FTSE RAFI Index Series

FTSE partners with Research Affiliates on the innovative FTSE RAFI Index Series. These non-market cap weighted indices break the link between price and weight. Index constituents are selected and weighted using four fundamental factors - total cash dividends, free cash flow, total sales, book value.

Selected FTSE RAFI Indices include

  • FTSE RAFI All World 3000 Index
  • FTSE RAFI Developed 1000 Index
  • FTSE RAFI Developed ex US 1000 Index
  • FTSE RAFI Emerging Market Index
  • FTSE RAFI 1000 Index
  • FTSE RAFI US 1500 Index
  • FTSE RAFI UK 300 Index
  • FTSE RAFI Japan 350 Index
  • FTSE RAFI Canada Index
  • FTSE RAFI Europe Index
  • FTSE RAFI UK 100 Index
  • FTSE RAFI Australia 200 Index
  • FTSE RAFI Japan Index
  • FTSE RAFI India 50 Index
  • FTSE RAFI Developed Asia ex Japan Index
  • FTSE RAFI Global ex US Real Estate Index
  • FTSE RAFI US 100 Real Estate Index
  • FTSE RAFI Brazil 50 Index

Introducing the FTSE RAFI QSR Index Series

FTSE is pleased to announce the launch of the FTSE RAFI QSR Index Series on 18 March 2013. This new index series represents a complementary offering to the existing FTSE RAFI Index Series. It incorporates quarterly staggered rebalancing (QSR), which spreads rebalancing over the course of the subsequent 12 months, reducing the market impact of reconstitution and increasing capacity.

Additional details regarding the methodology and characteristics can be found in the recently published white paper FTSE RAFI Index Series: Staggered Rebalancing.

All existing FTSE RAFI Indices will continue to be calculated as normal.