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RAFI Single-Factor Indices

DATA AS OF: 03-31-2019

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

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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