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RAFI Single-Factor Indices

DATA AS OF: 2018-03-31

The RAFI Single-Factor Indices offer concentrated Value, Low Volatity, Quality, and Size factor strategies.

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RAFI Value Factor

The RAFI Value Factor Index is a concentrated value strategy that selects securities by their ratio of fundamentals to capitalization weight.

Available Indexes

RAFI Value Factor Global Index — RADMFGVT

RAFI Value Factor Developed Index — RADMFDVT

RAFI Value Factor Developed ex-US Index — RADMFXVT

RAFI Value Factor US Index — RADMFUVT

RAFI Value Factor Emerging Markets Index — RADMFEVT

RAFI Low Volatility Factor

The RAFI Low Volatility Factor Index is a concentrated low-volatility strategy that selects securities using a systematic risk measure.

Available Indexes

RAFI Low Volatility Factor Global Index — RADMFLGT

RAFI Low Volatility Factor Developed Index — RADMFLDT

RAFI Low Volatility Factor Developed ex-US Index — RADMFXLT

RAFI Low Volatility Factor US Index — RADMFULT

RAFI Low Volatility Factor Emerging Markets Index — RADMFELT

RAFI Quality Factor

The RAFI Quality Factor Index is a concentrated quality strategy that uses the combination of high profitability and low investment to select quality stocks.

Available Indexes

RAFI Quality Factor Global Index — RADMFGQT

RAFI Quality Factor Developed Index — RADMFDQT

RAFI Quality Factor Developed ex-US Index — RADMFXQT

RAFI Quality Factor US Index — RADMFUQT

RAFI Quality Factor Emerging Markets Index — RADMFEQT

RAFI Size Factor

The RAFI Size Factor Index equally allocates to four factors—value, low volatility, quality, and momentum—within the small universe.

Available Indexes

RAFI Size Factor Developed Index — RADMFDST

RAFI Size Factor Developed ex-US Index — RADMFXST

RAFI Size Factor US Index — RADMFSST

Performance

Source: FactSet | Data: As of 06/30/2018 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