What do you conclude about the value added from an investment perspective of the combination...

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Finance

imageWhat do you conclude about the value added from an investment perspective of the combination of the individual factor indexes (which are proxies for iShares smart beta individual factor ETFs) over traditional value-weighted investing? How does the multifactor index compare to traditional investing? How does it compare to the combination of the factor indexes?

Minimum-Variance Frontier 12.00% Vertical (Value) Axis 10.00% 8.00% Expected Return (%) 6.00% 4.00% 2.00% 0.00% 0.00% 5.00% 10.00% 15.00% 20.00% 25.00% Standard Deviation (%) MSCI Individual Factor Indexes iShares 1000 ETF and 2000 ETF

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