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FLDRINDEX Fidelity Low Duration Investment Grade Factor Index

The Index is comprised of U.S. investment grade floating rate notes and U.S. Treasury notes. The Index is designed to optimize the balance of interest rate risk and credit risk such that both returns and risk measures may be improved relative to traditional U.S. investment grade floating rate note indices.

As of 09/21/2023

Index Information
Provider:     Fidelity
Category1:  US Fixed Income
Category2:  Broad market
Category3:  Investment grade
Currency:    USD
Inception date:  04/29/2018
Backtesting data exists:   No
Weighting methodology:   Market capitalization
Methdology guide:  Read PDF

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