DATA AS OF: 12-31-2019
Research
Index Strategies
FUNDAMENTAL INDEX STRATEGIES
RAFI FundamentalRAFI Fundamental High LiquidityRAFI Fundamental Select Index SeriesFUNDAMENTAL GROWTH INDEX STRATEGIES
RAFI Fundamental GrowthMULTI-FACTOR INDEX STRATEGIES
RAFI Dynamic Multi-FactorRAFI Multi-FactorESG INDEX STRATEGIES
RAFI ESGCLIMATE INDEX STRATEGIES
RAFI Fundamental Reduced Carbon Pathway RAFI Fundamental Carbon NeutralRAFI Fundamental Low Carbon TransitionRAFI Multi-Factor Climate TransitionCAP-WEIGHTED INDEX STRATEGIES
(RACWI) Research Affiliates Cap-WeightedDELETIONS INDEX STRATEGIES
Research Affiliates DeletionsMULTI-ASSET INDEX STRATEGIES
Research Affiliates Global Multi-AssetINDEX STRATEGIES
Definitions
AT A GLANCE
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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.
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.
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.
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.
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
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
AT A GLANCE
<< Home
DATA AS OF: 12-31-2019
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.
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.
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.
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.
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
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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