Index Updates

Global Factor Performance: April 2024

The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Factor Performance Factor Premiums Factor Data Downloads

DIY Trend-Following Allocations: April 2024

Full exposure to domestic equities. Full exposure to international equities. Full exposure to REITs. Partial exposure to commodities. Partial exposure to intermediate-term bonds.

DIY Trend-Following Allocations: March 2024

Full exposure to domestic equities. Full exposure to international equities. Partial exposure to REITs. No exposure to commodities. Partial exposure to intermediate-term bonds.

Global Factor Performance: September 2023

The following factor performance modules have been updated on our Index website.[ref]free access for financial professionals[/ref] Standardized Performance Factor Performance Factor Exposures Factor Premiums Factor Attribution [...]

DIY Trend-Following Allocations: August 2023

Full exposure to domestic equities. Full exposure to international equities. Partial exposure to REITs. Partial exposure to commodities. No exposure to intermediate-term bonds.

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