Introducing IFED-L

 

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.

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IFED-L Performance Summary (Jan 1999 - D

    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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For daily index values please click here.