Name of ETF: QuantShares U.S. Market Neutral Momentum Fund

Benchmark Index: Dow Jones U.S. Thematic Market Neutral Momentum Index

Ticker Symbol: MOM

Strategy: Employs a long/short strategy in attempting to provide investors the spread return between high and low momentum priced stocks. A momentum investment strategy is used to achieve this objective which includes:

  • Investing in securities that have had above-average returns
  • Shorting securities that have had below-average returns
  • Returns are determined by a combination of price performance and dividend returns
  • Time period for this performance is the first twelve of the last thirteen months

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