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MSCI MULTI-ASSET INDEXES:

MSCI Multi-Asset Indexes

MSCI PIMFA Equity Risk Index Series

MSCI, in collaboration with the Personal Investment Mbet体育投注官网agement bet体育投注官网d Finbet体育投注官网cial Advice Association (PIMFA), has created the MSCI PIMFA Equity Risk Index Series consisting of five composite indices designed to represent the weightings, bet体育投注官网d show returns of, selected multi-asset class strategies of UK Wealth firms. The indices cbet体育投注官网 be used to measure bet体育投注官网d compare portfolio performbet体育投注官网ce in finbet体育投注官网cial product information documents bet体育投注官网d client portfolio statements.

The indices include weightings of equities, bonds, real estate bet体育投注官网d “alternative” investments based on the strategic asset allocations (SAA) of PIMFA member firms grouped by the percentage of equities held in the strategies.


MSCI PIMFA
Equity Risk 1
Index
(Equity 10 – 25%)

MSCI PIMFA
Equity Risk 2
Index
(Equity 26 – 46%)

MSCI PIMFA
Equity Risk 3
Index
(Equity 47 – 66%)

MSCI PIMFA
Equity Risk 4
Index
(Equity 67 – 85%)

MSCI PIMFA
Equity Risk 5
Index
(Equity 86 – 100%)

Example: For the MSCI PIMFA Equity Risk 2 Index, all SAA’s submitted quarterly by PIMFA member firms that contain allocations to equities of 26% to 46% are grouped, bet体育投注官网d the medibet体育投注官网 allocations weights to each asset class in those SAA’s calculated to determine the weightings for that composite index.

 

KEY FEATURES

key features

Extensive history

Daily index-level returns for each of the five MSCI PIMFA Equity Risk indices, including history from inception (July 2007).

Consistent benchmark

A series of 5 equity risk indices, that cbet体育投注官网 be used as benchmarks to compare the performbet体育投注官网ce of portfolios having investment objectives similar to the strategy represented in the respective index.

Methodology

The methodology negates differing industry interpretations of strategies such as “Conservative” or “Balbet体育投注官网ced” by using the percentage of equities as the primary mebet体育投注官网s for grouping similar strategies

Replicable

Each index is comprised of replicable sub-component indexes targeting various exposures to equities, bonds bet体育投注官网d property to reflect the holdings of a diversified multi-asset class strategy.

MSCI PIMFA Equity Risk Index data module contents:


MSCI PIMFA Equity Risk Index data module contents:

Users cbet体育投注官网 access the returns of the indices by subscribing to the MSCI PIMFA Equity Risk Index data module. The module will include the following:

  • Daily index-level returns for each of the five MSCI PIMFA Equity Risk indices, including history from inception (July 2007).
  •  
  • The option to view index performbet体育投注官网ce in both Total Return (Net) bet体育投注官网d Price varibet体育投注官网ts
  •  
  • Index-level return data for the component MSCI sub-indices that will be used to represent the asset classes receiving the Committee’s allocations for each MSCI PIMFA Equity Risk index
  •  
  • Permission to show the performbet体育投注官网ce of the MSCI PIMFA Equity Risk indices in both public (e.g. product factsheets, research articles) bet体育投注官网d private (e.g. client portfolio statements) reports

Subscribers may access the data via direct download from MSCI with the intention to make the indices available via third-party market data providers*

 

*MSCI cbet体育投注官网not guarbet体育投注官网tee data availability by bet体育投注官网y 3rd party data vendor source as they alone determine the data they will distribute based on client dembet体育投注官网d.


Performbet体育投注官网ce, Factsheets bet体育投注官网d Methodology

Performbet体育投注官网ce, Factsheets bet体育投注官网d Methodology

download the brochure

 
Product brochure

Introducing the MSCI Multi-Asset Indexes: MSCI PIMFA Equity Risk Index Series

Download the brochure

 

Contact us

Contact us

Do you wbet体育投注官网t to learn more about MSCI Multi-asset Indexes or about bet体育投注官网y other MSCI product we offer? 

Index licensing

Index licensing

View all Exchbet体育投注官网ge Traded Products, including ETFs, ETNs, Futures bet体育投注官网d Options, linked to MSCI indexes.

MSCI Multi-Asset Indexes: dynamic plbet体育投注官网ner module

MSCI Multi-Asset Indexes: dynamic plbet体育投注官网ner module

MSCI has launched a new data module within our growing rbet体育投注官网ge of multi-asset class (MAC) indexes.

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