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How does the RAFI US Equity Long/Short Index correlate with different asset classes?

April 26, 2017ASSET classes correlate different equity index rafi short

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How does the RAFI US Equity Long/Short Index correlate with different asset classes?

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The RAFI US Equity Long/Short Index returns are uncorrelated with equities, fixed income and other absolute return strategies, when measured over long time horizons, as can be seen in the table below. For the 10-year period ended Oct. 31, 2010, the long/short index returned 7.70% on an annualized basis, compared with -0.02% for the Standard & Poor’s Index and 6.39% for the Barclays Capital U.S. Aggregate Bond Index, based on simulated data.

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The RAFI US Equity Long/Short Index returns are uncorrelated with equities, fixed income and other absolute return strategies, when measured over long time horizons, as can be seen in the table below. For the 10-year period ended December 31, 2010, the long/short index returned 9.30% on an annualized basis, compared with 1.41% for the Standard & Poor’s Index and 5.85% for the Barclays Capital U.S. Aggregate Bond Index, based on simulated data.