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.

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)

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