Knowledge Leaders International ADR Index

 

Capture the Knowledge Effect with mid- and large-cap international companies
For core equity allocations to non-USA stocks

PDF Fact Sheet – International ADR Index      PDF Holdings – International ADR Index 

About the Index

The Knowledge Leaders International ADR Index is an equal-weighted index that tracks highly innovative companies. The index is designed to capture the Knowledge Effect, the tendency of stocks of highly innovative companies to experience excess returns. The index is constructed of Knowledge Leaders through Knowledge Leaders Capital’s proprietary process that measures a company’s investment in its future growth. The model adjusts a company’s financial history to capitalize these investments and reveal the companies with the greatest knowledge intensity. The companies that pass a quantitative Knowledge Leaders screen comprise the index. The index consists of mid- and large-cap companies from the developed world, ex United States, that has a US listed sponsored ADR or a secondary ADR listing. It rebalances twice a year, in March and September.

Performance
(as of 9/30/2017)

 

Risk Metrics
(as of 9/30/2017 - Trailing 10 Years)
 International ADR Index
MSCI EAFE Index (TR)
Beta
0.89
1.00
Alpha (%)
5.43
0.00
Standard Deviation (%)
16.97
18.58
Sharpe Ratio
0.46
0.14
Treynor Ratio
7.38
0.94
Correlation (%)
98.00
100.00
Upside Capture (%)
98.38
100.00
Downside Capture (%)
75.91
100.00
Max Drawdown (%)
-48.52
-56.68

 

Real-time Pricing & Specs
(up to the minute)

KNLGINAX

Knowledge Leaders
International ADR Index (TR)

KNLGINA

Knowledge Leaders
International ADR Index (PR)

Terms and Conditions

An investor cannot invest directly in an index.  The Index performance does not represent the performance of any investment product offered by Knowledge Leaders Capital, LLC. The performance of client accounts may vary from the Index performance. Index returns shown are not reflective of actual investor performance nor do they reflect fees and expenses applicable to investing. The Index data is the property of Knowledge Leaders Capital, LLC, which has contracted with SolactiveAG to calculate and maintain the indexes. The launch date of the Knowledge Leaders International ADR Index (Bloomberg ticker KNLGINAX) is 8/30/16 and the base date of the index calculation is 3/31/2000. The returns of the Index prior to the launch date are based on applying the rules in effect as of the launch date retroactively to historical periods to and including the base date. Such historical results are not based on an Index that was maintained in real time. To obtain additional index methodology and constituent components, please click here: KNLGINAX index.