FTSE All-World ex Fossil Fuels Index Series

Size: px
Start display at page:

Download "FTSE All-World ex Fossil Fuels Index Series"

Transcription

1 FTSE Russell Factsheet FTSE All-World ex Fossil Fuels Index Series Data as at: 31 August 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation risks associated with stranded assets. Stranded assets are fossil fuels deposits, including oil, gas and coal, that must remain unburned or in the ground in order for the world to avoid the worst impacts of climate change. The FTSE All-World ex Fossil Fuels Index Series is a capitalisation-weighted index designed to represent the performance of constituents of the FTSE All-World Index after the exclusion of companies that have a certain revenue and/or reserve exposure to fossil fuels. FEATURES Coverage Derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world s investable market capitalisation. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a 5-Year Performance - Total Return (USD) Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Data as at month end FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Performance and Volatility - Total Return Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency Index rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies, both real time and end of day. Net of tax versions of the indices are also available. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. * Compound annual returns measured over 3 and 5 years respectively ** Volatility 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Year-on-Year Performance - Total Return Index % (USD) FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging of 5

2 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-World ex Fossil Fuels FTSE Developed ex Fossil Fuels FTSE Emerging ex Fossil Fuels FTSE All-World FTSE Developed FTSE Emerging Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - FTSE All-World ex Fossil Fuels Constituent Country ICB Sector FTSE All-World ex Fossil Fuels (Wgt %) Apple Inc. USA Technology Hardware & Equipment FTSE All-World Diff % (Wgt %) Microsoft Corp USA Software & Computer Services Amazon.Com USA General Retailers Facebook Class A USA Software & Computer Services JPMorgan Chase & Co USA Banks Alphabet Class C USA Software & Computer Services Alphabet Class A USA Software & Computer Services Johnson & Johnson USA Pharmaceuticals & Biotechnology Bank of America USA Banks Berkshire Hathaway B USA Nonlife Insurance INFORMATION Index Universe FTSE All-World Index Index Launch Developed - 29 April 2014 All-World and Emerging - 28 April 2015 Base Date 30 December 2005 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation Available End of Day End-of-Day Distribution Via FTP and Currency USD Review Dates Semi-annually in March and September Totals of 5

3 Country Breakdown FTSE All-World ex Fossil Fuels FTSE All-World Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % Australia , ,048, Austria 6 26, , Belgium , , Brazil , , Canada 51 1,104, ,284, Chile 21 56, , China 254 1,421, ,516, Colombia 9 17, , Czech Rep. 4 5, , Denmark , , Egypt 7 9, , Finland , , France 85 1,366, ,547, Germany 78 1,292, ,400, Greece 12 17, , Hong Kong , , Hungary 3 11, , India , , Indonesia 25 87, , Ireland 5 39, , Israel 29 86, , Italy , , Japan 500 3,714, ,851, Korea , , Malaysia , , Mexico , , Netherlands , , New Zealand 12 34, , Norway 9 74, , Pakistan 3 1, , Peru 3 17, , Philippines 23 58, , Poland 27 60, , Portugal 3 14, , Qatar 17 50, , Russia 27 73, , Singapore , , South Africa , , Spain , , Sweden , , Switzerland 50 1,212, ,212, Taiwan , , Thailand , , Turkey 34 27, , UAE 19 42, , UK 123 1,996, ,606, USA ,438, ,494, Totals ,837, ,028, of 5

4 31 August 2018 FTSE All-World ex Fossil Fuels Index Series Data as at: 31 August 2018 ICB Supersector Breakdown FTSE All-World ex Fossil Fuels FTSE All-World ICB Code ICB Supersector No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt % 0500 Oil & Gas , ,023, Chemicals 119 1,102, ,209, Basic Resources , , Construction & Materials , , Industrial Goods & Services 444 5,200, ,353, Automobiles & Parts 108 1,071, ,071, Food & Beverage 154 1,684, ,684, Personal & Household Goods 179 2,694, ,694, Health Care 193 5,156, ,156, Retail 188 3,146, ,189, Media 78 1,007, ,007, Travel & Leisure 130 1,118, ,122, Telecommunications 91 1,277, ,277, Utilities 155 1,217, ,361, Banks 242 4,550, ,550, Insurance 129 2,144, ,144, Real Estate 189 1,375, ,375, Financial Services 155 2,028, ,028, Technology 200 7,248, ,248, Totals ,837, ,028, Index Characteristics Attributes FTSE All-World ex Fossil Fuels FTSE All-World Number of constituents Net MCap (USDm) 43,837,586 47,028,722 Dividend Yield % Constituent Sizes (Net MCap USDm) Average 14,435 14,761 Largest 1,118,179 1,118,179 Smallest 0 0 Median 4,313 4,409 Weight of Largest Constituent (%) Top 10 Holdings (% Index MCap) of 5

5 bmkimage1 bmkimage2 bmkimage London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE All-World ex Fossil Fuels Index Series or the fitness or suitability of the FTSE All-World ex Fossil Fuels Index Series for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) North America Asia-Pacific Hong Kong Tokyo Sydney +61 (0) of 5

FTSE All-World ex Fossil Fuels Index Series

FTSE All-World ex Fossil Fuels Index Series FTSE Russell Factsheet FTSE All-World ex Fossil Fuels Index Series Data as at: 31 October 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and

More information

FTSE All-World ex Coal Index Series

FTSE All-World ex Coal Index Series FTSE Russell Factsheet FTSE All-World ex Coal Index Series Data as at: 29 March 2019 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off

More information

FTSE Global All Cap Index

FTSE Global All Cap Index FTSE Russell Factsheet FTSE Global All Cap Index bmktitle1 The FTSE Global All Cap Index is a market-capitalisation weighted index representing the performance of the large, mid and small cap stocks globally.

More information

FTSE Global All Cap Index

FTSE Global All Cap Index FTSE Russell Factsheet FTSE Global All Cap Index bmktitle1 The FTSE Global All Cap Index is a market-capitalisation weighted index representing the performance of the large, mid and small cap stocks globally.

More information

FTSE All-World ex Fossil Fuels Index Series

FTSE All-World ex Fossil Fuels Index Series FTSE FACTSHEET FTSE All-World ex Fossil Fuels Index Series Data as at: 30 October 2015 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce

More information

FTSE North America ex Fossil Fuels Indices

FTSE North America ex Fossil Fuels Indices FTSE Russell Factsheet Indices Data as at: 28 September 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation

More information

FTSE North America ex Fossil Fuels Indices

FTSE North America ex Fossil Fuels Indices FTSE Russell Factsheet Indices Data as at: 31 July 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation

More information

FTSE All-World High Dividend Yield

FTSE All-World High Dividend Yield FTSE Russell Factsheet High Dividend Index Data as at: 31 August 2018 bmktitle1 The High Dividend Index comprises stocks that are characterized by higherthan-average dividend yields, and is based on the

More information

FTSE Global Small Cap

FTSE Global Small Cap FTSE Russell Factsheet FTSE Global Small Cap ex US Index Data as at: 31 August 2018 bmktitle1 The FTSE Global Small Cap ex US Index is a market-capitalization weighted index representing the performance

More information

FTSE All-World GDP Weighted

FTSE All-World GDP Weighted FTSE Russell Factsheet FTSE All-World GDP Weighted Indices Data as at: 31 August 2018 bmktitle1 The FTSE GDP Weighted Index Series is designed to reflect the performance of constituent companies in an

More information

FTSE Global Small Cap Index

FTSE Global Small Cap Index FTSE Russell Factsheet FTSE Global Small Cap Index bmktitle1 The FTSE Global Small Cap Index is derived from FTSE's flagship Global Equity Series universe, which comprises around 7,000 securities worldwide,

More information

FTSE All-World GDP Weighted

FTSE All-World GDP Weighted FTSE Russell Factsheet FTSE All-World GDP Weighted Indices Data as at: 30 April 2018 bmktitle1 The FTSE GDP Weighted Index Series is designed to reflect the performance of constituent companies in an index

More information

FTSE Environmental Opportunities Index Series

FTSE Environmental Opportunities Index Series FTSE Russell Factsheet Opportunities Index Series Data as at: 29 June 2018 bmktitle1 The Opportunities Index Series measures the performance of global companies that have significant involvement in environmental

More information

FTSE RAFI ex Fossil Fuels Indexes

FTSE RAFI ex Fossil Fuels Indexes FTSE Russell Factsheet ex Indexes Data as at: 28 September 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation

More information

FTSE Emerging Markets China A Inclusion Indexes

FTSE Emerging Markets China A Inclusion Indexes FTSE Russell Factsheet Markets China A Indexes FEATURES Data as at: 31 October 2017 bmktitle1 The FTSE Global China A Index Series contains two emerging markets indexes that include China A Shares at a

More information

FTSE Renaissance Global IPO

FTSE Renaissance Global IPO FTSE Russell Factsheet FTSE Renaissance Global IPO Index Series Data as at: 31 January 2019 bmktitle1 FTSE and Renaissance Capital International LLC have developed the FTSE Renaissance Global IPO Index

More information

FTSE Core Infrastructure 50/50 Indexes

FTSE Core Infrastructure 50/50 Indexes FTSE Russell Factsheet FTSE Core Indexes Data as at: 31 December 2018 bmktitle1 The Index and Index give participants an industry-defined interpretation of infrastructure and adjust the exposure to certain

More information

JP Morgan Diversified Factor Global Developed Equity Index

JP Morgan Diversified Factor Global Developed Equity Index FTSE Russell Factsheet JP Morgan Diversified Factor Global Developed Equity Index FEATURES Data as at: 31 January 2019 bmktitle1 The JP Morgan Diversified Factor Indexes are comprised of large and mid-cap

More information

FTSE Core Infrastructure 50/50 Indexes (AUD)

FTSE Core Infrastructure 50/50 Indexes (AUD) FTSE Russell Factsheet FTSE Core Indexes (AUD) Data as at: 28 February 2019 bmktitle1 The Index and Index give participants an industry-defined interpretation of infrastructure and adjust the exposure

More information

FTSE Eurozone GDP Weighted

FTSE Eurozone GDP Weighted FTSE Russell Factsheet an GDP Indices Data as at: 29 December 2017 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings

More information

FTSE Eurozone GDP Weighted

FTSE Eurozone GDP Weighted FTSE Russell Factsheet an GDP Indices Data as at: 30 April 2018 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings

More information

FTSE4Good Index Series

FTSE4Good Index Series FTSE Russell Factsheet Index Series bmktitle1 Launched in 2001, the Index Series is a series of benchmark and tradable indexes for ESG (Environmental, Social and Governance) investors. The index series

More information

FTSE Developed ex US Comprehensive Factor Index

FTSE Developed ex US Comprehensive Factor Index FTSE Russell Factsheet Comprehensive Index FEATURES Data as at: 31 October 2018 bmktitle1 The Comprehensive Index is a benchmark designed to capture exposure to five factors Quality, Value, Momentum, Low

More information

FTSE Eurozone GDP Weighted

FTSE Eurozone GDP Weighted FTSE Russell Factsheet an GDP Indices Data as at: 28 September 2018 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings

More information

FTSE Eurozone GDP Weighted

FTSE Eurozone GDP Weighted FTSE Russell Factsheet an GDP Indices Data as at: 30 November 2017 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings

More information

FTSE4Good Index Series

FTSE4Good Index Series FTSE Russell Factsheet Index Series bmktitle1 Launched in 2001, the Index Series is a series of benchmark and tradable indexes for ESG (Environmental, Social and Governance) investors. The index series

More information

FTSE Eurozone GDP Weighted

FTSE Eurozone GDP Weighted FTSE Russell Factsheet an GDP Indices Data as at: 31 October 2018 bmktitle1 The FTSE GDP Index Series is designed to reflect the performance of constituent companies in an index where country weightings

More information

FTSE Core Infrastructure Indexes

FTSE Core Infrastructure Indexes FTSE Russell Factsheet FTSE Core Infrastructure Indexes Data as at: 30 April 2018 bmktitle1 The FTSE Infrastructure Index Series is a comprehensive set of nine cap-weighted indexes, diversified across

More information

FTSE4Good Index Series

FTSE4Good Index Series FTSE Russell Factsheet Index Series bmktitle1 Launched in 2001, the Index Series is a series of benchmark and tradable indexes for ESG (Environmental, Social and Governance) investors. The index series

More information

FTSE EPRA/NAREIT Developed REITs and Non-

FTSE EPRA/NAREIT Developed REITs and Non- FTSE Russell Factsheet and Non- Data as at: 31 August 2018 Indices FEATURES bmktitle1 The FTSE EPRA/NAREIT Global Real Estate Index Series is designed to represent general trends in eligible real estate

More information

FTSE EPRA Nareit Developed Investment Focus Indices

FTSE EPRA Nareit Developed Investment Focus Indices FTSE Russell Factsheet Investment Focus Data as at: 31 December 2018 Indices FEATURES bmktitle1 The FTSE EPRA Nareit Global Real Estate Index Series is designed to represent general trends in eligible

More information

FTSE EPRA/NAREIT Developed Investment Focus Indices

FTSE EPRA/NAREIT Developed Investment Focus Indices FTSE Russell Factsheet Investment Focus Indices FEATURES Data as at: 31 July 2018 bmktitle1 The FTSE EPRA/NAREIT Global Real Estate Index Series is designed to represent general trends in eligible real

More information

FTSE EPRA Nareit Developed REITs and Non- REITs Indices

FTSE EPRA Nareit Developed REITs and Non- REITs Indices FTSE Russell Factsheet FTSE EPRA Nareit Developed and Non- Indices FEATURES Data as at: 31 October 2018 bmktitle1 The FTSE EPRA Nareit Global Real Estate Index Series is designed to represent general trends

More information

FTSE European Sustainable Yield Indices

FTSE European Sustainable Yield Indices Russell Factsheet an Indices Data as at: 31 August 2018 bmktitle1 The Global Index Series has been designed to measure the performance of an index consisting of securities exhibiting relatively high and

More information

FTSE Total China Connect Index

FTSE Total China Connect Index FTSE Russell Factsheet FTSE Total China Connect Index bmktitle1 The FTSE Total China Connect Index is designed to represent the performance of large and mid cap Chinese companies listed in or outside the

More information

FTSE Total China Connect Index

FTSE Total China Connect Index FTSE Russell Factsheet FTSE Total China Connect Index bmktitle1 The FTSE Total China Connect Index is designed to represent the performance of large and mid cap Chinese companies listed in or outside the

More information

FTSE Global Equity Index Series

FTSE Global Equity Index Series Methodology overview FTSE Global Equity Index Series Built for the demands of global investors Indexes for a global market The FTSE Global Equity Index Series (FTSE GEIS) includes objective, rules-based

More information

FTSE Annual Country Classification Review Published: 26 September 2018

FTSE Annual Country Classification Review Published: 26 September 2018 FTSE Classification of Markets FTSE Annual Country Classification Review Published: 26 September 2018 Headlines China A to be assigned Secondary Emerging market status commencing June 2019 Iceland to be

More information

June Vanguard Equity Index Fund Benchmark Changes Overview of the Transition Process

June Vanguard Equity Index Fund Benchmark Changes Overview of the Transition Process June 2015 Vanguard Equity Index Fund Benchmark Changes Overview of the Transition Process Table of Contents 1. Introduction 3 2. How are the existing and destination indexes different? 3 3. How will the

More information

FTSE Country Classification March 2018 Interim Update

FTSE Country Classification March 2018 Interim Update FTSE Classification of Markets FTSE Country Classification March 2018 Interim Update 1. Classification of Markets A formal interim review of country classification within the FTSE global equity indexes

More information

FTSE Global RIC Capped Indexes

FTSE Global RIC Capped Indexes Methodology overview FTSE Global RIC Capped Indexes Helping investors meet US regulatory requirements Building blocks for investable global portfolios The FTSE Global RIC Capped Indexes are market capitalization

More information

Ground Rules. FTSE Shariah Global Equity Index Series v3.0

Ground Rules. FTSE Shariah Global Equity Index Series v3.0 Ground Rules FTSE Shariah Global Equity Index Series v3.0 ftserussell.com January 2018 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 8 3.0 FTSE Russell Index Policies... 10 4.0 Eligible

More information

NORTH AMERICAN UPDATE

NORTH AMERICAN UPDATE NORTH AMERICAN UPDATE December 6 th, 2018 INNOVATION INSIGHT GROWTH SINCE 1968 TOUGH YEAR FOR RETURNS AROUND THE WORLD Index Year-to-date Performance MSCI World -1.2% MSCI USA 3.9% MSCI Canada -3.9% MSCI

More information

IOOF. International Equities Portfolio NZD. Quarterly update

IOOF. International Equities Portfolio NZD. Quarterly update IOOF NZD Quarterly update For the period ended 30 September 2018 Contents Overview 2 Portfolio at glance 3 Performance 4 Asset allocation 6 Overview At IOOF, we have been helping Australians secure their

More information

FTSE Global Equity Index Series

FTSE Global Equity Index Series FTSE Global Equity Index Series THE FTSE GLOBAL EQUITY INDEX SERIES With an unparalleled record of flexibility, transparency, consistent accuracy and the ability to meet any mandate, FTSE indices are already

More information

Quarterly Investment Update First Quarter 2018

Quarterly Investment Update First Quarter 2018 Quarterly Investment Update First Quarter 2018 Dimensional Fund Advisors Canada ULC ( DFA Canada ) is not affiliated with [insert name of Advisor]. DFA Canada is a separate and distinct company. Market

More information

FTSE Russell Policy Advisory Board

FTSE Russell Policy Advisory Board Terms of Reference FTSE Russell Policy Advisory Board 1.0 Constitution 1.1 The FTSE Russell Policy Advisory Board (Policy Advisory Board) has been established to provide strategic advice to FTSE Russell

More information

China Onshore Bonds. Insights

China Onshore Bonds. Insights Insights China Onshore Bonds China s bond market is the third largest in the world after the U.S. and Japan. There have been positive recent developments to open up the onshore Chinese bond market The

More information

FTSE Global Factor Index Series

FTSE Global Factor Index Series Methodology overview FTSE Global Factor Index Series Overview The FTSE Global Factor Index Series is a family of benchmarks designed to represent the performance of specific factor characteristics. This

More information

San Francisco Retiree Health Care Trust Fund Education Materials on Public Equity

San Francisco Retiree Health Care Trust Fund Education Materials on Public Equity M E K E T A I N V E S T M E N T G R O U P 5796 ARMADA DRIVE SUITE 110 CARLSBAD CA 92008 760 795 3450 fax 760 795 3445 www.meketagroup.com The Global Equity Opportunity Set MSCI All Country World 1 Index

More information

Quarterly Investment Update First Quarter 2017

Quarterly Investment Update First Quarter 2017 Quarterly Investment Update First Quarter 2017 Market Update: A Quarter in Review March 31, 2017 CANADIAN STOCKS INTERNATIONAL STOCKS Large Cap Small Cap Growth Value Large Cap Small Cap Growth Value Emerging

More information

Ground Rules. FTSE Multinational Index Series (Including the Local Index Series) v2.7

Ground Rules. FTSE Multinational Index Series (Including the Local Index Series) v2.7 Ground Rules FTSE Multinational Index Series (Including the Local Index Series) v2.7 ftserussell.com June 2018 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 6 3.0 FTSE Russell Index

More information

Ground Rules. FTSE MPF Index Series v2.8

Ground Rules. FTSE MPF Index Series v2.8 Ground Rules FTSE MPF Index Series v2.8 ftserussell.com February 2018 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 5 3.0 FTSE Russell Index Policies... 6 4.0 Eligible Securities...

More information

FTSE Russell Benchmark Determination Complaints- Handling Policy v2.0

FTSE Russell Benchmark Determination Complaints- Handling Policy v2.0 FTSE Russell Benchmark Determination Complaints- Handling Policy v2.0 ftserussell.com November 2017 Contents 1.0 Introduction... 3 2.0 Principles... 4 3.0 Procedure... 5 4.0 Further Information... 6 FTSE

More information

Reclassification of Saudi Arabia to Secondary Emerging Market Status Implementation Plan

Reclassification of Saudi Arabia to Secondary Emerging Market Status Implementation Plan FAQ Reclassification of Saudi Arabia to Secondary Emerging Market Status Implementation Plan Commencing March 2019 v1.0 ftserussell.com March 2018 Contents 1.0 Transition of Saudi Arabia from Unclassified

More information

DFA Global Equity Portfolio (Class F) Performance Report Q3 2018

DFA Global Equity Portfolio (Class F) Performance Report Q3 2018 DFA Global Equity Portfolio (Class F) Performance Report Q3 2018 This presentation has been prepared by Dimensional Fund Advisors Canada ULC ( DFA Canada ), manager of the Dimensional Funds. This presentation

More information

DFA Global Equity Portfolio (Class F) Performance Report Q4 2017

DFA Global Equity Portfolio (Class F) Performance Report Q4 2017 DFA Global Equity Portfolio (Class F) Performance Report Q4 2017 This presentation has been prepared by Dimensional Fund Advisors Canada ULC ( DFA Canada ), manager of the Dimensional Funds. This presentation

More information

DFA Global Equity Portfolio (Class F) Performance Report Q2 2017

DFA Global Equity Portfolio (Class F) Performance Report Q2 2017 DFA Global Equity Portfolio (Class F) Performance Report Q2 2017 This presentation has been prepared by Dimensional Fund Advisors Canada ULC ( DFA Canada ), manager of the Dimensional Funds. This presentation

More information

DFA Global Equity Portfolio (Class F) Performance Report Q3 2015

DFA Global Equity Portfolio (Class F) Performance Report Q3 2015 DFA Global Equity Portfolio (Class F) Performance Report Q3 2015 This presentation has been prepared by Dimensional Fund Advisors Canada ULC ( DFA Canada ), manager of the Dimensional Funds. This presentation

More information

DFA Global Equity Portfolio (Class F) Quarterly Performance Report Q2 2014

DFA Global Equity Portfolio (Class F) Quarterly Performance Report Q2 2014 DFA Global Equity Portfolio (Class F) Quarterly Performance Report Q2 2014 This presentation has been prepared by Dimensional Fund Advisors Canada ULC ( DFA Canada ), manager of the Dimensional Funds.

More information

The rise of the sustainable economy: Size and scale of the global green economy Busting common myths

The rise of the sustainable economy: Size and scale of the global green economy Busting common myths The rise of the sustainable economy: Size and scale of the global green economy Busting common myths Fong Yee Chan, FTSE Russell FTSE Russell 1 FTSE Russell is not an investment firm and this presentation

More information

Ground Rules. FTSE CNBC Asia 100 Index v2.6

Ground Rules. FTSE CNBC Asia 100 Index v2.6 Ground Rules FTSE CNBC Asia 100 Index v2.6 ftserussell.com March 2018 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 5 3.0 FTSE Russell Index Policies... 7 4.0 Treatment of Eligible

More information

FTSE Emerging incl. China Overseas

FTSE Emerging incl. China Overseas FTSE Emerging incl. China Overseas non-r/qfii GDP Weighted Index Do you weight for the China A-shares inclusion? As the opening up of the Chinese equities market continues, international market participants

More information

DIVERSIFICATION. Diversification

DIVERSIFICATION. Diversification Diversification Helps you capture what global markets offer Reduces risks that have no expected return May prevent you from missing opportunity Smooths out some of the bumps Helps take the guesswork out

More information

Ground Rules. FTSE Fair Value Indexes v1.5

Ground Rules. FTSE Fair Value Indexes v1.5 Ground Rules FTSE Fair Value Indexes v1.5 ftserussell.com January 2018 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 5 3.0 FTSE Russell Index Policies... 6 4.0 Eligible Securities...

More information

FAQ. FTSE UK Index Series Index Review Reference Data cut-off dates for 2018

FAQ. FTSE UK Index Series Index Review Reference Data cut-off dates for 2018 FAQ FTSE UK Index Series Index Review Reference Data cut-off dates for 2018 ftserussell.com May 2018 Contents FTSE UK Index Series Review Schedule 2018... 3 1.0 Index Rebalance Market Cap data Cut-Off...

More information

INSIGHT. The case for micro caps. Newsletter. Why micro caps? Early-stage investment opportunities. A research deficit

INSIGHT. The case for micro caps. Newsletter. Why micro caps? Early-stage investment opportunities. A research deficit INSIGHT The case for micro caps In recent years, equity investors have shown increasing interest in companies at the bottom of the size (capitalisation) spectrum, commonly referred to as micro cap stocks.

More information

Final list of IPO additions

Final list of IPO additions Final list of IPO additions Effective December 15, 2017 Australia Magellan Global Trust MCP Master Income Trust VGI Partners Global Investments Ltd Austria BAWAG Group AG Brazil Camil Alimentos SA Canada

More information

How the TCFD recommendations are incorporated into FTSE Russell s ESG Ratings and data model

How the TCFD recommendations are incorporated into FTSE Russell s ESG Ratings and data model Report How the TCFD recommendations are incorporated into FTSE Russell s ESG Ratings and data model Background In December 2015, the Financial Stability Board chair Mark Carney announced the establishment

More information

STOXX EMERGING MARKETS INDICES. UNDERSTANDA RULES-BA EMERGING MARK TRANSPARENT SIMPLE

STOXX EMERGING MARKETS INDICES. UNDERSTANDA RULES-BA EMERGING MARK TRANSPARENT SIMPLE STOXX Limited STOXX EMERGING MARKETS INDICES. EMERGING MARK RULES-BA TRANSPARENT UNDERSTANDA SIMPLE MARKET CLASSIF INTRODUCTION. Many investors are seeking to embrace emerging market investments, because

More information

All-Country Equity Allocator February 2018

All-Country Equity Allocator February 2018 Leila Heckman, Ph.D. lheckman@dcmadvisors.com 917-386-6261 John Mullin, Ph.D. jmullin@dcmadvisors.com 917-386-6262 Charles Waters cwaters@dcmadvisors.com 917-386-6264 All-Country Equity Allocator February

More information

IT ONLY TAKES ONE INDEX TO CAPTURE THE WORLD THE MODERN INDEX STRATEGY. msci.com

IT ONLY TAKES ONE INDEX TO CAPTURE THE WORLD THE MODERN INDEX STRATEGY. msci.com IT ONLY TAKES ONE INDEX TO CAPTURE THE WORLD THE MODERN INDEX STRATEGY msci.com MSCI DELIVERS THE MODERN INDEX STRATEGY The MSCI ACWI Index, MSCI s flagship global equity benchmark, is designed to represent

More information

FAQ. FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2019

FAQ. FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2019 FAQ FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2019 ftserussell.com January 2019 Contents FTSE Global Equity Index Series Review Schedule 2019... 3 1.0 Data cut-off date

More information

All-Country Equity Allocator July 2018

All-Country Equity Allocator July 2018 Leila Heckman, Ph.D. lheckman@dcmadvisors.com 917-386-6261 John Mullin, Ph.D. jmullin@dcmadvisors.com 917-386-6262 Allison Hay ahay@dcmadvisors.com 917-386-6264 All-Country Equity Allocator July 2018 A

More information

FAQ. FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2018

FAQ. FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2018 FAQ FTSE Global Equity Index Series Index Review Reference Data cut-off dates for 2018 ftserussell.com May 2018 Contents FTSE Global Equity Index Series Review Schedule 2018... 3 1.0 Data cut-off date

More information

Final list of IPO additions

Final list of IPO additions Final list of IPO additions Effective September 15, 2017 (after the close) Belgium Balta Group NV Brazil Atacadao SA IRB Brasil Resseguros SA Canada Clementia Pharmaceuticals Inc Jamieson Wellness Inc

More information

TEACHERS RETIREMENT BOARD. INVESTMENT COMMITTEE Item Number: 11

TEACHERS RETIREMENT BOARD. INVESTMENT COMMITTEE Item Number: 11 TEACHERS RETIREMENT BOARD INVESTMENT COMMITTEE Item Number: 11 SUBJECT: Special Mandate Low Carbon Strategies CONSENT: ATTACHMENT(S): 2 ACTION: X DATE OF MEETING: / 20 mins. INFORMATION: PRESENTER(S):

More information

FTSE Global Factor Index Series

FTSE Global Factor Index Series Methodology overview FTSE Global Factor Index Series Overview The FTSE Global Factor Index Series is a family of benchmarks designed to represent the performance of specific factor characteristics. This

More information

FAQs. FTSE China Onshore Bond Index Series

FAQs. FTSE China Onshore Bond Index Series FAQs FTSE China Onshore Bond Index Series ftserussell.com February 2015 Contents The FTSE China Onshore Bond Index Series FAQs... 3 1. What types of bonds are eligible for inclusion?... 3 2. What kinds

More information

Reclassification of Kuwait to Secondary Emerging Market Status Index Review Process

Reclassification of Kuwait to Secondary Emerging Market Status Index Review Process FAQ Reclassification of Kuwait to Secondary Emerging Market Status Index Review Process Semi-Annual Index Review - September 2018 Quarterly Index Review - December 2018 v2.0 ftserussell.com September 2018

More information

Ground Rules. FTSE UK Index Series Guide to Calculation Method for the Median Liquidity Test v1.5

Ground Rules. FTSE UK Index Series Guide to Calculation Method for the Median Liquidity Test v1.5 Ground Rules FTSE UK Index Series Guide to Calculation Method for the Median Liquidity Test v1.5 ftserussell.com May 2017 Contents 1.0 Purpose of the Guide... 3 2.0 Liquidity Screening Process... 4 3.0

More information

Global Select International Select International Select Hedged Emerging Market Select

Global Select International Select International Select Hedged Emerging Market Select International Exchange Traded Fund (ETF) Managed Strategies ETFs provide investors a liquid, transparent, and low-cost avenue to equities around the world. Our research has shown that individual country

More information

Global Business Barometer April 2008

Global Business Barometer April 2008 Global Business Barometer April 2008 The Global Business Barometer is a quarterly business-confidence index, conducted for The Economist by the Economist Intelligence Unit What are your expectations of

More information

Volatility reduction: How minimum variance indexes work

Volatility reduction: How minimum variance indexes work Insights Volatility reduction: How minimum variance indexes work Minimum variance indexes, which apply rules-based methodologies with the aim of minimizing an index s volatility, are popular among market

More information

Guide to Chinese Share Classes v1.2

Guide to Chinese Share Classes v1.2 Guide to Chinese Share Classes v1.2 ftserussell.com April 2017 Guide to Chinese Share Classes China incorporated companies listed in the People s Republic of China (PRC) can issue different classes of

More information

Reporting practices for domestic and total debt securities

Reporting practices for domestic and total debt securities Last updated: 27 November 2017 Reporting practices for domestic and total debt securities While the BIS debt securities statistics are in principle harmonised with the recommendations in the Handbook on

More information

1.1. STOXX TOTAL MARKET INDICES

1.1. STOXX TOTAL MARKET INDICES 1. BROAD TOTAL MARKET INDICES/BENCHMARK INDICES, EQUAL WEIGHT INDICES 1/15 1.1. STOXX TOTAL MARKET INDICES Regional indices STOXX BRIC TMI STOXX Developed and Emerging Markets TMI STOXX Developed Markets

More information

FTSE Diversified Factor Indexes

FTSE Diversified Factor Indexes Product overview FTSE Diversified Factor Indexes Introduction The FTSE Diversified Factor Indexes are designed to evenly distribute risk across regions and industries, and provide exposure to securities

More information

1.1. STOXX TOTAL MARKET INDICES

1.1. STOXX TOTAL MARKET INDICES STOXX INDEX LIST A-Z 1. TOTAL MARKET INDICES 1/14 1.1. STOXX TOTAL MARKET INDICES Regional indices STOXX BRIC TMI STOXX Developed and Emerging Markets TMI STOXX Developed Markets TMI STOXX Emerging Markets

More information

FAQs. FTSE Saudi Arabia Inclusion Index Series

FAQs. FTSE Saudi Arabia Inclusion Index Series FAQs FTSE Saudi Arabia Inclusion Index Series ftserussell.com October 2017 Contents 1. Why is FTSE Russell launching the FTSE Saudi Arabia Inclusion Index Series?... 3 2. What is Vision 2030?... 3 3. What

More information

Risks and Opportunities in Global Equities Today BCI Global Investment Conference Tom Mann, CFA Senior Portfolio Manager

Risks and Opportunities in Global Equities Today BCI Global Investment Conference Tom Mann, CFA Senior Portfolio Manager Risks and Opportunities in Global Equities Today BCI Global Investment Conference Tom Mann, CFA Senior Portfolio Manager June 2017 For professional investors only. Not suitable for retail clients 05/06/2017

More information

EQUITY REPORTING & WITHHOLDING. Updated May 2016

EQUITY REPORTING & WITHHOLDING. Updated May 2016 EQUITY REPORTING & WITHHOLDING Updated May 2016 When you exercise stock options or have RSUs lapse, there may be tax implications in any country in which you worked for P&G during the period from the

More information

Preliminary list of IPO additions

Preliminary list of IPO additions Preliminary list of IPO additions Effective September 21, 2018 Australia Viva Energy Group Ltd Canada Green Organic Dutchman Holdings Ltd Mav Beauty Brands Inc China 51 Credit Card Inc 7Road Holdings Ltd

More information

FAQ. FTSE EPRA/NAREIT Index Series Index Review Reference Data cut-off dates for 2018

FAQ. FTSE EPRA/NAREIT Index Series Index Review Reference Data cut-off dates for 2018 FAQ FTSE EPRA/NAREIT Index Series Index Review Reference Data cut-off dates for 2018 ftserussell.com February 2018 Contents FTSE EPRA/NAREIT Index Series Review Schedule 2018... 3 1.0 Data cut-off dates

More information

FAQ. FTSE UK Index Series Index Review Reference Data cut-off dates for 2016

FAQ. FTSE UK Index Series Index Review Reference Data cut-off dates for 2016 FAQ FTSE UK Index Series Index Review Reference Data cut-off dates for 2016 ftserussell.com November 2016 Contents FTSE UK Index Series Review Schedule 2016... 3 1.0 Index Rebalance Market Cap data Cut-Off...

More information

COUNTRY COST INDEX JUNE 2013

COUNTRY COST INDEX JUNE 2013 COUNTRY COST INDEX JUNE 2013 June 2013 Kissell Research Group, LLC 1010 Northern Blvd., Suite 208 Great Neck, NY 11021 www.kissellresearch.com Kissell Research Group Country Cost Index - June 2013 2 Executive

More information

Indexing the world. Insights

Indexing the world. Insights Insights Indexing the world In this paper we provide: A brief history of FTSE GEIS, from when it first began as the FT-Actuaries World Index in 1987 to what it is today an internationally recognized series

More information

Ground Rules. FTSE All-World ex US High Dividend Yield Index v1.2

Ground Rules. FTSE All-World ex US High Dividend Yield Index v1.2 Ground Rules FTSE All-World ex US High Dividend Yield Index v1.2 ftserussell.com August 2017 Contents 1.0 Introduction... 3 2.0 Management Responsibilities... 4 3.0 FTSE Russell Index Policies... 5 4.0

More information

FAQs. FTSE SET Index Series

FAQs. FTSE SET Index Series FAQs FTSE SET Index Series ftserussell.com November 2015 Contents FTSE SET Index Series... 3 1. Background... 3 2. Why did FTSE and SET jointly launch this index series?... 3 3. Who is SET... 3 4. Who

More information

Summit Strategies Group

Summit Strategies Group As of December 3, 203 US Equity: All Cap Russell 3000 Index 2.64 0.0 33.55 33.55 6.24 8.7 6.50 7.88 7.09 Dow Jones US Total Stock Market Index 2.63 0. 33.47 33.47 6.23 8.86 6.68 8.0 6.90 US Equity: Large

More information