The Dimensional US Foundations Index is a rules-based multi-asset index that aims to provide higher expected returns in each asset class by leveraging Dimensional’s 40+ years of experience in financial science research and application. The Index allocates exposure on a daily basis among equities, fixed income, and commodities with a 5% volatility target.
Dimensional US Foundations Index
|Dimensional US Core Equity XM Index||DFAUCXMT|
|10Y US Treasury Note Rolling Future Index||ENHAUSTT|
|2Y US Treasury Note Rolling Future Index||ENHAUSTW|
|Dimensional Enhanced Commodity Long-Short Excess Return Index||BHCVDXAT|
This information is not meant to constitute investment advice, a recommendation of any securities product or investment strategy (including account type), or an offer of any services or products for sale, nor is it intended to provide a sufficient basis on which to make an investment decision. Investors should consult with a financial professional regarding their individual circumstances before making investment decisions.
The Dimensional US Foundations Index is not available for direct investment. There is no guarantee of index success. Risks include loss of principal and fluctuating value. Fixed income securities are subject to increased loss of principal during periods of rising interest rates, and they are subject to various other risks, including changes in credit quality, liquidity, prepayments, and other factors. Commodities include increased risks, such as political, economic, and currency instability, and may not be suitable for all investors. Robert Merton provides consulting services to Dimensional Fund Advisors LP. Dimensional Fund Advisors LP is not affiliated with Salt Financial.
Volatility is the degree of fluctuation in the returns of securities like stocks or bonds. Volatility metrics are measures or indicators that may provide insight into how securities have performed in the past and where they might be headed in the future.
The Dimensional US Foundations Index (the “Index”) is sponsored and published by Dimensional Fund Advisors LP (“Dimensional”), which has contracted with Salt Financial LLC (“Salt”) (each of Dimensional and Salt, an “IP Provider”, and which shall include each of their respective directors, officers, employees, representatives, delegates or agents) to provide intellectual property (the “IP”) that is used by Dimensional in connection with the maintenance and calculation of the Index.
No IP Provider makes any express or implied warranties, including, but not limited to, any warranties of merchantability or fitness for a particular purpose or use with respect to the Index or the IP, as applicable, or as to results to be obtained by any financial product or any other person or entity from the use of the Index or the IP, trading based on the Index or the IP, the levels of the Index at any particular time on any particular date, or any data included therein, as applicable, either in connection with any financial product or for any other use. No IP Provider has any obligation or liability in connection with the administration, marketing or trading of any financial product based on or related to the Index.
In certain circumstances, Dimensional may suspend or terminate the Index. Dimensional has appointed a third-party agent (the “Index Calculation Agent”) to calculate and maintain the Index. While Dimensional is responsible for the operation of the Index, certain aspects have thus been outsourced to the Index Calculation Agent.
No IP Provider guarantees the accuracy, timeliness or completeness of the Index or the IP, as applicable, or any data included therein or the calculation thereof or any communications with respect thereto, as the case may be, and each has no liability for any errors, omissions or interruptions of the Index or the IP, as applicable, or in connection with its use. In no event shall any IP Provider have any liability of whatever nature for any losses, damages, costs, claims and expenses (including any special, punitive, direct, indirect or consequential damages (including lost profits)) arising out of matters relating to the use of the Index or the IP, as applicable, even if notified of the possibility of such damages. No IP Provider accepts any responsibility for this document's contents or use.