Factor Investing Held in High-Volatility/-Concentration PeriodApr 23, 2021 Learn More
U.S. equity markets have experienced increased volatility coupled with concentration in a handful of megacap companies. Has this hampered investors’ ability to capture factors effectively? Have stock-specific risks dominated factor indexes?
Innovation Remix: Adding Thematics to Equity ProgramsApr 14, 2021 Learn More
How can investors incorporate transformative, but volatile thematic investments while seeking to control for valuation and total and active risk? We examine three approaches that improved a portfolio’s “innovation profile” with modest changes to risk.
Factors in Focus: Value Springs into ActionApr 6, 2021 Learn More
Value has historically outperformed in economic recoveries. With the reopening of the global economy we examined value’s performance against other factors, and exposures from our adaptive multi-factor model at the end of Q1.