Morningstar PIMFA Equity Risk Index Series
Designed for measuring and comparing portfolio performance
Index Features
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| Multi-Asset Expertise Morningstar Indexes are used to represent all asset classes, resulting in seamless asset class representation. | Extensive History History back to 2008 supports analysis and reporting on a backward- and forward-looking basis. | Transparent Weighting Weightings determined by the PIMFA Private Indices Committee and adjusted on a quarterly basis represent asset allocations typically utilized by UK wealth managers. | ||
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| Comprehensive & Replicable Liquidity inclusion thresholds ensure the underlying indexes strike a balance between comprehensive market coverage and investability. | Flexible Asset Allocation Blends Five multi-asset indexes support benchmarking and analysis across a variety of investment objectives and risk tolerances. |
Licensing the Morningstar PIMFA Private Investor Indexes
Users can access the returns of the indexes by acquiring a license from Morningstar Indexes. Member firms of the PIMFA are eligible for a discount of up to 50%.
Supporting benchmarking for UK wealth managers
The index series consists of five composite indexes designed to represent the performance of select multi-asset-class strategies of UK wealth firms, including equities, bonds, real estate, and “alternative” investments based on the strategic asset allocations (SAA) of PIMFA member firms grouped by the percentage of equities held in the strategies. For example, for the Morningstar PIMFA Equity Risk 2 Index, all SAAs submitted quarterly by PIMFA members that contain allocations to equities of 26% to 46% are grouped, and the median allocations weights to each asset class in those SAAs calculated to determine the weightings for that composite index.
The Morningstar PIMFA Equity Risk Index Series is comprised of the following indexes:
Additional References
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