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New Index Offers Benchmark for Global Balanced Portfolios
[December 14, 2017]

New Index Offers Benchmark for Global Balanced Portfolios


New Frontier Advisors, LLC, a Boston-based institutional research, global technology, and investment advisory firm, today announced the launch of the New Frontier Global Balanced Index (ticker: NFGBI). The index is designed to provide institutional asset managers and long-term investors with a unique benchmark to track the performance of an institutional quality global multi-asset risk-managed portfolio.

NFGBI is a 60/40 risk-targeted global balanced portfolio currently consisting of 27 well-diversified, high-quality, low-cost, tax-efficient ETFs. The index includes equity, commodity, and fixed income ETFs from iShares, SPDR, and Vanguard that meet New Frontier's asset class, quality, and diversified risk standards. Index performance is based on the multi-patented Michaud optimizer and investment management technologies.

"We believe NFGBI represents the next step in the evolution of major financial indexes: an optimized multi-asset global risk-managed index for institutional and long-term investors," explains Dr. Richard Michaud, Chief Executive Officer of New Frontier Advisors. "A 60/40 risk-targeted multi-asset ETF portfolio may often represent a valuable benchmark for large financial intermediaries and many investors in a well-defined investment program."

New Frontier launched its first 0/40 multi-asset ETF portfolio in October 2004, shortly after the availability of institutional quality fixed-income ETFs, making New Frontier's portfolio one of the longest surviving, global ETF portfolios. NFGBI's historical performance is not based on a theoretical back test but on the actual 13-year-performance of New Frontier's global ETF balanced risk-managed portfolios. NFGBI serves as a demonstration index for New Frontier's multi-patented innovations.



The multi-patented Michaud-Esch rebalancing procedure used in managing the index is another unique innovation introduced in the NFGBI. This process is not based on calendar or asset rules but is based on the statistical, holistic characteristics of the portfolio, at each point in time, with the purpose of avoiding trading in noise but recommending to trade when likely effective. NFGBI performance will be available on a daily basis, accessible on both Solactive and Bloomberg (News - Alert) [BLOOMBERG: NFGBI INDEX].

About New Frontier


New Frontier is a Boston-based institutional research and investment advisory firm specializing in the development and application of state-of-the-art investment technology. Founded in 1998 by the inventors of the world's first broad spectrum, patented, provably effective portfolio optimization process, the firm continues to pioneer new development in asset allocation and portfolio selection. Based on practical investment theory, New Frontier's services help institutional investors across the globe to select and maintain more effective portfolios.

1 "Global ETF and ETP Growth"; ETFGI; October 16, 2017


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