SOURCE: FFCM

FFCM

September 27, 2011 09:31 ET

FFCM Rings The Opening Bell at New York Stock Exchange

Market-Neutral QuantShares ETFs Isolate Investment Factors of Beta, Size, Value, Momentum and Quality

NEW YORK, NY--(Marketwire - Sep 27, 2011) - Bill DeRoche, CEO of Boston-based FFCM, rang The Opening Bell at the New York Stock Exchange (NYSE) this morning to highlight the recent listing of seven QuantShares Exchange Traded Funds.

The recently launched ETFs include:

  • QuantShares U.S. Market Neutral Momentum Fund (MOM) -- Buys high-momentum stocks; shorts low momentum stocks, based on total return over a year.
  • QuantShares U.S. Market Neutral Anti-Momentum Fund (NOMO) -- Buys low-momentum stocks; shorts high-momentum stocks, based on total return over a year.
  • QuantShares U.S. Market Neutral Size Fund (SIZ) -- Buys smallest market-capitalization stocks in the index; shorts the largest stocks in the index.
  • QuantShares U.S. Market Neutral Quality Fund (QLT) -- Securities are selected by combining equally the ranks of return on equity (highest to lowest) and debt-to-equity (lowest to highest). Buys highest-quality stocks; shorts lowest-quality stocks.
  • QuantShares U.S. Market Neutral Beta Fund (BTAH) -- Buys high-beta stocks; shorts low-beta stocks.
  • QuantShares U.S. Market Neutral Anti-Beta Fund (BTAL) -- Buys low-beta stocks; shorts high-beta stocks.
  • QuantShares U.S. Market Neutral Value Fund (CHEP) -- Buys stocks ranked least expensive (undervalued) according to standard valuation measures; shorts the most expensive stocks (overvalued).

QuantShares (www.quant-shares.com) ETFs offer institutional investors, wealth managers, mutual funds and individuals a low-cost, transparent way to hedge risk and seek to produce spread returns that are independent of the market's direction.

FFCM is an investment advisor formed in 2010 that specializes in quantitative market-neutral strategies. Boston-based FFCM's management team is experienced in quantitative analysis, trading and portfolio management. The principals formerly held positions with State Street Global Advisors Putnam Investments, Platinum Grove Asset Management, AQR Capital Management, Morgan Stanley and Goldman Sachs.

Before investing you should carefully consider the Fund's investment objectives, risks, charges and expenses. This and other information is in the prospectuses which can be obtained by visiting the Funds' website at www.quant-shares.com. Please read the prospectus carefully before you invest.

ETFs are subject to commission costs each time a "buy" or "sell" is executed. Depending on the amount of trading activity, the low costs of ETFs may be outweighed by commissions and related trading costs.
Risks:
There is no guarantee that the Funds will achieve their objective. An investment in the Funds is subject to risk including the possible loss of principal amount invested. The risks associated with each Fund are detailed in the prospectuses and include tracking error risk, mid-cap risk, industry concentration risk, market neutral style risk, short sale risk and specific risks related to exchange traded funds. There is a risk that during a "bull" market, when most equity securities and long-only equity ETFs are increasing in value, the Fund's short position will likely cause the Fund to underperform the overall U.S. equity market and such ETFs. Newly organized, the Fund has no trading history and there can be no assurance that active trading markets will be developed or maintained. The Fund may not be suitable for all investors.

Beta is a measure of an asset's sensitivity to an underlying index. Long is purchasing a stock with the expectation that it is going to rise in value. Short is selling a stock with the expectation of profiting by buying it back later at a lower price. Return on equity measures a company's profitability by showing how much profit a company generates with the money invested by shareholders. Debt to equity measures a company's financial leverage indicating the proportion of equity and debt the company is using to finance its assets. A market neutral portfolio aims to generate a positive spread between the return of the long portfolio and the return of the short portfolio.

Distributor: Foreside Funds Services, LLC

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