R1VFF Russell 1000 Low Volatility Focused Factor Index

The Index ranks all stocks in the Russell 1000 Index on four factors: value, quality, low size, and low volatility, but the effect of the low volatility factor is doubled. The Index then begins removing from the Index stocks with the lowest composite scores, until certain mininum targets related to diversification and capacity are met. Stocks are weighted using their composite scores.

0.00
As of 12/01/2022


Index Information
Provider:     FTSE Russell
Category1:  US Equity
Category2:  Broad market
Category3:  Large and mid cap
Country:      USA
Currency:    USD
Inception date:  09/20/2013
Backtesting data exists:   Yes
Weighting methodology:   Composite scores
Number of holdings:  426  (as of 03/07/2019)

As explained in what is an index, there is no universal system of giving an index a symbol. You can search for indexes using our index symbol lookup.

2022 © Stock Market MBA, Inc. Terms of use | Privacy policy