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.
A legacy of innovation, built for what’s ahead
A pioneer in multi-factor modeling, MSCI integrates new data signals and methodologies, through its Barra models to reflect the realities of today’s investment environment. When systems, regulations or risk paradigms evolve, we help you adapt and endure.
Extensive experience
Over 50 years of industry expertise, data heritage and continuously advancing solutions.
Tiered structure
Including 3,500+ factors, the tiered structure allows for multiple levels of granularity - representing each local market and asset class in detail.
Continuous innovation
Models that reflect the evolving priorities of today’s portfolio strategies, from AI-driven insights to other emerging themes.
Flexible access
Access via Barra platforms, flat files, third-party platforms or Snowflake.
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.
MSCI Multi-Asset Class analytics – in your infrastructure
Explore our multi-asset class solutions that Asset managers and Hedge funds can access in their infrastructure, to help them embed institutional-grade analytics directly into their investment process.
MSCI Multi-Asset Class analytics – in your infrastructure
Explore multi-asset class solutions that Asset Owners can access in their infrastructure to help them allocate capital across their whole portfolio with greater confidence.
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.
Looking for a demo?Request one now.
Factor Investing
Factors can help investors reduce portfolio risk, improve performance and enhance diversification over time by identifying key risk and return drivers.
