U.S. Multi-Asset Series
The New Frontier U.S. Multi-Asset Indices are a family of two systematic-risk-level optimized U.S. indices calculated by S&P Dow Jones Indices. Index construction and management is based on the multi-patented Michaud optimizer and investment management technologies. The indices track the investment activity of our U.S. multi-asset portfolios, U.S. Core ETF Portfolios 60/40 and 100/0, launched in June 2019, and provide long-term investors with benchmarks to compare the performance of institutional-quality U.S. risk-managed core portfolios.
The indices reflect two distinct levels of systematic equity risk from the Michaud Efficient Frontier. Each index represents a risk-targeted U.S. portfolio composed of well-diversified, high-quality, low-cost, tax-efficient ETFs. The indices incorporate institutional-quality equity and commodity ETFs, with the NFDBI also including fixed income ETFs. All components meet New Frontier's rigorous standards for asset class representation, quality, and diversification risk.
Real-time tracking of these indices is available 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 U.S. Equity Index | NFDEI | 100/0 | 9 | 3,722 stocks |
New Frontier U.S. Growth Index | NFDGI | 90/10 | 17 | 10,638 stocks and bonds |
New Frontier U.S. Balanced Growth Index | NFDBGI | 75/25 | 20 | 19,755 stocks and bonds |
New Frontier U.S. Institutional Index | NFDBI | 60/40 | 21 | 19,830 stocks and bonds |
New Frontier U.S. Balanced Income Index | NFDBII | 40/60 | 21 | 19,830 stocks and bonds |
New Frontier U.S. Income Index | NFDII | 20/80 | 18 | 17,410 stocks and bonds |
*Number of ETFs and securities represented reflect Bloomberg data as of 11/16/20 and may change with each reallocation or rebalancing or the index.
Disclosures:
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.