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LibertyQ US Indexes

Available Benchmarks

  • LibertyQ US Large Cap Equity Index
  • The LibertyQ US Large Cap Equity Index is based on the Russell 1000 Index, its parent index, which measures the performance of the large-cap segment of the US equity universe. The LibertyQ US Large Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to three factors: Quality, Value and Momentum.

  • LibertyQ US Mid Cap Equity Index
  • The LibertyQ US Mid Cap Equity Index is based on the Russell Midcap Index, its parent index, which measures the performance of the mid-cap segment of the US equity universe. The LibertyQ US Mid Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.

  • LibertyQ US Small Cap Equity Index
  • The LibertyQ US Small Cap Equity Index is based on the Russell 2000 Index, its parent index, which measures the performance of the small-cap segment of the US equity universe. The LibertyQ US Small Cap Equity Index is designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.