factorReturns.Intl: 5 RAFI Factor Returns Across International Developed Markets

Description Usage Format Details Source

Description

RAFI International Factor Returns

Usage

1

Format

A tibble with 381 rows and 15 variables:

date

date at the end of the month

DxUVal

Int'l Developed Value factor

DxULVol

Int'l Developed Low volatility factor

DxUQual

Int'l Developed Quality factor

DxUSize

Int'l Developed Size factor

DxUMom

Int'l Developed Momentum factor

Details

A dataset containing the monthly returns of 5 factors across the international developed markets.

Source

RAFI (Research Affiliates)


rexmacey/factorModel documentation built on June 5, 2019, 11:26 a.m.