$150B Built on One Idea: Why Cap-Weighted Indexing Is Broken | Rob Arnott, Research Affiliates
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$150B Built on One Idea: Why Cap-Weighted Indexing Is Broken | Rob Arnott, Research Affiliates
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概要
Rob Arnott chose Wall Street over astrophysics, built his career applying scientific method to markets, and coined the fundamental indexing revolution that now runs $150B+ in assets. He breaks down the hidden drag inside cap-weighted indices -- stocks get added after they soar and deleted after they crash -- and explains how RAFI's rebalancing alpha has beaten cap-weighted value in three out of four years over 20 years live. We dig into RAUS (fundamental selection, cap weighting, 99.9% correlation to the S&P but 90bps ahead in six months at zero fees), the upcoming RAFI Growth index that beats Russell Growth by 4.5% annually over 30 years, and NIXT -- the deletions ETF that buys the names index funds are forced to dump. Plus: why the Mag 7 resembles the dot-com bubble, where the real bargains are, and the CFA monograph proving membership in an index has its privileges.