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RAFI Multi-Factor Global AUD Hedged Index

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



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.

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