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Analytics Overview
INDEX PRODUCTS MARKET ANALYTICAL TOOLS PORTFOLIO TOOLS CONTACTS
  1. Static content pages(s) describing our various index products.
  2. Link to Global Index Review document.
  1. Static content pages(s) describing our market analytics products.
  1. Static content pages(s) describing our portfolio analytics products.
  1. Static content page with contact details for Analytics and Client Services.
Index Analytics
Monthly Index Reviews
 Daily Event Monitors
 Index Analytics Tools
  1. FTSE Alternative Weighted Indices Overview
  2. FTSE All-World Index Series
  3. FTSE All-Share (UK) Index Series
  4. FTSE Italia Index Series
  5. FTSE China Index Series
  6. FTSE US Total Market Index Series
  1. FTSE Global Equity Index Series
  2. FTSE All-Share Index
  3. FTSE US Total Market Index Series
  1. FTSE Analysis+
  2. Global Index Viewer
Market Analytics
Research Reports
 Martket Analytics Tools
  1. Global Valuations Monthly Report
  1. Adaptive Asset Allocation Policy Calculator
Portfolio Analytics
Portfolio Analytics Tools
  1. Global Performance Attribution
  2. FTSE BIRR
  1. Alternative Weighted Indices Overview
 

FTSE Alternative Weighted Indices Overview

ENABLES USERS TO COMPARE THE PERFORMANCE OF FTSE'S MAJOR GLOBAL AND REGIONAL CAP WEIGHTED INDICES IN DEVELOPED AND EMERGING MARKETS WITH OUR FAMILY OF ALTERNATIVELY WEIGHTED INDICES.




Contents include:
  1. Global summary data - absolute and relative performance (1mth, 3mth, 6mth, 12mth, 3YR and 5YR)
  2. Regional breakdowns for World (Developed), USA, Developed ex USA, UK, Developed Europe ex UK, Japan, Developed ex Japan, Developed Asia Pacific ex Japan and Emerging Markets.

Each regional breakdown includes up to five years analysis of:
  1. Absolute and relative performance
  2. Mean annual return
  3. Annualised volatility
  4. Risk/reward (mean/vol)
  5. Mean annual excess return
  6. Information ratio
  7. Annualised monthly Alpha
  8. Alpha T statistic
  9. Beta

Indices featured in the report include:
  1. FTSE All-World Index Series
  2. FTSE Global Style Index Series (Value & Growth)
  3. FTSE Global Small Cap Index Series
  4. FTSE RAFI Index Series
  5. FTSE GWA Index Series
  6. FTSE EDHEC-Risk Efficient Index Series
  7. FTSE Diversification Based Investing (DBI) Index Series.
  8. FTSE TOBAM Maximum Diversification Index Series

The report is published each month around three business days after month end. It is provided on a complimentary basis to registered users, subject to FTSE's Terms & Conditions.






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Alternative Weighted Indices
 
FTSE was the first major index provider to offer non-market cap weighted indices.

Together with building our own alternative indices, we have established partnerships with a number of established experts in this field to develop a comprehensive range of non-market cap weighted indices.

These indices are used as an additional tool to capture systematic sources of return, to diversify core passive portfolios and to gain better downside protection. They are low cost, transparent, with a rules-driven index structure.

Learn More