Last year, the S&P 500 delivered a net total return of about 21% – its best yearly performance since the launch of the first factor-investing strategies. Annualised volatility was around 7%, and ...

Intech, a $50 billion quant manager, says factor investors have got it wrong. The firm has long trodden a different path to other systematic investors, building strategies based solely on the effects ...

Investors that integrate ESG within their factor strategies are twice as likely to outperform expectations, new research shows. The study by Invesco revealed that 36% of factor investors that had ...

Factor investing originated from research done by Fama and French in the 1970s, but the premiums associated with factors have decreased over time, just like the alpha from active strategies. There is ...

The benefits of factor investing as stand-alone strategies are well documented. Less well-known is the positive impact factor strategies can have when they are added to institutional investors’ ...

Factor investing (the attempt to outperform the market benchmark by giving portfolios a strategic tilt towards well-attested return factors) is a hot topic for institutional investors, and our recent ...

All the major equity factor strategies are posting solid gains for the one-year trend through yesterday’s close (December 6), which makes momentum’s run all the more impressive. Indeed, the strategy’s ...

Factor investing has become a core part of the investment zeitgeist over the last decade or so, but as a practical matter investors sometimes have a hard time exploiting these risk factors in ...

As investors gain experience with factor investing, usage of these strategies through exchange traded funds and other financial instruments has increased. Yet, many of these factor adopters still have ...