FGM tries to outperform the German market by using a quantitative model to select 40 stocks out of a broad German equity index. It then ranks these stocks based on their attractiveness and weights them equally within quintiles. Sector weightings are also subject to constraints which are set at 15% above the sector percentages of the base index. The fund reconstitutes and rebalances its portfolio semiannually to maintain exposure to expected outperformers while still controlling transaction costs.
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