<< RAFI Dynamic Multi-Factor Indices

RADMFEMT

RAFI Dynamic Multi-Factor Emerging Markets Index

DATA AS OF: 2017-12-31 ASSET CLASS: Equity

rafi-roadmap-banner-bg-color-02-6line

Commentary

The RAFI Dynamic Multi-Factor Emerging Markets Index underperformed the MSCI Emerging Markets Index by 175bps for the quarter ending September 2017. Three of the four underlying single-factor indices underperformed the market, with Low Volatility underperforming by 653bps. The RA Momentum Factor EM strategy was the lone bright spot, outperforming the market by 89bps.

Trailing Returns

SOURCE: FactSet | Data: As of 03/31/2018 in USD  |  INCEPTION DATE: 01/31/2017

* 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.

** Annualized Tracking error calculated against each section’s appropriate benchmark using the first full month of returns following index inception. Index returns prior to inception are simulated.

Characteristics

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. One-way turnover data is historical average based on simulated history. Capacity is estimated at 50 basis point market impact level.

Factor Sleeve Allocations

DATA: As of 03/31/2018 in USD  |  SOURCE: FactSet

Top 10 Holdings

SOURCE: FactSet  |  DATA: As of 03/31/2018 in USD

Sectors

SOURCE: FactSet  |  DATA: As of 03/31/2018 in USD

Regions

SOURCE: FactSet  |  DATA: As of 03/31/2018 in USD

Explore Expected Returns with Research Affiliates' Smart Beta Interactive

Smart Beta Interactive

How to Invest

About Us

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