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RAFIEMT

RAFI Fundamental Emerging Markets Index

DATA AS OF: 2018-03-31  ASSET CLASS: Equity

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Commentary

The RAFI Fundamental Emerging Markets index outperformed the MSCI Emerging index by 94 bps. In Emerging Markets, value outperformed the market (1.68% for MSCI EM Value vs 1.47% for MSCI Emerging Markets), which gave a boost to returns. The outperformance was dominated by a few names in Brazil, China, Russia and South Africa.

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.

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

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