Abstract: Investment vehicles and methods for determining the composition of such investment vehicles are based on a valuation-tilted, capitalization-weighted technique. Assets are identified to be included in an investment vehicle, an asset valuation is calculated for each of the assets, the assets are ranked based on their respective asset valuations, and based on the ranking, groupings of the assets are identified, a group weighting factor is determined for each of the groupings, and the composition of the investment vehicle is based on the group weighting factors attributed to each of the groupings.

Abstract: Investment vehicles and methods for determining the composition of such investment vehicles based on a valuation-tilted, capitalization-weighted technique includes identifying assets to be included in an investment vehicle, calculating a asset valuation for each of the assets, ranking the assets based on their respective asset valuations, based on the ranking, identifying groupings of the assets, determining a group weighting factor for each of the groupings, and determining the composition of the investment vehicle based on the group weighting factors attributed to each of the groupings.