RAFI Fundamental Index
Global
DEFINITIONS THAT WORKED:
3 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Cap-Weight 500 benchmark beginning 6/2002.
US
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the US Cap-Weight 500 benchmark beginning 6/1968.
DEV
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the Dev Cap-Weight Large+Mid benchmark beginning 7/1968.
DEV exUS
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the DevxUS Cap-Weight Large+Mid benchmark beginning 6/1989.
EM
DEFINITIONS THAT WORKED:
3 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the EM Cap-Weight Large-Mid benchmark beginning 6/2002.
RAFI Dynamic Multi-Factor
RA Momentum Factor
Global
DEFINITIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Cap-Weight 500 benchmark beginning 6/2002.
US
DEFINITIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the US Cap-Weight 500 benchmark beginning 6/1968.
DEV
DEFINITIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Dev Cap-Weight Large+Mid benchmark beginning 7/1968.
DEV exUS
DEFINITIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the DevxUS Cap-Weight Large+Mid benchmark beginning 6/1989.
EM
DEFINITIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the EM Cap-Weight Large-Mid benchmark beginning 6/2002.
RAFI Value Factor
Global
DEFINITIONS THAT WORKED:
3 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the Cap-Weight 500 benchmark beginning 6/2002.
US
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the US Cap-Weight 500 benchmark beginning 6/1968.
DEV
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the Dev Cap-Weight Large+Mid benchmark beginning 7/1968.
DEV exUS
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the DevxUS Cap-Weight Large+Mid benchmark beginning 6/1989.
EM
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the EM Cap-Weight Large-Mid benchmark beginning 6/2002.
RAFI Low Volatility Factor
Global
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page.Simulated performance is compared against the Cap-Weight 500 benchmark beginning 6/2002.
US
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the US Cap-Weight 500 benchmark beginning 6/1968.
DEV
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Dev Cap-Weight Large+Mid benchmark beginning 7/1968.
DEV exUS
DEFINITIONS THAT WORKED:
4 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the DevxUS Cap-Weight Large+Mid benchmark beginning 6/1989.
EM
DEFINITIONS THAT WORKED:
1 of 4
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the EM Cap-Weight Large-Mid benchmark beginning 6/2002.
RAFI Quality Factor
Global
DEFINITIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Cap-Weight 500 benchmark beginning 6/2002.
US
DEFINITIONS THAT WORKED:
4 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the US Cap-Weight 500 benchmark beginning 6/1968.
DEV
DEFINITIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the Dev Cap-Weight Large+Mid benchmark beginning 7/1968.
DEV exUS
DEFINITIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the DevxUS Cap-Weight Large+Mid benchmark beginning 6/1989.
EM
DEFINITIONS THAT WORKED:
3 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of the date shown at the top of the page. Simulated performance is compared against the EM Cap-Weight Large-Mid benchmark beginning 6/2002.
