Index Series

RAFI™ Fundamental Indices

RAFI™ Dynamic Multi-Factor Indices

RAFI™ Multi-Factor Indices

RAFI™ ESG Indices

[NEW]

RAFI™ Single-Factor Indices

RAFI Award

Interactive Tools

RAFI Indices is built with the research, insights, and strategies of our sister company:

research affiliates

Selected Insights from Research Affiliates

MARCH 2005

Fundamental Indexation

A trillion-dollar industry is based on investing in or benchmarking to capitalization-weighted indices, even though the finance literature rejects the mean–variance efficiency of such indices. This study investigates whether stock market indices based on an array of cap-indifferent measures of company size are more mean–variance efficient than those based on market cap.

Performance

RAFI Fundamental Index Series

Source: FactSet | Data: As of 03/31/2018 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Dynamic Multi-Factor Indices

Source: FactSet | Data: As of 03/31/2018 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Multi-Factor Indices

Source: FactSet | Data: As of 03/31/2018 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

RAFI Single-Factor Indices

Source: FactSet | Data: As of 03/31/2018 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch is simulated.

*Inception to Date (ITD) uses the first full month of returns after inception date. All returns prior to inception are simulated. Please see disclosures for important information regarding simulated performance.

How to Invest

About Us

RAFI Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC