Index Series

RAFI Indices Insights

COMING Q1 2018

A Review of Index Best Practices

Different methodologies in index construction and measurement may be introducing a level of noise that prevents investors from making more informed long-term decisions. What are some best practices that can mitigate this challenge?

Selected Insights from Research Affiliates

A Smart Beta for Sustainable Growth

JULY 2017

A Smart Beta for Sustainable Growth

We demonstrate a smart beta that produces positive excess returns from sustainably faster growth in EPS. This simple, systematic strategy represents a significant improvement from today’s growth indices that fail to produce faster growth in EPS and have provided negative excess returns.

ra-insights-594-a-smoother-path-to-outperformance

JANUARY 2017

A Smoother Path to Outperformance with Multi-Factor Smart Beta Investing

You can outperform the market with substantially lower relative risk by diversifying across simple smart beta strategies based on a half dozen robust factors. Dynamically rebalancing these factor-based smart betas significantly improves returns.

Chasing Performances with ETFs

NOVEMBER 2016

Chasing Performance with ETFs

ETF providers respond to investors’ preference for strong recent performance by launching new funds with hot strategies. Our research reveals a striking pattern of post-launch performance.

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.

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

Performance

RAFI Fundamental Index Series

Source: FactSet | Data: As of 09/30/2017 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 09/30/2017 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 09/30/2017 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 09/30/2017 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 Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC