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RAFI Single-Factor Indices

DATA AS OF: 12-31-2018

The RAFI Single-Factor Indices offer concentrated Value, Low Volatity, Quality, and Size factor strategies.

RAFI Value Factor

The RAFI Value Factor Index is a concentrated value strategy that selects securities by their ratio of fundamentals to capitalization weight.

Available Indices

RAFI Value Factor Global Index — RADMFGVT

RAFI Value Factor Developed Index — RADMFDVT

RAFI Value Factor Developed ex US Index — RADMFXVT

RAFI Value Factor Emerging Markets Index — RADMFEVT

RAFI Value Factor US Index — RADMFUVT

RAFI Low Volatility Factor

The RAFI Low Volatility Factor Index is a concentrated low-volatility strategy that selects securities using a systematic risk measure.

Available Indices

RAFI Low Volatility Factor Global Index — RADMFLGT

RAFI Low Volatility Factor Developed Index — RADMFLDT

RAFI Low Volatility Factor Developed ex US Index — RADMFXLT

RAFI Low Volatility Factor Emerging Markets Index — RADMFELT

RAFI Low Volatility Factor US Index — RADMFULT

RAFI Quality Factor

The RAFI Quality Factor Index is a concentrated quality strategy that uses the combination of high profitability and low investment to select quality stocks.

Available Indices

RAFI Quality Factor Global Index — RADMFGQT

RAFI Quality Factor Developed Index — RADMFDQT

RAFI Quality Factor Developed ex US Index — RADMFXQT

RAFI Quality Factor Emerging Markets Index — RADMFEQT

RAFI Quality Factor US Index — RADMFUQT

RAFI Size Factor

The RAFI Size Factor Index equally allocates to four factors—value, low volatility, quality, and momentum—within the small universe.

Available Indices

RAFI Size Factor Developed Index — RADMFDST

RAFI Size Factor Developed ex US Index — RADMFXST

RAFI Size Factor US Index — RADMFSST


As of 12/31/2018 in USD

Source: FactSet | Data: As of 12/31/2018 in USD | Inception Date: 01/31/2017 for US, Developed ex US, and Emerging Markets; 03/31/2017 for Global and Developed.

*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.

RAFI Indices is built with the research, insights, and strategies of our sister company: Research Affiliates, LLC