M1WDDV MSCI ACWI Diversified Multiple-Factor Index

The Index is based on MSCI ACWI Index, its Parent Index, which includes large and mid cap stocks across developed market and emerging market countries. The Index aims to maximize exposure to four factors Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the Parent Index. The Index is constructed by optimizing the Parent Index using a Barra Equity Model to maximize the index-level exposure to the targeted style factors while maintaining market risk similar to the Parent Index. The Index is rebalanced on a semi-annual basis.

As of 10/26/2021

Index Information
Provider:     MSCI
Category1:  Global Equity
Category2:  Global
Category3:  Large and mid cap
Currency:    USD
Inception date:  02/17/2015
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Factsheet:  Read PDF
Number of holdings:  566  (as of 07/31/2017)
Rebalanced:  Semi-annually

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