.73%
SUMITOMO REALTY & DEVELOPMENT CO LTD2.51%
DUKE REALTY CORP1.95%
CK ASSET HOLDINGS LIMITED1.87%
SIMON PROPERTY GROUP INC1.86%
% of Index32.83%

Index Sector Weightings
 

as of 16-NOV-18
SectorWeight
Commercial REITs45.59%
Real Estate Development & Operations20.82%
Specialized REITs17.65%
Residential REITs12.18%
Diversified REITs3.14%
Real Estate Services0.38%
Other0.23%
TOTAL100.00%

Top 10 Country Weightings

as of 16-NOV-18
CountryWeight
UNITED STATES52.56%
HONG KONG10.24%
JAPAN9.33%
AUSTRALIA6.60%
UNITED KINGDOM5.99%
CANADA3.53%
SINGAPORE3.13%
GERMANY2.12%
FRANCE1.98%
SPAIN1.61%
% of Index97.09%
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 MethodologyIndex HoldingsRebalance ScheduleIndex Performance since
Hypothetical Inception
Northern Trust Global Quality Real Estate Index
NTGQRENTR
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