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Northern Trust Real Assets Allocation Index

 
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Index Overview
Northern Trust Real Assets Allocation Index is designed to reflect the performance of a universe of inflation sensitive securities operating in the following sectors: global infrastructure, global real estate and global natural resources. The index is intended to reflect an exposure to "real" assets, and is constructed using a proprietary optimization in an effort to reduce volatility of returns, while maintaining diversification amongst the eligible securities.
Index Construction
Optimized
Index Methodology
The construction of the index begins with a universe of eligible securities. Eligible securities are then optimized, with a main objective of lowering the absolute total risk of the index, as measured by volatility of returns, while maintaining diversification amongst the eligible securities. In order to obtain robust estimates of expected portfolio volatility, standard risk models are incorporated into our process to isolate both common factor and idiosyncratic risk at the underlying asset level. In addition to solving for the main objective, constituent level weight constraints are utilized to maintain diversification within the index during each optimization.

For more details on this methodology, please see the Index Documents tab.
Index Return Streams & Symbols
  • Price Return: NTASET
  • Total Return: NTASETTR
Inception Date30-OCT-15
Index Value at Inception Date1,000
Hypothetical Inception Date
Index Value at Hypothetical Inception Date

Total Returns

As of 24-NOV-17
 1 Month %1 Month Annualized %3 Month %3 Month Annualized %6 Month %6 Month Annualized %YTD %YTD Annualized %Since Inception %Since Inception Annualized %Inception Date
NTASETTR
0.9011.172.419.915.4111.0113.1614.7018.558.5630-OCT-15
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Index Characteristics
 
Index Constituents3
Weighted Average Market Capitalization$1,059,121,544.68
Weighted Average Yield2.91%
24-NOV-17
Weighted Average P/E24.03
Weighted Average P/B2.87
Weighted Average ROE
Index Composition

Top 10 Constituents Weights
View All

as of 24-NOV-17
Security NameWeight
FLEXSHARES STOXX GLOBAL BROAD INFRASTRUCTURE INDEX49.56%
FLEXSHARES GLOBAL QUALITY REAL ESTATE INDEX FUND39.66%
FLEXSHS MORNINGSTAR GLBL UPSTEAM NTRL RES IDX FD10.77%
% of Index99.99%
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 MethodologyIndex HoldingsRebalance ScheduleIndex Performance since
Hypothetical Inception
Northern Trust Real Assets Allocation Index
NTASET
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