NH Investment & Securities Launches Index Tracking Asset Allocation Portfolio Performance

[Asia Economy Reporter Kum Boryeong] NH Investment & Securities has introduced the 'iSelect QV Global EMPTR (Total Return)' index, which tracks an asset allocation portfolio.

NH Investment & Securities announced on the 29th that it has launched the 'iSelect QV Global EMPTR' tracking the QV Global portfolio.

The QV Global portfolio diversifies investments into U.S.-listed exchange-traded funds (ETFs). It is announced by the NH Investment & Securities Asset Allocation Strategy Committee. Since its launch on June 1, 2017, the portfolio has recorded a total return of 22.5% and an average annual return of 6.6% as of the 23rd.

The 'iSelect QV Global EMPTR' index is a constructed index based on the QV Global portfolio. It is based on a risk-minimization asset allocation model that emphasizes preemptive risk management.

The index selects candidate securities from U.S.-listed ETFs that meet internal liquidity criteria and are chosen through a proprietary ETF scoring model. The final index constituents are selected in consultation with NH Investment & Securities Research Headquarters. The index is calculated through the Singapore Exchange (SGX), which has a contract with NH Investment & Securities Index Development Team for index calculation. Index values can be checked on Bloomberg and Check terminals.

The index components include 17 ETFs such as global low-volatility equity ETFs, global bond ETFs, and global infrastructure ETFs, incorporated through quantitative and qualitative asset allocation methods. NH Investment & Securities is preparing to launch an exchange-traded note (ETN) product based on the 'iSelect QV Global EMPTR' index within this year.

Lee Changmok, head of NH Investment & Securities Research Headquarters, said, "We are focusing our capabilities on developing indices that meet investors' needs," adding, "We will continue to focus on market-friendly index development to respond to investors' demands."