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Guillermo Cano

Guillermo Cano
Executive Director, MSCI Research

About the Contributor

Guillermo Cano is an Executive Director on the Index Solutions team, focused on working with asset owners on global and factor index strategies. Previously, he held several roles at FTSE Russell, including Director of Alternatively Weighted Indexes for the Americas and Europe. Guillermo holds an MBA in Finance and Accounting from the University of Washington and a BA in Music and Business Administration from the University of Miami.

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Blog posts by Guillermo Cano

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  1. BLOG

    What Really Drove Value and Growth Fund Performance? 

    May 14, 2021 Abhishek Gupta , Guillermo Cano

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    Many look to market-cap indexes when comparing the performance characteristics of growth and value funds — including manager skill. We found a switch to style indexes reduced industry- and style-factor contributions and made manager skill more apparent.

  2. BLOG

    Are Growth and Value Indexes Still in Style? 

    Mar 9, 2021 Guillermo Cano , Abhishek Gupta

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    Growth and value indexes were created in the 1980s as finer tools than market-cap indexes to measure the performance of growth and value funds. Are style-specific indexes still a relevant choice to use as benchmarks for these funds?

  3. BLOG

    Factoring in ESG 

    Feb 26, 2021 Guillermo Cano , Simon Minovitsky

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    How much does ESG contribute to portfolio risk and return? We looked at whether ESG performance was influenced by other factors or helped explain returns as a factor in its own right, using the MSCI Global Equity Factor Model + ESG.

  4. BLOG

    Is There a Green-to-Brown Premium? 

    Aug 25, 2020 Guillermo Cano , Gaurav Trivedi

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    As investors evaluate the possible reallocation of capital around the transition toward a low-carbon future, we analyzed the characteristics and performance of “green” versus “brown” companies. Was there evidence of a “green-to-brown premium”?

  5. BLOG

    Quantifying ESG fund performance 

    Apr 6, 2020 Raina Oberoi , Guillermo Cano

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    One challenge facing investors is how to quantify the impact ESG has had on their investment process. We analyzed top ESG funds to better understand the contribution of the ESG factor to their performance.

  6. BLOG

    The value of standards in the investment process 

    Dec 2, 2019 Guillermo Cano

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    Standards can establish a common language and provide clarity among market participants. We examine three to see how they can help evaluate returns, quantify factor exposures and measure the impact of changes in sector and industry trends.

  7. BLOG

    Cyclicals vs. defensives: Did tariffs tip the scales? 

    Nov 5, 2019 Guillermo Cano

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    Did tariffs imposed by the U.S. and China in May trigger a shift to defensive from cyclical stocks? How did they affect different U.S. sectors and industry groups?

  8. BLOG

    Factors and ESG: the truth behind three myths 

    Mar 20, 2019 Guillermo Cano

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    There are misconceptions of the relationship between factors and ESG issues. We debunked three common myths about ESG, momentum, quality and smaller-cap stocks.

  9. BLOG

    What market volatility has meant for factors 

    Feb 13, 2019 Guillermo Cano

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    As investors continue to focus on factor investing in periods of heightened volatility, we ask how volatility has affected factor performance.

  10. BLOG

    Can the right benchmark improve your vision? 

    Jul 26, 2018 Guillermo Cano

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    As interest in ESG investing continues to grow, so does the number of actively managed strategies that integrate environmental, social and governance considerations into their investment processes. However, institutional investors and managers have been benchmarking many of these ESG-tilted strategies against standard market-cap-weighted indexes. While these indexes provide a broad basis for evaluating performance, they lack the ability to provide the insights that might be gained from ESG-focused benchmarks.

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