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Traditional bond indices, which are weighted by the amount of debt outstanding, may not always be optimal for passive solutions. In traditional indices, the most indebted issuers receive the largest index weights. Weighting according to the debt appetite of bond issuers can leave investors overexposed to firms with poor credit quality, without compensation for the added risk they take on. RAFI bond indices use a transparent rules-based methodology to weight bonds using economic measures of company or country size and are thus tilted toward higher credit-quality firms or countries with lower risk of downgrade or default.
For this data source, RIMES hosts two indices, RAFI High Yield 1- 10 and RAFI IG 1-10.
Some of the data items available include:
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