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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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.