FTJPIN FTSE Developed ex North America Diversified Factor Index

The Index combines four separate factors (Value, Volatility, Momentum and Size) to form a composite factor. Within each of the 40 regional industry categories, securities are selected based on the composite factor score, subject to certain constraints. In the Index, weightings to regions and sectors are adjusted based on their historical volatility to diversify their contribution to the overall risk of the portfolio.

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As of 11/30/2021


Index Information
Provider:     FTSE Russell
Category1:  Global Equity
Category2:  Developed markets ex-US
Category3:  Large and mid cap
Currency:    USD
Inception date:  08/14/2014
Backtesting data exists:   Yes
Weighting methodology:   Volatility
Number of holdings:  412  (as of 03/21/2019)

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