For expected returns, please reference our sister company’s Smart Beta Interactive website.
The Fundamental Index methodology is based on the premise that markets are not efficient and tend to mean revert over time. The more inefficient the market, the greater the potential for value-add. In developed markets and US markets, annualized excess returns have historically been 0.0–1.0%. In less-efficient markets, such as small companies and emerging markets, we have historically seen even greater value-add.
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