ยป FTSE Alternative Weighted Indexes Overview

FTSE Alternative Weighted Indexes Overview

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

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The PDF is available for download from our website typically on the third business day of each month. Registered users are notified by email when it is published.

Provides Institutional Investors With:
  • Global summary data - absolute and relative performance (1mth, 3mth, 6mth, 12mth, 3yr and 5yr)
  • 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:
    • Absolute and relative performance
    • Mean annual return
    • Annualised volatility
    • Risk/reward (mean/vol)
    • Mean annual excess return
    • Information ratio
    • Annualised monthly Alpha
    • Alpha T statistic
    • Beta
Indexes featured in the report include:
  • FTSE All-World Index Series
  • FTSE Global Style Index Series (Value & Growth)
  • FTSE Global Small Cap Index Series
  • FTSE RAFI Index Series
  • FTSE GWA Index Series
  • FTSE EDHEC-Risk Efficient Index Series
  • FTSE Diversification Based Investing (DBI) Index Series
  • FTSE TOBAM Maximum Diversification Index Series

  • * The Industrial Classification Benchmark (ICB) is a globally recognized standard for categorizing companies and securities, with approximately 75,000 securities worldwide classified by the system. See www.icbenchmark.com for more information.

Alternative Weighted Indexes
FTSE Russell was the first major index provider to offer non-market cap weighted indexes.

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

These Indexes 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.