Methodology

The Global X Disruptors Portfolio provides a structured approach on how to combine and weight different themes. This portfolio combines both a quantitative and qualitative process. Starting with the qualitative process, this is selecting the themes that are represented within the portfolio as well as deciding when to add or remove a theme. We select the themes that we believe provide the most disruption while being investable within an ETF form. Similarly, should a theme represented within the portfolio no longer provide the disruption (has become mainstream / market saturated with lower growth prospects) or we no longer believe it is the correct theme or ETF, we will go about replacing the ETF or theme. Once we have chosen the themes that we are looking for exposure to, we then select the ETF that provides the best exposure to that theme. Some themes might not yet be investible, but we continue monitoring them for when they can be incorporated into the portfolio. With thematic equity, we are looking for pure play exposure to the chosen themes while also being mindful of the ETFs liquidity and expense ratio. We run a full due diligence process on all thematic ETFs. Once we have selected the themes and the ETFs to represent those themes, it moves the quantitative portion of the process. The weighting of this portfolio is model driven and is based on the 2-year year forward sales growth forecasts from Bloomberg for the underlying companies within the selected ETFs. According to the diffusion of innovation theory, adoption of new technology typically follows an S-curve in which adoption is initially very slow before accelerating to much higher levels of adoption. In line with this, we are targeting exposure to the segments that are currently experiencing high levels of adoption as well as the areas where this growth in adoption is accelerating. As such, our weighting scheme puts a 50% weight on the current level of the 2-year forward sales growth forecasts, a 30% weight on the trend in these sales growth forecasts and to correct for any potential volatility in the forecasts from Bloomberg, we also incorporate a 20% stability component within the weighting scheme.

Stack CAGR 12.67


Max DD 33.31%


Sharpe Ratio 0.9


Rebalancing Frequency Quarterly

VaR 2.6%

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