Astoria US Quality Growth Kings ETF · NASDAQ:GQQQ
Astoria US Quality Growth Kings ETF — Investor Presentation (September 2024)
20 slides from Astoria US Quality Growth Kings ETF's investor presentation, Sep 30, 2024
Slide 1: ETF Presentation Q3 2024
Presentation Title, Q3 ETF Presentation, - 2023 09/30/2024
Slide 2: GQQQ objective: 100 US quality growth stocks
GQQQ attempts to provide long- term capital appreciation by investing in 100 US quality growth stocks. GQQQ aims to participate in growth while mitigating volatility and targeting higher risk-adjusted returns by selecting growth companies that exhibit robust quality characteristics. 2 ASTORIA US QUA
Slide 3: Company Overview
Company Overview Who We Are What We Do Astoria Portfolio Advisors is an investment manager specializing in Philosophy: Astoria Extracts Risk Premia via Factor Analysis. We research-driven, cross-asset, ETF and quantitative equity Believe Blending Active and Passive Strategies is the True Sweet Spot
Slide 4: Astoria's Background In Quantitative Portfolio Construction
Astoria’s Background In Quantitative Portfolio Construction In 2000 In 2017 In 2023 In 2024 Astoria began Astoria merged its Astoria leveraged its constructing and expertise in cross- expertise and John Davi began his managing asset portfolio portfolio career in Quantitative quantitatively driven, m
Slide 5: Our Beliefs
Our Beliefs Returns from the Growth Factor Tend to Come With Higher Volatility The Quality Factor Historically Outperforms the Broader Market Quantitative Stock Selection Can Be Utilized to Blend Factors and Generate Alpha 5 ASTORIA US QUALITY GROWTH KINGS ETF (GQQQ)
Slide 6: Higher quality companies have historically outperformed the broader market
Higher quality companies have historically outperformed the broader market and lower quality companies Enhanced Returns of Higher Quality Companies Source: Kenneth French Data Library, Astoria Portfolio Advisors. Data from July 1963, through July 2024, for which operating profitability returns were
Slide 7: Quality factor risk/return profile in MSCI and S&P factor indices
Observing historical performance statistics of both MSCI and S&P factor indices, the quality factor has an appealing risk/return profile via its Sharpe Ratio relative to others. While growth has produced a comparable CAGR to quality, it has also produced a higher level of risk via its Standard Devia
Slide 8: Blending quality indices with the Nasdaq 100 Index
When blending both MSCI and S&P quality indices with the growth-oriented Nasdaq 100 Index, quality and growth combined have historically produced a higher Sharpe Ratio, lower Standard Deviation, and comparable CAGR to the Nasdaq 100 Index alone over the past 20+ years MSCI USA Quality vs. Nasdaq 100
Slide 9: Capture ratios of quality and Nasdaq 100 blends
Moreover, blending MSCI and S&P quality indices with the growth-oriented Nasdaq 100 Index has also historically produced Downside Capture Ratios <1 and overall Capture Ratios >1 relative to the Nasdaq 100 index alone over the past 20+ years 50% MSCI USA Quality Index / 50% Nasdaq 100 Index 50% S&P 5
Slide 10: Mid-caps have historically produced a higher CAGR than large-caps
Observable in both MSCI and Russell indices, mid-caps have historically produced a higher CAGR and comparable Sharpe Ratio to large-caps over the past 20+ years MSCI US Indices: Large vs. Mid vs. Small7 Russell Indices: 1000 vs. Mid vs. 20008 Source: FactSet, Astoria Portfolio Advisors. 7. Data from
Slide 11: GQQQ Stock Selection Starting Universe
GQQQ Stock Selection Starting Universe All Primary Listings in the US 10,000+ Stocks Percent of Free Float Shares > 25% 5,900+ Stocks Current Market Value > $5 Billion 990+ Stocks Avg. Vol. Past 6-mo > $50 million Rank 800 Stocks & Filter 100 Stocks 11 ASTORIA US QUALITY GROWTH KINGS ETF (GQQQ)
Slide 12: GQQQ Screening And Ranking Process
GQQQ Screening And Ranking Process Stocks are picked in all 11 GICS sectors found across the equity market, using metrics corresponding to quality, growth, and robustness. The metrics defining the factor are sector relative, i.e., the metrics that have best historically defined quality and growth fo
Slide 13: GQQQ Portfolio Characteristics
GQQQ Portfolio Characteristics Number of Stocks Across Market Caps Equity Sector Breakdown Source: FactSet, Astoria Portfolio Advisors. Data as of September 27, 2024. Source: FactSet, Astoria Portfolio Advisors. Data as of September 27, 2024. Calculation of market capitalization ranges is based on d
Slide 14: Why Invest in GQQQ?
WHY INVEST IN GQQQ? o The Astoria US Quality Growth Kings ETF invests in up to 100 US quality growth stocks. ▪ GQQQ aims to participate in growth while mitigating volatility and targeting higher risk-adjusted returns by selecting growth companies that exhibit robust quality characteristics. ▪ GQQQ’s
Slide 15: Definition of Terms
DEFINITION OF TERMS Operating Profitability: Operating profitability according to Fama and French (2015) is calculated using all accounting numbers from the end of the previous fiscal year. It is defined by the annual revenues minus the cost of goods sold, interest expenses, selling, general, and ad
Slide 16: Definition of Indices
DEFINITION OF INDICES MSCI USA Growth Index: The MSCI USA Growth Index captures large and mid cap securities exhibiting overall growth style characteristics in the US. The growth investment style characteristics for index construction are defined using five variables: long-term forward EPS growth ra
Slide 17: Definition of Indices (Continued)
DEFINITION OF INDICES (CONTINUED) Nasdaq 100 Index: The Nasdaq 100 Index includes 100 of the largest domestic and international non-financial companies listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardw
Slide 18: Important Information
IMPORTANT INFORMATION This material must be preceded or accompanied by a prospectus. Please read the prospectus carefully before investing. The Fun ds’ investment objectives, risks, charges and expenses must be considered carefully before investing. Click here for the GQQQ Prospectus and SAI. All fu
Slide 19: Important Information
IMPORTANT INFORMATION Quantitative Security Selection Risk. Data for some companies may be less available and/or less current than data for companies in other markets. The Sub-Adviser uses quantitative analysis, and its processes could be adversely affected if erroneous or outdated data is utilized.
Slide 20: Thank You!
THANK YOU!
Astoria US Quality Growth Kings ETF (GQQQ) — Investor Presentation (September 2024) on 6ix