EIA's initial product offering is the IFED Large-Cap US Equity Index™ (IFED-L).
IFED-L maximizes exposure to those large cap U.S. equities best positioned to benefit from prevailing monetary conditions. The index uses a combination of Federal Reserve policy developments and key firm metrics to select stocks via a transparent and rules-based active strategy.
IFED-L track record over past 22 years
Average annual alpha (vs S&P 500) of 8.43%
Beat the S&P 500 3-year and 5-year rolling returns 93% and 100% of the time
Cumulative return of 1,970% vs 362% for S&P 500
Captured 136% of market upside and only 86% of downside
Strategy generates alpha by aligning allocations optimally with monetary conditions
Stock selection as key driver of alpha, compared to factor and sector attribution
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