RAFIDXUT

RAFI Fundamental Developed ex-US Index

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

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Commentary

The RAFI Fundamental Developed ex-US Index outperformed the FTSE All-World Developed Index by 92bps for the quarter ending September 2017 despite value underperforming by 31bps. Overweights to energy and cheap energy securities added 41bps of outperformance to the Index.

Trailing Returns

Source: FactSet | Data: As of 12/31/2017 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.

** Tracking Error (TE) 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 12/31/2017 in USD | Inception Date: 01/31/2017

Note: Portfolio characteristics derived from FactSet. Data prior to launch are simulated. One-way turnover data are historical average data based on simulated history. Capacity is estimated at 50-basis-point market impact level.

Top 10 Holdings

Source: FactSet | Data: From 1/1/1968 to 12/31/2017

Sectors

Source: FactSet | Data: From 1/1/1968 to 12/31/2017

Regions

Source: FactSet | Data: From 1/1/1968 to 12/31/2017

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