Index Information

  • Index Documentation – Process explanation, attribution, and plenty more

  • Index Forensics – Characteristic and performance breakdowns

  • Trend Signals – Trend following signals across various asset markets

Portfolio Architect (Client Only)

  • Characteristics Screens – Sort strategies based on factors

  • Visual Active Share – Identify what you own, visually

  • Active Share/Fee – Avoid closet indexes and identify fees for differentiation

Fund Screener

  • Multiple Factors – Screen funds on multiple factor dimensions

  • Universe Comparison – Compare etf factors across a large universe

Stock Screener

  • Multiple Factors – Screen stocks on multiple factor dimensions

  • Universe Comparison – Compare stock factors across a large universe

Visual Value Factors

  • Value Factor Spreads Over Time – Review the value of value portfolios

  • Multiple Value Metrics – Review a handful of relevant value metrics, not just one

  • Universe Relative Value – Review the relative valuations of US and international stocks

Factor Backtests

  • Review Factor Performance – Analyze the historical performance of factors

  • Drawdown Analysis – Assess the risk and volatility of various factors

  • Factor Correlations – Investigate how factors react with one another

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