Global Multi-Asset Series
The New Frontier Global Multi-Asset Series is a family of six systematic-risk-level optimized global indices, reflecting the 16-year history of our investment mandates as calculated by S&P Dow Jones Indices. Index construction and management is based on the multi-patented Michaud optimizer and investment management technologies. The series tracks all investment activity of our global multi-asset portfolios, launched in October 2004, and provides long-term investors with a range of benchmarks to compare the performance of institutional-quality global risk-managed core portfolios.
The indices reflect six levels of systematic equity risk along the Michaud Efficient Frontier. Each index represents a risk-targeted global portfolio consisting of well-diversified, high-quality, low-cost, tax-efficient ETFs. The indices include institutional-quality equity, commodity, and fixed income ETFs that meet New Frontier’s asset class, quality, and diversification risk standards.
The indices allow real-time tracking on Bloomberg, the S&P and New Frontier websites, smartphones’ “Stocks” apps, as well as on wearable devices.
For more information on the investment approach behind the indices, visit the “Our Process” section of FrontierAdvisor™.
|Index Name||Ticker||Stock/Bond Ratio||Number of ETFs*||Number of Securities Represented*|
|New Frontier Global Equity Index||NFGEI||100/0||14||9,219 stocks|
|New Frontier Global Growth Index||NFGGI||90/10||23||25,175 stocks and bonds|
|New Frontier Global Balanced Growth Index||NFGBGI||75/25||27||26,339 stocks and bonds|
|New Frontier Global Institutional Index||NFGBI||60/40||27||26,339 stocks and bonds|
|New Frontier Global Balanced Income Index||NFGBII||40/60||27||26,339 stocks and bonds|
|New Frontier Global Income Index||NFGII||20/80||25||23,770 stocks and bonds|
*Number of ETFs and securities represented reflect Bloomberg data as of 11/19/20 and may change with each reallocation or rebalancing or the index.
The indices are not investable securities. Any investable security would have performance reduced by fees. Past performance does not guarantee future results. As market conditions fluctuate, the investment return and principal value of any investment will change. Diversification may not protect against market risk.