Index Information & Disclaimer
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U.S. Bonds – Bloomberg Barclays US Aggregate Bond TR USD
The index measures the performance of investment grade, U.S. dollar-denominated, fixed-rate taxable bond market, including Treasuries, government-related and corporate securities, MBS (agency fixed-rate and hybrid ARM passthroughs), ABS, and CMBS. It rolls up into other Bloomberg flagship indices, such as the multi-currency Global Aggregate Index and the U.S. Universal Index, which includes high yield and emerging markets debt.
Foreign Bonds – FTSE WGBI Non-USD Hedged USD
The index measures the performance of fixed-rate, local currency, investment-grade sovereign bonds of all WGBI countries except the United States and is stated in US dollar terms. It is a subset of Citigroup World Government Bond Index (WGBI).
U.S. Stocks – S&P 500 TR USD
The index measures the performance of 500 widely held stocks in US equity market. Standard and Poor's chooses member companies for the index based on market size, liquidity, and industry group representation. Included are the stocks of industrial, financial, utility, and transportation companies. Since mid-1989, this composition has been more flexible, and the number of issues in each sector has varied. It is market capitalization-weighted.
Foreign Stocks – MSCI ACWI Ex USA GR USD
The index measures the performance of the large and mid-cap segments of the particular regions, excluding USA equity securities, including developed and emerging markets. It is free float-adjusted market-capitalization-weighted.
Liquid Alternatives – Wilshire Liquid Alternative TR USD
Wilshire Liquid Alternative Index aims to deliver a precise, broad market measure for the performance of diversified liquid alternative investment strategies that are implemented in mutual fund structures.
Commodities – Bloomberg Commodity TR USD
The index measures the performance of futures contracts on physical commodities which are traded on US exchanges and the London Metal Exchange. The commodity weightings are based on production and liquidity, subject to weighting restrictions applied annually.
Global Real Estate – S&P Global Property TR USD
The index defines and measures the investable universe of publicly traded property companies. The index is ideal for a range of investing activities, including benchmarking active funds and setting the foundation for passive funds. The S&P Global Property is divided into two sub-indices: S&P Developed Property and S&P Emerging Property.
Cash – ICE BofA 1-3 Month US Treasury TR USD
Is an unmanaged index tracking 1-3 month U.S. government securities. The index is produced by Merrill Lynch, Pierce, Fenner & Smith, Inc.