FTSE Market Based Allocation Index Series

The FTSE Market Based Allocation Indexes are designed to represent the performance of multi-asset investment portfolios across a wide range of objectively-defined risk tolerance profiles. The indexes include a broad and diversified range of asset classes including equities, fixed income, cash, and other investments. The weights of the asset classes within each benchmark are determined using transparent, data-driven methodology.

There are five indexes in the series designed for US market participants:

  • FTSE US Market Based Allocation Conservative Index - designed to represent the performance of a multi-asset benchmark with a low level (5th quintile) of historical volatility.
  • FTSE US Market Based Allocation Moderately Conservative Index - designed to represent the performance of a multi-asset benchmark with lower than average level (4th quintile) of historical volatility.
  • FTSE US Market Based Allocation Moderate Index - designed to represent the performance of a multi-asset benchmark with average level (3rd quintile) of historical volatility.
  • FTSE US Market based Allocation Moderately Aggressive Index - designed to represent the performance of a multi-asset benchmark with above average level (2nd quintile) of historical volatility.
  • FTSE US Market Based Allocation Aggressive Index - designed to represent the performance of a multi-asset benchmark with high level (1st quintile) of historical volatility.

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