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World Beta - Engineering Targeted Returns and Risk
May 9
Comment
-70%? Now that's what I call a drawdown
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Picks from the Value Investing Congress West
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I wonder how a tactical system using the timing model would perform on just high vol asset classes? Maybe the following?
Nasdaq (QQQQ)
Microcaps...
World Beta - Engineering Targeted Returns and Risk
Dec 21
Comment
A little holiday reading for you. . .Link to the PDF is here.----I posted about the January Effect a few months ago. An investor could simply go long a microcap index ETF like PZI, and short a large cap index ETF like SPY. I'll track it this...
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more ▼WIKI ANALYSIS
WIKI ANALYSIS
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This article describes an exchange traded fund that tracks an index, commodity, currency, or varied basket of securites. View articles referencing this fund. |
TOP CONTRIBUTORS
Powershares Zacks Micro Cap Portfolio ETF (PZI)
Overview
The PowerShares Zacks Micro Cap Portfolio (Fund) is based on the Zacks Micro Cap Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to identify a group of micro cap stocks with the greatest potential to outperform passive benchmark micro cap indexes and other actively managed U.S. micro cap strategies. Due to their low correlation to large, medium and small sized companies, micro caps may complement existing blended portfolios by improving risk adjusted performance. [1]
Fund Information
- Fund Manager - InvescoPowershares
- Inception Date - 08/18/2005
- Exchange – NYSE Arca
- Index Ticker – PZI
- Intra-day NAV Ticker – PZI.IV
- Expense Ratio - 0.60%
Top Holdings
| Holdings | % of Portfolio |
| Landry\'s Restaurants Inc. | 0.49% |
| Telestone Technologies Corp. | 0.48% |
| China Yuchai International Ltd. | 0.46% |
| East West Bancorp Inc. | 0.44% |
| Nanometrics Inc. | 0.43% |
| Green Plains Renewable Energy Inc. | 0.43% |
| Qiao Xing Mobile Communication Co. Ltd. | 0.42% |
| U.S. Energy Corp. | 0.41% |
| China Green Agriculture Inc. | 0.38% |
| Nelnet Inc. (Cl A) | 0.37% |
Holdings as of 19/11/2009
Other Small Cap ETFs
References
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