The RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess returns versus the cap-weighted benchmark. The strategy uses fundamental measures of company size to select and weight companies and to systematically rebalance against the market’s constantly shifting expectations.

RAFI Index funds are available from Charles Schwab (mutual funds) and Powershares . In June, 2011, Powershares expanded its lineup of RAFI indices by changing the benchmarks of seven ETFs formerly tied to Intellidex Indices to RAFI fundamental indices, and by offering two new RAFI ETFs. Utilizing the RAFI ® Fundamental Index ® methodology developed by Research Affiliates, the Invesco FTSE RAFI Portfolios use four fundamental measures of company size; sales, cash flow, dividends and book value, to determine a stock's index weight.. The RAFI methodology assigns weights based on the economic size of a company and can help to reduce the performance drag caused by the Frank Russell Company (Russell) and Research Affiliates LLC (RA) have entered into a strategic alliance with respect to the Russell RAFI Index Series. Subject to RA's intellectual property rights in certain content, Russell is the owner of all copyrights related to the Russell RAFI Index Series. This report is the index's preliminary profile, setting out the anticipated composition of the index. The purpose of the report is to enable those tracking Citi's fixed income indices to anticipate changes to index composition, providing clarity and time to effect any consequent portfolio rebalancing. Create a Series with both index and values equal to the index keys. Useful with map for returning an indexer based on an index. Parameters index Index, optional. Index of resulting Series. If None, defaults to original index. name str, optional. Dame of resulting Series. If None, defaults to name of original index. Returns Series. The dtype

FTSE RAFI™ Index Series – FTSE Russell partners with Research Affiliates® on the innovative FTSE RAFI™ Index Series. Index constituents are weighted 

FTSE RAFI™ Index Series – FTSE Russell partners with Research Affiliates® on the innovative FTSE RAFI™ Index Series. Index constituents are weighted  20 Oct 2017 When Charles. Schwab Investment Management launched a series of mutual funds tracking indexes based on the RAFI® methodology in April  The RAFI Dynamic Multi-Factor EM index strategy takes time-varying exposures to four return factors; value, low volatility, quality, and momentum. The index  10 May 2017 index series (FTSE/Russell is the primary index provider for RAFI). In addition, the RAFI methodology underpinning the PIMCO Fundamental  11 Sep 2018 Schwab's Fundamental Index ETFs track various Russell RAFI indexes. The Russell RAFI index series selects stocks based on certain 

The FTSE RAFI Index Series (the “Series”) overcomes a major flaw in traditional passive investing. In conventional market-capitalization-weighted indices, the 

2.1.1 FTSE is the benchmark administrator of the index series.2 2.1.2 FTSE is responsible for the calculation of the FTSE RAFI Index Series. FTSE will maintain records of the weightings of all constituents and will make changes to the constituents and their weightings in accordance with this methodology. RAFI Bonds US Corporate Index Series weights a company’s debt according to fundamental measures of a firm’s debt service capacity—book value of assets, gross sales, gross dividends, and cash flow—rather than the amount of debt outstanding. This results in an index with lower credit risk, lower volatility, and better risk-adjusted returns. Index Description ; Citi RAFI Sovereign Developed Markets Bond Index Series. This index series seeks to reflect exposure to the government securities of a universe of 23 developed markets. By weighting components by their fundamentals, the indices aim to represent each country's economic footprint and proxies for its ability to service debt.

Create a Series with both index and values equal to the index keys. Useful with map for returning an indexer based on an index. Parameters index Index, optional. Index of resulting Series. If None, defaults to original index. name str, optional. Dame of resulting Series. If None, defaults to name of original index. Returns Series. The dtype

RAFI Index funds are available from Charles Schwab (mutual funds) and Powershares . In June, 2011, Powershares expanded its lineup of RAFI indices by changing the benchmarks of seven ETFs formerly tied to Intellidex Indices to RAFI fundamental indices, and by offering two new RAFI ETFs. Utilizing the RAFI ® Fundamental Index ® methodology developed by Research Affiliates, the Invesco FTSE RAFI Portfolios use four fundamental measures of company size; sales, cash flow, dividends and book value, to determine a stock's index weight.. The RAFI methodology assigns weights based on the economic size of a company and can help to reduce the performance drag caused by the

Utilizing the RAFI ® Fundamental Index ® methodology developed by Research Affiliates, the Invesco FTSE RAFI Portfolios use four fundamental measures of company size; sales, cash flow, dividends and book value, to determine a stock's index weight.. The RAFI methodology assigns weights based on the economic size of a company and can help to reduce the performance drag caused by the

Frank Russell Company (Russell) and Research Affiliates LLC (RA) have entered into a strategic alliance with respect to the Russell RAFI Index Series. Subject to RA's intellectual property rights in certain content, Russell is the owner of all copyrights related to the Russell RAFI Index Series. This report is the index's preliminary profile, setting out the anticipated composition of the index. The purpose of the report is to enable those tracking Citi's fixed income indices to anticipate changes to index composition, providing clarity and time to effect any consequent portfolio rebalancing.

20 Oct 2017 When Charles. Schwab Investment Management launched a series of mutual funds tracking indexes based on the RAFI® methodology in April  The RAFI Dynamic Multi-Factor EM index strategy takes time-varying exposures to four return factors; value, low volatility, quality, and momentum. The index  10 May 2017 index series (FTSE/Russell is the primary index provider for RAFI). In addition, the RAFI methodology underpinning the PIMCO Fundamental  11 Sep 2018 Schwab's Fundamental Index ETFs track various Russell RAFI indexes. The Russell RAFI index series selects stocks based on certain  The RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess returns versus the cap-weighted benchmark. The strategy uses fundamental measures of company size to select and weight companies and to systematically rebalance against the market’s constantly shifting expectations.