Sentences with phrase «factor strategies historically»

Based on our studies of factor performance under different financial regimes — the market cycle, the business cycle, and the investor sentiment regime — we found that factor strategies historically have been most responsive to market cycle analysis, while business cycle and investor sentiment analysis have served as good complements to market cycle analysis (see Exhibit 1).

Not exact matches

Finally, investors should consider diversifying using factor strategies, which historically have had relatively low correlations with each other, and lower than sectors and single stocks have with each other.

These strategies focus on exposure factors that have historically had an impact on investment performance.

The «context of Scripture» became the primary determining factor in defining what the Bible is... The conservatives» reaction was also problematic in that it implicitly assumed what their opponents also assumed: the Bible, being the word of God, ought to be historically accurate in all its details (since God would not lie or make errors) and unique its own setting (since God's word is revealed, which implies a specific type of uniqueness)... Conservatives have tended to employ a strategy of selective engagement, embracing evidence that seems to support their assumptions... but retreating from evidence that seems to undercut these assumptions.»

This strategy has been profitable historically, but there are a number of factors that can help optimize returns.

To be sure, while focusing on factor and smart beta strategies has historically, over longer periods of time, earned higher risk - adjusted returns relative to the broader market, there have been stretches, even long ones, when factor - based approaches underperformed (think value during the 1990s), according to data accessible via Bloomberg.

However, as a result of investors» pursuit of better - diversified portfolios and a recognition that systematic risk factors explain the majority of returns, the development of commodity alternative beta products is gathering pace... From our investigation in this study, there appears to be potential benefit in allocating into alternative beta strategies as part of a portfolio's commodity allocation, and we find that combining risk - based and factor - based commodity strategies has historically delivered higher return and lower risk than passive long - only strategies on their own.»

«Factor strategies have historically allowed investors to generate alpha and diversify their portfolios, while managing for downside risk.

Smart beta strategies capture the power of factors — broad and historically rewarded drivers of returns such as value (buying cheap) and momentum (trending upward)-- to seek higher returns or lower risk.

In times of market volatility spikes, quality factor strategies have historically behaved defensively, which may provide opportunities for strong outperformance,» says Fiona Bassett, Global Co-Head of Passive Asset Management.

The Fund may complement traditional bond strategies, as investments have historically been driven by issuer - specific fundamentals over general macroeconomic factors.

Historically, factor - based strategies have generated significant risk - adjusted returns in the long run, but they can also exhibit a high amount of cyclicality in the short run.