RAQMFGL
RAFI Multi-Factor Global Index
DATA AS OF: 09-30-2018 ASSET CLASS: Equity
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.
Factor Sleeve Allocation
DATA: As of 09/30/2018 in USD | SOURCE: FactSet
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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