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FTSE partners with TOBAM to publish Maximum Diversification nonmarket capitalisation indices

This new partnership will further expand FTSE’s growing range of nonmarket cap-weighted indices, extending investors’ options in this rapidly-growing arena.

Article also available in : English | français

FTSE Group (“FTSE”), the award-winning global index provider, today announces its partnership with Paris-based asset manager TOBAM. This new partnership will further expand FTSE’s growing range of nonmarket cap-weighted indices, extending investors’ options in this rapidly-growing arena.

Adding the TOBAM series will offer investors an approach specifically designed to maximize diversification, and thus avoid the risk concentration to which cap-weighted strategies are susceptible

TOBAM’s innovative approach, already patented in Australia with patent pending in the USA and several other countries, seeks maximum diversification via a systematic quantitative methodology, avoiding the risk concentration often associated with market cap-weighted indices. Created in 2005 by Yves Choueifaty, TOBAM currently manages nearly $2 billion, primarily for large pension funds, including the California Public Employees’ Retirement System (CalPERS), one of the world’s largest plan sponsors.

The new index series will join FTSE’s growing non-market cap-weighted index range, developed in partnership with established experts in this field.

The range provides investors with robust, low-cost and transparent solutions designed to complement existing market cap strategies. Adding the TOBAM series will offer investors an approach specifically designed to maximize diversification, and thus avoid the risk concentration to which cap-weighted strategies are susceptible.

Next Finance , June 2011

Article also available in : English | français

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