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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 22-NOV-17
 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
0.9110.583.1913.296.9514.2612.4714.0240.018.5415-OCT-13
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Index Characteristics
 
Index Constituents165
Weighted Average Market Capitalization$12,533,359,675.45
Weighted Average Yield3.32%
22-NOV-17
Weighted Average P/E13.56
Weighted Average P/B1.40
Weighted Average ROE11.40
Index Composition

Top 10 Constituents Weights
View All

as of 22-NOV-17
Security NameWeight
PROLOGIS INC5.40%
EQUITY RESIDENTIAL4.52%
LINK REAL ESTATE INVESTMENT TRUST3.54%
AVALONBAY COMMUNITIES INC3.47%
DIGITAL REALTY TRUST INC2.91%
HOST HOTELS & RESORTS INC2.69%
WELLTOWER INC2.46%
VORNADO REALTY TRUST2.40%
DAITO TRUST CONSTRUCTION CO LTD2.28%
SCENTRE GROUP2.26%
% of Index31.93%

Index Sector Weightings
 

as of 22-NOV-17
SectorWeight
Commercial REITs38.78%
Real Estate Development & Operations25.83%
Specialized REITs15.42%
Residential REITs14.01%
Diversified REITs4.48%
Real Estate Services1.47%
TOTAL100.00%

Top 10 Country Weightings

as of 22-NOV-17
CountryWeight
UNITED STATES51.71%
HONG KONG10.74%
JAPAN9.16%
AUSTRALIA7.06%
UNITED KINGDOM4.06%
SINGAPORE3.93%
CANADA3.31%
FRANCE2.49%
SWEDEN2.11%
SPAIN1.36%
% of Index95.93%
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 MethodologyIndex HoldingsRebalance ScheduleIndex Performance since
Hypothetical Inception
Northern Trust Global Quality Real Estate Index
NTGQRENTR
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