We’ve posted our quarterly attribution materials on our performance site.(1)
We enjoyed putting the materials together and think they will be informative for those who follow our Indexes. The materials and videos are part of our long-term plan
Let’s dig in to each Index family. Enjoy the videos!
Focused Factors Indexes (Long-Only)
- Quantitative Value Index (QV INDEX)
- International Quantitative Value Index (IQV Index)
- Quantitative Momentum Index (QM INDEX)
- International Quantitative Momentum Index (IQM Index)
Slides are available on our data site.
Alternative Indexes (Long/Short)
- Global Value Momentum Trend Index (GVMT INDEX)
- Global Value Momentum Trend Index for Canada (GVMTC Index)
- Alpha Architect Long/Short Index (AA L/S Index)
Slides are available on our data site.
Asset Allocation Indexes (Tactical)
- Robust Asset Allocation Balanced Index (RAA BAL INDEX)
- Robust Asset Allocation Moderate Index (RAA MOD Index)
- Quantitative Momentum Aggregate Index (RAA AGG INDEX)
Slides are available on our data site.
References