FTSE OFI Dynamic Multifactor Index Series

The FTSE OFI Dynamic Multi-Factor Index Series, co-developed with OppenheimerFunds Inc (‘OFI’), uses a rules-based framework to target exposure to low volatility, momentum, quality, size and value factors.

OFI uses economic and market sentiment indictors to identify four regimes corresponding to different parts of the business cycle; Recovery, Expansion, Slowdown and Contraction. The FTSE OFI Dynamic Multi-factor Indexes will emphasize exposure to these factors by allocating to one of four predetermined multi-factor indexes according to the OFI signal (‘Signal’). The multi-factor indexes, built using FTSE Russell’s innovative ‘Tilt-Tilt’ methodology, target a combination of factors that have historically outperformed other factors in these stages of the business cycle.