Ftse rafi index methodology

The RAFI ESG Index strategy helps investors achieve the dual objectives of sustainability and long-horizon outperformance by combining traditional ESG metrics with financial discipline and gender diversity measures and with the proven return engine of the Fundamental Index ™ approach. Award-winning, academic-quality research informs RAFI indices and solutions. Effectiveness, transparency, and low transaction costs are built into all RAFI strategies. RAFI Indices offers a radically different client service model. Dow Jones Industrial Average, S&P 500, Nasdaq, and Morningstar Index (Market Barometer) quotes are real-time.

The investment seeks to track the investment results (before fees and expenses) of the FTSE RAFI™ US 1000 Index (the "underlying index"). The fund generally  FTSE RAFI Index Series Methodology overview Features • FTSE RAFI Index-linked products offer the advantages of an active management strategy with the highlights of passive investment: lower turnover costs, broad economic representation and transparent, rules based process, whilst retaining high investment capacity The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available. 2.1.2 FTSE is responsible for the calculation of the FTSE RAFI Index Series. FTSE will maintain records of the weightings of all constituents and will make changes to the constituents and their weightings in accordance with this methodology. The FTSE RAFI US Index is composed of 1,000 U.S. stocks that FTSE International Limited and Research Affiliates LLC strictly in accordance with its guidelines and mandated procedures, include to track the performance of the largest U.S. equity stocks based on the following four fundamental measures: book value, The FTSE RAFITM Low Volatility Index Series Series is part of FTSE’s range of alternatively weighted indexes. The index series is designed to measure the performance of a basket of low volatility stocks screened for value. It employs a fundamental weighting methodology whereby constituent weights are determined using fundamental measures of company The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available.

The FTSE RAFI US Index is composed of 1,000 U.S. stocks that FTSE International Limited and Research Affiliates LLC strictly in accordance with its guidelines and mandated procedures, include to track the performance of the largest U.S. equity stocks based on the following four fundamental measures: book value,

For the FTSE RAFI World Corporate Investment-Grade Bond Index, cash flow and information, please refer to the Weighting Methodology section of the Index  10 Jan 2020 on the FTSE RAFI US 1000 Index (Index). represents an alternative and selection index based methodology that seeks to outperform a  19 Dec 2012 The alternatively-weighted indices identify quality growth companies as aim to capture these characteristics with an objective and transparent methodology, Similar in concept to the MSCI Quality Indices and FTSE RAFI  The Fundamental Index® Methodology Launch date: FTSE RAFI US 1000 (11/ 28/2005), FTSE RAFI Country Indexes (11/28/2005), FTSE RAFI US MS 1500  25 Mar 2014 Fundamental indexes weight stocks by a measure of economic size such The FTSE RAFI, for example, follows the original RAFI methodology  The FTSE RAFI™ Low Volatility Index Series applies the FTSE RAFI™ index methodology to a universe of low volatility securities. With regard to Capped Indices  Other index versions of the FTSE RAFI methodology follow specific industry sectors, midcap stocks and international equities. Many ETFs issued by Claymore, 

dex® methodology developed by Research Affiliates (“RA”), the FTSE RAFI indices use non-price measures of company size to select and weight index 

FTSE RAFI Index Series Methodology overview Features • FTSE RAFI Index-linked products offer the advantages of an active management strategy with the highlights of passive investment: lower turnover costs, broad economic representation and transparent, rules based process, whilst retaining high investment capacity The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available. 2.1.2 FTSE is responsible for the calculation of the FTSE RAFI Index Series. FTSE will maintain records of the weightings of all constituents and will make changes to the constituents and their weightings in accordance with this methodology. The FTSE RAFI US Index is composed of 1,000 U.S. stocks that FTSE International Limited and Research Affiliates LLC strictly in accordance with its guidelines and mandated procedures, include to track the performance of the largest U.S. equity stocks based on the following four fundamental measures: book value,

19 Dec 2012 The alternatively-weighted indices identify quality growth companies as aim to capture these characteristics with an objective and transparent methodology, Similar in concept to the MSCI Quality Indices and FTSE RAFI 

Award-winning, academic-quality research informs RAFI indices and solutions. Effectiveness, transparency, and low transaction costs are built into all RAFI strategies. RAFI Indices offers a radically different client service model.

25 Mar 2014 Fundamental indexes weight stocks by a measure of economic size such The FTSE RAFI, for example, follows the original RAFI methodology 

The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available. March 31, 2010, the FTSE RAFI US 1000 Index outperformed the cap-weighted benchmark (the FTSE USA Index) by 9.2% (2.9% vs. –6.3%). A similar effect can be seen in a U.K. financial stock, Barclays, during the same time period. Low Volatility Index Series, which is calculated in association with Research Affiliates, LLC. 1.2 The FTSE RAFI Low Volatility Index Series is designed to reflect the performance of a low volatility set of stocks, where constituent weightings are determined using specific fundamental factors (see Rule 4.5.1), rather than market capitalisation.

25 Mar 2014 Fundamental indexes weight stocks by a measure of economic size such The FTSE RAFI, for example, follows the original RAFI methodology  The FTSE RAFI™ Low Volatility Index Series applies the FTSE RAFI™ index methodology to a universe of low volatility securities. With regard to Capped Indices  Other index versions of the FTSE RAFI methodology follow specific industry sectors, midcap stocks and international equities. Many ETFs issued by Claymore,  Launched on 09/27/2007, the PowerShares FTSE RAFI Developed Markets ex- U.S. not all of these methodologies have been able to deliver remarkable returns. selected from the constituents of the FTSE Developed ex US All Cap Index. methodology of weighting constituents by their market value (capitalisation). FTSE Russell For example, the FTSE RAFI indexes are constructed using. 2. DATA AND METHODOLOGY. In order to construct a fundamental index we consider the same four. fundamentals as in the FTSE/RAFI indexes, namely book