Multi-Asset Class Factor Model
- Target risk and return drivers with factor-based asset allocation
- Identify systematic strategies across asset classes
- Deliver clear information on portfolio exposure to stakeholders
Key benefits
The Multi-Asset Class (MAC) Factor Model provides a consistent view of factor exposures across asset classes to simplify the complexities of multi-strategy investing.
Build outcome-oriented portfolios
Supports factor-based asset allocation through an integrated framework that links high-level and detailed factor exposures across asset classes.
Manage dynamic strategies
Introduces systematic strategy factors that extend beyond equities for a clearer view of risk and return drivers.
Communicate with clarity
Provides multiple levels of granularity to communicate global MAC exposures across audiences and maximize effectiveness in reporting.
The Multi-Asset Class Factor Model
A tiered approach to strategic and tactical asset allocation with multiple levels of granularity enables consistency throughout the investment process.
Resources and research
MAC fact sheet
The MSCI MAC Factor Model provides a high to low granular view of systematic strategy factors through an integrated and consistent framework.
MAC Tier 1 Factors
Identifies key market drivers for strategic allocation and board-level insights.
MAC Tier 4 Factors
Offers a detailed global framework with country-level risk and factor insights.
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Factor Investing
Factors can help investors reduce portfolio risk, improve performance and enhance diversification over time by identifying key risk and return drivers.
