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ICE Data Indices has partnered with Zebra Capital to offer the NYSE Zebra Edge Index

Zebra Capital Management, LLC is an independent investment management firm managing equity-focused investment strategies. Founded in 2001 by Roger Ibbotson, Professor Emeritus of Finance at Yale University, Zebra has successfully combined his leading-edge research and scientific methods with decades of direct trading, risk management, and operational experience. Zebra's strategies seek to generate superior performance without incurring additional volatility.

Early in his career, Professor Roger Ibbotson realized that for different asset classes — like stocks, bonds and cash — more risk generally offers more return. When he looked specifically at stocks, the relationship wasn’t there — riskier stocks did not offer higher returns.

Ibbotson found his answer in popularity. The most popular and frequently traded stocks tend to provide below average returns. Ibbotson believed that stocks that were less popular had a better opportunity for returns.

The NYSE Zebra Edge Index (“The Zebra Index”) is designed by Ibbotson and his team at Zebra Capital to leverage the opportunity of less popular stocks and provide an opportunity for consistent long-term returns through bull and bear markets.

Key Terms

Cool stocks – Stocks that have experienced lower trading frequency over the last two years and lower volatility over the last three months and one year.
Hot stocks – Stocks that have experienced the highest trading frequency over the last two years and the highest volatility over the last three months and one year.

Awards

The NYSE Zebra Edge® Index won Structured Retail Product’s Americas Award 2017 for Proprietary Index of the Year, Americas. The index was developed with Roger Ibbotson and Zebra Capital, and is exclusively available with the Nationwide New Heights® Fixed Index Annuities, in partnership with UBS and Annexus.

Current Performance

DateTickerEOD Level1 Day ReturnMTD ReturnYTD Return1 Year Return2 Year Return

DescriptionClosing Weight (T)Opening Weight (T+1)
Equities
US Treasury Futures
Interest Free Cash

ICE Equity Sector Breakdown & Index Weighting

As of November 30, 2022

Source: ICE Uniform Sector Classification Schema

Q & A

Roger Ibbotson

Founder and Chief Investment Officer of Zebra Capital

John J. Holmgren

President of Zebra Capital

Monthly & Yearly Returns

Learn more about the NYSE Zebra Edge® Index

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