U.S. Multi-Asset Series
The New Frontier U.S. Multi-Asset Series is a family of six 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 series tracks all investment activity of our U.S. multi-asset portfolios, launched in June 2019, and provides long-term investors with a range of benchmarks to compare the performance of institutional-quality U.S. risk-managed core portfolios.
The indices reflect six different levels of systematic equity risk along the Michaud Efficient Frontier. Each index is a risk-targeted U.S. 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 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.
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.