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The material contained in this document is for general information purposes only. It relates only to a hypothetical model of past performance of the Fundamental Index® strategy itself, and not to any asset management products based on this index. No allowance has been made for trading costs or management fees which would reduce investment performance. Actual results may differ. This material is not intended as an offer or a solicitation for the purchase and/or sale of any security or financial instrument, nor is it advice or a recommendation to enter into any transaction. This material is based on information that is considered to be reliable, but Research Affiliates and its related entities (collectively RA) make this information available on an "as is" basis and make no warranties, express or implied regarding the accuracy of the information contained herein, for any particular purpose. RA is not responsible for any errors or omissions or for results obtained from the use of this information. Nothing contained in this material is intended to constitute legal, tax, securities, financial or investment advice, nor an opinion regarding the appropriateness of any investment. The general information contained in this material should not be acted upon without obtaining specific legal, tax or investment advice from a licensed professional. Indices are not managed investment products, and, as such cannot be invested in directly. Returns represent simulated performance based on rules used in the creation of the index, are not a guarantee of future performance and are not indicative of any specific investment.
Investors should be aware of the risks associated with data sources and quantitative processes used in our investment management process. Errors may exist in data acquired from third party vendors, the construction of model portfolios, and in coding related to the index and portfolio construction process. While Research Affiliates takes steps to identify data and process errors so as to minimize the potential impact of such errors on index and portfolio performance, we cannot guarantee that such errors will not occur.
Citigroup Index LLC, a subsidiary of Citigroup Inc., and Research Affiliates, LLC have agreed to jointly create and distribute investable fixed income indices (the “Citi RAFI Bond Index Series”) based on the Research Affiliates’ patented Fundamental Index methodology. All intellectual property, including trademarks, contributed by Research Affiliates, LLC and Citigroup Index LLC shall remain solely vested with the respective contributor. Neither Citigroup Index LLC nor Research Affiliates, LLC make any warranties, express or implied, to any of their customers nor anyone else regarding the accuracy or completeness of any data related to the Citi RAFI Bond Index Series. All information is provided for information purposes only. Neither Citigroup Index LLC nor Research Affiliates, LLC accept any liability for any errors or any loss arising from the use of any data or information set forth in this publication.
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The RAFI® Bonds US Investment Grade Index and RAFI® Bonds US High Yield Index is calculated by ALM Research Solutions, LLC. in conjunction with Research Affiliates, LLC. All rights and interests in the RAFI® Bonds US Investment Grade Index and the RAFI® Bonds US High Yield Index vest in Research Affiliates, LLC. All rights in and to the Research Affiliates, LLC Fundamental Index® concept used in the calculation of the RAFI® Bonds US Investment Grade Index and the RAFI® Bonds US High Yield Index vest in Research Affiliates, LLC. The above RAFI® indices are not sponsored or promoted by ALM Research Solutions, LLC or its respective affiliates.Neither ALM Research Solutions, LLC nor Research Affiliates, LLC make any warranties, express or implied, to any of their customers nor anyone else regarding the accuracy or completeness of any data related to the RAFI® Bonds US Investment Grade Index, or the RAFI® Bonds US High Yield Index. All information is provided for information purposes only. Neither ALM Research Solutions, LLC, nor Research Affiliates, LLC accept any liability for any errors or any loss arising from the use of information in this publication.
Russell Investments is the source and owner of the Russell Index data contained or reflected in this material and copyrights related thereto. Russell Investments and Research Affiliates, LLC have entered into a strategic alliance with respect to the Russell Fundamental Indices. Subject to Research Affiliates, LLC's intellectual property rights in certain content, Russell Investments is the owner of all copyrights related to the Russell Fundamental Indices. Russell Investments and Research Affiliates, LLC jointly own all trademark and service mark rights in and to the Russell Fundamental Indices. Research Affiliates, LLC is the owner of the trademarks, service marks, patents and copyrights related to the Fundamental Index and the Fundamental Index methodology. The presentation may contain confidential information and unauthorized use, disclosure, copying, dissemination, or redistribution is strictly prohibited. This is a presentation of Research Affiliates, LLC. Russell Investments is not responsible for the formatting or configuration of this material or for any inaccuracy in Research Affiliates' presentation thereof.
Copyright MSCI. All Rights Reserved. MSCI Index returns information provided under license through MSCI. Without prior written permission of MSCI, this information and nay other MSCI intellectual property may only be used for your internal use, may not be reproduced or re-disseminated in any form and may not be used to create any financial instruments or products or any indices. This information is provided on an “as is” basis, and the user of this information assumes the entire risk of any use made of this information. Neither MSCI nor any third party involved in or related to the computing or compiling of the data makes any express or implied warranties, representations or guarantees concerning the MSCI index-related data, and in no event will MSCI or any third party have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) relating to any use of this information.
The trade names Fundamental Index®, RAFI®, the RAFI logo, and the Research Affiliates® corporate name and logo are registered trademarks and are the exclusive intellectual property of RA. Any use of these trade names and logos without the prior written permission of RA is expressly prohibited. RA reserves the right to take any and all necessary action to preserve all of its rights, title and interest in and to these marks.
Various features of the Fundamental Index® methodology, including an accounting data-based non-capitalization data processing system and method for creating and weighting an index of securities, are protected by various patents, and patent-pending intellectual property of Research Affiliates, LLC (US Patent No. 7,620,577; 7,792,719; 8,374,937, 8,374,939; 8,380,604; 8,589,276, 8,694,402, RE 44,098; and RE 44,362; Patent Pending Publ. Nos. US2014-0046872, WO 2005/076812, WO 2007/078399 A2, and WO 2008/118372). Intellectual property protected by one, or more, of the foregoing may be used in material presented.
Research Affiliates, LLC is an investment adviser registered under the Investment Advisors Act of 1940 with the U.S. Securities and Exchange Commission (SEC).
Sources and Method: All index returns are calculated using total return data from Bloomberg and FactSet. Returns for all single country strategies and Europe regional strategies are in local currency. All other returns are in USD. Annualized returns are geometrically linked returns, calculated using monthly data. Annualized standard deviation is calculated using sample standard deviation and monthly return data.
Note - It is not possible to invest directly in any of the indices above.
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