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Index factsheet production
Monthly index factsheets for index providers, and for ETF issuers that publish factsheets for their own indices. Live and back-tested performance are kept clearly apart, and every page carries the disclaimers an index administrator needs.
What you get each month
- Index level and key features: base date and value, launch date, weighting, rebalancing, currency and return variant
- Performance since the base date against a parent or benchmark index, with back-tested years shaded and marked
- Calendar-year and rolling 12-month returns, plus since-launch and since-base-date figures shown separately
- Risk statistics: volatility, maximum drawdown, beta and correlation
- Constituents: top 10 with segment, country and market-cap breakdowns
- Methodology summary, fundamentals and identifiers such as Bloomberg and RIC codes
- Index administrator and benchmark-regulation details, and the statement that it is not possible to invest directly in an index
Who it is for
Index providers and administrators
A consistent factsheet for every index in the family, published on the first working day of the month.
ETF issuers with self-indexed products
Index factsheets alongside the ETF factsheets, from one set of data.
Strategy and thematic index sponsors
Clear presentation of back-tested history for newly launched indices.
Benchmark licensors
Material licensees and distributors can rely on, with your disclaimers on every page.
Back-tested data, handled carefully
Simulated performance before an index's launch must never be mistaken for live history. Every chart and table marks the back-tested period, live and simulated returns are reported separately, and the notes explain how the back-test was calculated, with the warning that past and simulated performance are not reliable indicators of future results.
How it works
- Template set-up in your branding, including your methodology summary and disclaimers.
- Monthly data: index levels, constituents and fundamentals from your calculation agent.
- Calculation and checks: returns and risk statistics computed from the levels; weights reconciled; text checked to fit.
- Review and publish: accessible PDFs for your website and for ETF issuers that license your index.
What is checked before every release
- Index levels complete for every month since the base date, with no gaps or repeated values
- Returns and risk statistics recalculated from the levels, never typed
- Constituent, segment and country weights add up to 100%
- Back-tested and live periods split at the correct launch date
- Methodology and disclaimer text checked to fit the page
- A run report for every factsheet, with a SHA-256 fingerprint of each PDF
Every index factsheet is also a tagged, accessible PDF with its key figures attached as a machine-readable data file.
Pricing
Priced like our fund factsheets: a monthly fee per index plus a one-off template set-up. Ask us for a quote for your index family.
Common questions
What is an index factsheet?
A short monthly summary of an index: what it measures, how it is built, its performance and risk, its largest constituents and the provider's disclaimers. Index providers publish them for licensees, ETF issuers and investors.
How do you show back-tested performance?
The back-tested period is shaded and marked in every chart and table, live and simulated returns are reported separately, and the notes explain the method with the required warnings.
Can you produce factsheets for a whole index family?
Yes. One template drives every index and currency or return variant, so a family of indices is produced in a single run.
Related
See your index as an autoFactsheet
Send us one index and we will produce a sample factsheet in your branding, free of charge.