‘ Research Affiliates ’

Research Affiliates launches multi-factor climate transition indices

Nov 6th, 2020 | By
Katrina Sherrerd, President and Chief Executive Officer, Research Affiliates

Smart beta specialists Research Affiliates has unveiled a new index strategy that integrates climate transition considerations within its existing multi-factor equity approach.

PIMCO partners with Research Affiliates on ESG US equity ETF

Dec 19th, 2019 | By
Andrew Pyne, Executive Vice President and strategist focused on PIMCO’s equity solutions

PIMCO has teamed up with smart beta index specialists Research Affiliates to launch a multi-factor US equity ETF with ESG considerations. The PIMCO RAFI ESG US ETF (RAFE US) has launched on NYSE Arca and comes with an expense ratio of 0.29%. Andrew Pyne, Executive Vice President and strategist focused on PIMCO’s equity solutions, commented, “The PIMCO RAFI ESG US ETF marries the performance potential of fundamental indexing with a unique approach to ESG, helping to drive the potential for improved returns over the broader market and social responsibility for investors.”

Research Affiliates launches RAFI ESG strategy

Apr 20th, 2018 | By
Vitali Kalesnik, PhD, Partner and Head of Equity Research at RA

Smart beta specialists Research Affiliates has launched a new index suite combining its trademark RAFI methodology with metrics for environmental, social and corporate governance (ESG) screening. “We wanted to deliver a transparent, broadly diversified, and customizable ESG strategy without sacrificing returns,” said Vitali Kalesnik, partner and head of equity research at Research Affiliates.

Premia Partners debuts multi-factor China A-shares ETFs

Oct 26th, 2017 | By
Nikko: Will investors be ready when Chinese bonds go global?

Hong Kong-based asset manager Premia Partners has launched two smart beta China ETFs which utilize a fundamental multi-factor approach to select Mainland China A-share equities. The funds have been listed on the Hong Kong Stock Exchange.

PIMCO launches three RAFI multi-factor equity ETFs

Sep 6th, 2017 | By
First Trust launches ‘Value Line Dividend’ ETF in Europe

PIMCO has launched three smart beta equity ETFs providing investors with diversified exposure to US, international, and emerging market stocks. The funds target multiple factors including value, quality, low volatility, momentum and size which research shows have historically outperformed the broader equity market over the long term.

S&P DJI reports on the merits of multi-factor investing

May 2nd, 2017 | By
First Trust rolls out European smart beta ETFs to Swiss Exchange

New research from S&P Dow Jones Indices considers the benefits of multi-factor investing and proposes that, due to the cyclical nature of individual factor returns, multi-factor investing is an efficient means of reducing individual factor risk and thereby smoothing portfolio returns.

Invesco to acquire ETF issuer Source

Apr 28th, 2017 | By
Martin L. Flanagan, president and CEO of Invesco

Invesco has entered into a definitive agreement to acquire European ETF issuer Source. The transaction will add Source’s $25 billion in assets under management to Invesco’s existing global ETF AUM of approximately $120 billion. “We’re excited about this opportunity to build on Invesco’s 40 years of factor investing experience and our existing PowerShares ETF business, which will significantly enhance our ability to deliver meaningful solutions to institutional and retail clients in Europe and around the world,” said Martin L. Flanagan, president and CEO of Invesco.

Research Affiliates launches RAFI multi-factor and single-factor indices

Feb 1st, 2017 | By
Research Affiliates launches RAFI multi-factor and single-factor index suite

Research Affiliates has unveiled an index suite seeking to capture the returns attributable to investment factors. The new launches include single-factor indices (value, low volatility, quality, momentum, and size), and multi-factor offerings. The RAFI Multi-Factor Index equally-weights the five single-factor indices while the RAFI Dynamic Multi-Factor Index seeks to overweight factors that are trading cheaply in the market. Rob Arnott, Chairman and CEO, Research Affiliates, commented: “We believe emphasizing factors or strategies that are trading cheap relative to their own historical norms, and deemphasizing the more expensive ones, can improve performance.”

FTSE Russell and Research Affiliates launch new ESG smart beta indices

Dec 8th, 2016 | By
Emerge rolls out sustainable multi-manager global equity ETF

FTSE Russell and Research Affiliates have launched two new ESG-themed smart beta index families: the FTSE4Good RAFI Indices, composed of FTSE RAFI Index constituents meeting minimum ESG-related requirements, and the FTSE RAFI ex Fossil Fuels Indices, which excludes firms with revenues derived from fossil fuels. Constituents are weighted according to four fundamental measures of company value: book value, cash flow, sales and dividends. The indices are suitable to act as underlying references for ETFs.

Elkhorn Investments launches low vol/high beta rotation ETF

Oct 21st, 2016 | By
Elkhorn Investments launches next generation low-vol rotation ETF

Elkhorn Investments has launched the Elkhorn Lunt Low Vol/High Beta Tactical ETF (Bats: LVHB), which switches between tracking the S&P 500 Low Volatility Index and the S&P 500 High Beta Index, depending on momentum signals in the US market. Ben Fulton, CEO of Elkhorn Investments, commented: “Factors, including low-volatility, have their own season and Lunt Capital’s strategy allows investors to tactically rotate between low-volatility and high-beta stocks within the tax-efficient ETF structure.”