Market participants seeking to target the systematic equity risk premia associated with single factors should understand that historical performances for each factor have been cyclical and have ...
VFMF is an actively-managed multi-factor ETF emphasizing momentum, quality, and value, after applying a volatility screen to eliminate the market's most volatile stocks. Oddly, VFMF has underperformed ...
Foreign equities, even some hailing from developed markets, have a tendency to be more volatile than their U.S. counterparts. Combine that with the perception that global equity market volatility is ...
Smart Beta Demand Favors Multi-Factor Approach Data shared by FTSE Russell, taken from the firm’s annual smart beta survey, suggests the use of “multi-factor combination smart beta index-based ...
This article was originally published on ETFTrends.com. LeaderShares has entered the ETF space, launching its first strategy based on a multi-factor approach that seeks out historical drivers of ...
In recent years, investors have increasingly turned to factor investing as a way to diversify their portfolios and potentially achieve higher returns. Factors are specific characteristics of stocks ...
Whether it's momentum, volatility, size, quality, or value, there is no one-size-fits-all solution when it comes to factor investing. This is where multi-factor funds can assist, and one place to ...
Multi-factor indices may be a way of ensuring you are “in the right place at the right time,” participating throughout market cycles without compromising timing or return. The S&P DJI Multi-Factor ...
The London Borough of Haringey Pension Fund has agreed to convert nearly half of its equity allocation from a passive fund into a multi-factor global strategy. It has also recently trimmed an ...
Investors are increasingly adopting an alternative weighted indexing approach to traditional capital weighting. Factor Investing, a.k.a. Smart Beta based strategies, are growing at a tremendous pace ...
ETF Trends publisher/editor Tom Lydon spoke with Jillian DelSignore, Executive Director, Head of ETF Distribution J.P. Morgan, at the Morningstar ETF Conference in Chicago that ran Sept. 7-9, 2016.