<< RAFI Multi-Factor Indices

RAMFGXST

RAFI Multi-Factor Global ex Switzerland Index

DATA AS OF: 09-30-2018  ASSET CLASS: Equity

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Commentary

The RAFI Multi-Factor Global Index underperformed the MSCI AC World Index All Cap by 15 bps for the quarter ending September 2018. The RAFI Low Volatility Factor Global Index was the only single-factor strategy that outperformed its benchmark for the quarter. The RAFI Momentum Factor Global Index was the worst performing single-factor strategy during the quarter.

Trailing Returns

SOURCE: FactSet | Data: As of 09/30/2018 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 09/30/2018 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 09/30/2018 in USD

Sectors

SOURCE: FactSet  |  DATA: As of 09/30/2018 in USD

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