Research Affiliates unveils suite of factor indices

Teamed up with index provider Solactive

Research Affiliates has launched a range of RAFI multi-factor and single-factor indices in collaboration with index provider Solactive.

The four single-factor indices will be based on the factor strategies of value, low volatility, quality, and size, named the RAFI Value Factor , Low Volatility Factor , Quality Factor , and Size Factor indices. Research Affiliates teams up with FTSE Russell to launch two ESG smart-beta indices The multi-factor indices will combine the aforementioned factor strategies along with the momentum factor. Research Affiliates said it has not launched a single-factor momentum index due to the high turnover and high trading costs of this strategy. Rob Arnott, chairman and CEO of Research Aff...