QuantShares U.S. Market Neutral Value Fund (CHEP)

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

Ticker Symbol: CHEP

Strategy: Employs a long/short strategy in attempting to provide investors the spread return between high and low ranked stocks. Fundamentals used in this evaluation process include:

The long positions are selected from the undervalued companies and the short positions from the overvalued companies using these fundamentals.

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