Alpha Architect Index Data/Information

/Alpha Architect Index Data/Information

Alpha Architect Index Data/Information

By | 2017-08-18T17:10:41+00:00 May 3rd, 2017|Business Updates|3 Comments

We have updated the information associated with our indexes and are making the data more easy to access.

We have the following index programs:

  • Alpha Architect Quantitative Value Indexes (Domestic and International)
  • Alpha Architect Quantitative Momentum Indexes (Domestic and International)
  • Alpha Architect Alternative Indexes (Unlevered and Levered)
  • Alpha Architect Robust Asset Allocation Indexes (Balanced, Moderate, and Aggressive)

Interested readers can access information on these indexes here.

The image below highlights where the index information is stored. We include monthly simulated returns and detailed process information.

Click the image to go to the site

Please let us know if you have any issues.


  • The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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  • This site provides NO information on our value ETFs or our momentum ETFs. Please refer to this site.

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About the Author:

Wes Gray
After serving as a Captain in the United States Marine Corps, Dr. Gray earned a PhD, and worked as a finance professor at Drexel University. Dr. Gray’s interest in bridging the research gap between academia and industry led him to found Alpha Architect, an asset management that delivers affordable active exposures for tax-sensitive investors. Dr. Gray has published four books and a number of academic articles. Wes is a regular contributor to multiple industry outlets, to include the following: Wall Street Journal, Forbes, ETF.com, and the CFA Institute. Dr. Gray earned an MBA and a PhD in finance from the University of Chicago and graduated magna cum laude with a BS from The Wharton School of the University of Pennsylvania.

3 Comments

  1. dph May 6, 2017 at 11:57 pm

    Nice to see the simulated numbers. Some huge draw owns in Summer of 08 and into 09 but rewards for those who could stomach. A system that can side step that; maybe picks up the momentum crash earlier and gets one out after 20% down or something even if one missed the first 10% back up. That’d be a winner. Too bad future doesn’t repeat (or even always rhyme).

  2. aagold May 10, 2017 at 3:46 pm

    Very nice info on Quantitative Value index. Don’t know if this is the best place to have this discussion, but the biggest difference I see between systematic value investing strategies such as QVAL and typical discretionary value investing methodologies is industry/sector-specific valuation metrics. Have you guys tested using industries/sectors in your value strategy and found they don’t add value? I’ve seen a few scattered places in the literature where industries/sectors are used but it seems pretty rare. Don’t really get it because mean/median valuation multiples can vary widely for different industries.

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