Pro-cyclical factors, like Value and Size, tend to outperform when rates are rising.
The Value factor has dominated smart beta flows this year, despite lagging performance.
David Mazza discusses the firm’s approach to creating smart beta portfolios.
Like deep dish or thin crust, multi-factor portfolios offer different styles to suit investors.
Why factor-based portfolios are the chopped salad of the investing world.
We believe revenue weighting may help investors more than a market-cap-weighted approach.
Analyzing fundamental characteristics can help investors gauge what may be in favor.
Research suggests a focus on ESG factors may potentially contribute to investment returns.
We explain the key drivers behind the rise in ESG investing and why the trend may be here to stay.