This index series employs a consistent, factor-based weighting methodology to deliver institutional quality exposure to commonly identified factors: Low Volatility, Momentum, Quality, and Value. Designed to be modular and investable, these indices offer investors the ability to combine factor exposures.
Small Cap Perspectives - September 2014 (PDF)
Small Cap Perspectives: Quarterly Market analysis and commentary for the Russell 2000® Index.
Efficient exposure to low volatility, momentum, quality and value (PDF)
The Russell High Efficiency Factor Index (HEFI) series provides exposure to four commonly understood factors that drive equity returns: Low Volatility, Momentum, Quality and Value.
Smart Beta Survey (PDF)
Smart Beta: A deeper look at asset owner perceptions.