Index Construction
New Frontier's indices are strategic, globally diversified, modified capitalization-weighted strategies comprised entirely of Exchange Traded Funds (ETFs). The objective is to optimally invest in global economic growth on a risk-adjusted basis.
New Frontier constructs and maintains the indices with New Frontier's patented Resampled Efficiency™ (RE) optimization and rebalancing technology. RE optimization, the only provably effective optimization process in the world today, treats investment information realistically, which results in more effectively diversified risk-controlled indices.
New Frontier acquires data on the selected assets, develops risk and return estimates, optimizes the index, and monitors the index to determine when rebalancing is required.