U.S. ReferencePoint Sector & Industry Algorithms
ReferencePoint Sector and Industry Algorithms are designed to generate excess returns versus underlying liquid exchange traded funds that target risk premia from sectors and industries in the U.S. equity market. We currently offer algorithms that target 14 sectors and industries.
ReferencePoint Sector and Industry Algorithms produce market exposure coefficients at 3:30 EST every day. These coefficients represent the percent exposure that managers should hold going into the next trading day to replicate the algorithm’s performance. ReferencePoint coefficients range from 0 to 1. 0 signifies sector or industry neutrality and 1 signifies full equity exposure.