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RAFI Fundamental Indices

Published in Equity Indices

RAFI Indices, LLC, is a wholly-owned subsidiary of Research Affiliates Global Holdings, LLC. RAFI Indices constructs, publishes, and licenses indices based on Research Affiliates insights and strategies.

The RAFI Fundamental Indices use the Research Affiliates Fundamental Index™ methodology, which weights companies based on fundamental measures of company size (as measured by accounting variables) rather than their market capitalization. Traditional passive investment vehicles are market-capitalization weighted, which means that as the price of a security increases, so does its weight in your portfolio. This results in overweights to the most overvalued companies and underweights to the most undervalued companies.

RAFI Fundamental Index is a non-price-weighted index strategy that aims to deliver excess return versus the cap-weighted benchmark by using fundamental measures of company size to systematically rebalance against the market’s constantly shifting expectations.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 3560 companies and 2 indices, the RAFI Fundamental Emerging Markets Index and RAFI Fundamental Developed Index.

Some of the data items available include:

  • Hours Currency Base Date
  • Index Name
  • Launch Date
  • Market
  • Net Return
  • Price Return
  • Ticker
  • Total Return, etc.

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