RAFI Monthly Factor Returns Across Three Regions
A tibble with 381 rows and 15 variables:
date at the end of the month
U.S. Value factor
U.S. Low volatility factor
U.S. Quality factor
U.S. Size factor
U.S. Momentum factor
Int'l Developed Value factor
Int'l Developed Low volatility factor
Int'l Developed Quality factor
Int'l Developed Size factor
Int'l Developed Momentum factor
Emerging Value factor
Emerging Low volatility factor
Emerging Quality factor
Emerging Momentum factor
A dataset containing the monthly returns of 14 factors across the US, international developed and emerging markets.
RAFI (Research Affiliates)
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