RAFI Fundamental Index
REGIONS THAT WORKED:
8 of 8
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Dynamic Multi-Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Multi-Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Value Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RA Momentum Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Low Volatility Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Size Factor
REGIONS THAT WORKED:
3 of 3
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
RAFI Quality Factor
REGIONS THAT WORKED:
5 of 5
Sources: CRSP/Compustat and Worldscope/Datastream. Data as of 12/31/2019. Each index's simulated performance is compared against its region's market cap benchmark beginning: 6/2002 (Global & EM), 6/1968 (US & US Small), and 6/1989 (Dev, DevxUS, Eur, & UK)
