Factor Investing: Beyond Beta

Factor investing targets specific risk and return drivers within asset classes for long-term outperformance.

Equity Factors

The goal is to construct a portfolio tilted towards proven sources of excess return.

Sophisticated Approach

Factor investing targets specific risk and return drivers within asset classes for long-term outperformance.

Proven Factors

The goal is to construct a portfolio tilted towards proven sources of excess return.

Risk Drivers

Equity factors like value, low volatility, quality, momentum, and size enhance performance.

Low Volatility

Factor investing enhances diversification.

Excess Return

Fixed income factors include term and credit risk to manage exposure effectively.

Asset Classes

Implementation involves selecting factor ETFs or building a systematic portfolio strategy.

Measurable Characteristics

Factor investing offers a sophisticated approach beyond traditional index investing for enhanced performance.

Factor investing targets specific risk and return drivers within asset classes for long-term outperformance.

The goal is to construct a portfolio tilted towards proven sources of excess return.

Equity factors like value, low volatility, quality, momentum, and size enhance performance.

Fixed income factors include term and credit risk to manage exposure effectively.

Implementation involves selecting factor ETFs or building a systematic portfolio strategy.

Factor investing offers a sophisticated approach beyond traditional index investing for enhanced performance.

Unveiling Asset Class Risk Factors

Equity factors like value, low volatility, quality, momentum, and size enhance performance.

Quality Companies

Factor investing goes beyond market exposure to target specific risk and return drivers. Measurable characteristics explain why some securities outperform long-term, aiming for excess returns and a sophisticated approach.

Momentum Strategy

Key equity factors like value, low volatility, quality, momentum, and size enhance portfolio construction. Fixed income factors such as term and credit risk exposure are crucial for implementation strategies.

Small-Cap Outperformance

Fixed income factors include term and credit risk to manage exposure effectively.

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