The New Frontier indices represent a unique combination of advanced technology with institutional investment experience, cutting-edge research, and patented processes. This combination produces cost-effective, optimized, highly risk-controlled investments. New Frontier currently has two global strategic ETF indices, one of which is listed on the New York Stock Exchange. Both incidces may be licensed as benchmarks.

New Frontier constructs and maintains the indices with New Frontier's patented Resampled Efficiency™ (RE) optimization and rebalancing technology. RE optimization, the only provably effective optimization process in the world today, improves likely risk-adjusted performance by treating investment information realistically, which results in more effectively diversified risk-controlled indices. Though New Frontier reviews the index allocations on a monthly basis, trading only occurs when there is a statistical need as identified by the patented RE rebalancing test.

NFABI

The New Frontier Global Core Index targes a risk profile of 60% equities and 40% fixed income. It is designed to provide current income and long term capital growth. This risk profile represents the global market, as investment around the globe is customarily around 60% equities and 40% bonds. Any deviation from this risk profile represents underweighting one segment of the economy in order to overweight another. These bets expose the investor to systemic risk that may or may not be appropriate for meeting their long-term objectives. Even a purely passive, capitalization-weighted 60/40 portfolio is a solid core for an investment portfolio. NFABI goes far beyond a passive portfolio, enhancing the 60/40 portfolio with state-of-the-art estimation, proven optimization, careful ETF selection, and patented rebalancing.

NFABI index values

NFAGI

The New Frontier Active Global Index is a globally diversified optimized investment product. The index holds only US-listed ETFs with liquid redemption baskets, and therefore does not short any security, or hold ETNs, futures, derivatives, or levered ETPs.
The index seeks to outperform diversified benchmarks by using patented Resampled Efficient Frontier™ process to provide optimized exposure to risk premia while maintaining a high level of diversification and exploiting structural relationships between asset classes to minimize overall portfolio variance. It seeks to maximize intermediate and long-term return, but does not engage in short-term market timing or seek to systematically overweight any particular sector or region. The international weightings, for example, exist for optimized diversification, rather than any sort of bet on their relative performance to domestic markets. NFAGI provides diversified exposure to global markets with an emphasis on high risk, high reward assets optimized to reduce their impact on portfolio volatility.

NFAGI returns on the New York Stock Exchange