MSCI ACWI Diversified Multiple-Factor R Series Index (USD)

The MSCI ACWI Diversified Multiple-Factor R-Series Index is based on the MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed and Emerging Markets. The index is designed to maximize exposure to four key investment factors—Value, Momentum, Quality, and Low Size—while maintaining a risk profile similar to that of the parent index. The R-Series methodology integrates risk constraints to maintain broad market characteristics while enhancing factor exposure.