导航菜单
- MSCI ESG Focus Indexes
- Currency Hedged
-
Market Cap Weighted
- MSCI全市场指数
- MSCI China A Inclusion Indexes
- MSCI China All Shares Indexes
- MSCI China A International Indexes
- MSCI ASEAN Indexes
- MSCI Emerging Markets ex China Index
- MSCI US Equity Indexes
- MSCI Indexes for Canadian Investors
- MSCI Saudi Arabia Indexes
- MSCI US REIT Custom Capped Index
- MSCI Indexes for Australian Investors
- MSCI USA IMI Sector Indexes
- MSCI可投资市场指数
- MSCI新兴市场和前沿市场指数
-
Factors
- MSCI Single Factor ESG Reduced Carbon Target Indexes
- MSCI Factor Mix A-Series Indexes
- MSCI Diversified Multiple-Factor Indexes
- MSCI股息
- Índice MSCI All Colombia Local Listed Risk Weighted
- MSCI High Dividend Yield
- MSCI因子指数
- MSCI Equal Weighted Indexes
- MSCI Select Value Momentum Blend Indexes
- MSCI质量和高红利指数
- MSCI Top 50 Dividend Indexes
- MSCI最小波动率指数
- MSCI Growth Target Indexes
- MSCI风险加权指数
- Índices MSCI Mexico Select Momentum Capped & Mexico Select Risk Weighted
- Additional Index Profiles
PIMFA equity risk indexes hero
MSCI MULTI-ASSET INDEXES:
MSCI Multi-Asset Indexes
MSCI PIMFA Equity Risk Index Series
MSCI, in collaboration with the Personal Investment Management and Financial Advice Association (PIMFA), has created the MSCI PIMFA Equity Risk Index Series consisting of five composite indices designed to represent the weightings, and show returns of, selected multi-asset class strategies of UK Wealth firms. The indices can be used to measure and compare portfolio performance in financial product information documents and client portfolio statements.
The indices include weightings of 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.
MSCI PIMFA
Equity Risk 1
Index
(Equity 10 – 25%)
MSCI PIMFA
Equity Risk 2
Index
(Equity 26 – 46%)
MSCI PIMFA
Equity Risk 3
Index
(Equity 47 – 66%)
MSCI PIMFA
Equity Risk 4
Index
(Equity 67 – 85%)
MSCI PIMFA
Equity Risk 5
Index
(Equity 86 – 100%)
Example: For the MSCI PIMFA Equity Risk 2 Index, all SAA’s submitted quarterly by PIMFA member firms that contain allocations to equities of 26% to 46% are grouped, and the median allocations weights to each asset class in those SAA’s calculated to determine the weightings for that composite index.
KEY FEATURES
key features
Extensive history
Consistent benchmark
Methodology
Replicable
MSCI PIMFA Equity Risk Index data module contents:
MSCI PIMFA Equity Risk Index data module contents:
Users can access the returns of the indices by subscribing to the MSCI PIMFA Equity Risk Index data module. The module will include the following:
- Daily index-level returns for each of the five MSCI PIMFA Equity Risk indices, including history from inception (July 2007).
- The option to view index performance in both Total Return (Net) and Price variants
- Index-level return data for the component MSCI sub-indices that will be used to represent the asset classes receiving the Committee’s allocations for each MSCI PIMFA Equity Risk index
- Permission to show the performance of the MSCI PIMFA Equity Risk indices in both public (e.g. product factsheets, research articles) and private (e.g. client portfolio statements) reports
Subscribers may access the data via direct download from MSCI with the intention to make the indices available via third-party market data providers*
*MSCI cannot guarantee data availability by any 3rd party data vendor source as they alone determine the data they will distribute based on client demand.
Performance, Factsheets and Methodology
Download the factsheets
Performance factsheets
Sub-Indices
Equities
- UK Equities: MSCI UK IMI (Investible Market Index)
- Global Equities: MSCI All Country World Index (ACWI) ex UK (in GBP)
Fixed Income
- Goverment Bonds: Markit iBoxx £ Gilts Index
- Corporate Bonds: Markit iBoxx £ Corporates Index
- Inflation-Linked Bonds: Markit iBoxx UK Gilt Inflation Linked Index
Other
- Real Estate: MSCI UK IMI Liquid Real Estate Index
- Alternatives: From Inception: Custom Index of 50% cash + 50% MSCI World Diversified Multiple Factor Index Effective 1 November, 2019: Custom Index of 100% Long MSCI Diversified Multiple Factor Index + 70% Short MSCI World Index
- Cash: Cash equivalent effective 1 November 2019: Bank of England Bank Rate – 0.75% with a floor of 0%
Asset Allocations
The current asset allocations for each of the indexes can be viewed at: https://www.pimfa.co.uk/pimfa-indices/current-asset-allocation-2/
Methodology Book
download the brochure
Product brochure
Introducing the MSCI Multi-Asset Indexes: MSCI PIMFA Equity Risk Index Series
Contact us
Contact us
Do you want to learn more about MSCI Multi-asset Indexes or about any other MSCI product we offer?
Index licensing
Index licensing
View all Exchange Traded Products, including ETFs, ETNs, Futures and Options, linked to MSCI indexes.
MSCI Multi-Asset Indexes: dynamic planner module
MSCI Multi-Asset Indexes: dynamic planner module
MSCI has launched a new data module within our growing range of multi-asset class (MAC) indexes.