7 June 2017

With factors constructed to have characteristics which historically explain excess returns, active managers typically embed these characteristics in their investment process through well-known strategies such as Value, Momentum, Quality, Size and Low Volatility. A useful exercise, and the subject of this article’s application, is to understand which combination of these factors is needed to best replicate an active manager’s return through time.

7 July 2017

We are pleased to bring you the second in our series of articles aimed at discussing practical ways to employ the power of factor investing, by head of portfolio solutions at Satrix, Jason Swartz. In the first application, we empowered the investor to diagnose their existing portfolio into factor exposures. This application represents the next logical step: doing something about those factor exposures.

7 July 2017

This article is the third in our series of articles aimed at discussing practical ways to employ the power of factor investing, by head of portfolio solutions at Satrix, Jason Swartz. In our previous issue, we discussed the concept of portfolio completion, where an investor could address unintended factor exposures through plugging a gap in their portfolio with complementary factor exposures. In this article, we discuss employing factor investing to enhance the trading flexibility of a portfolio through the use of ETFs (exchange traded funds).

2 September 2017

This article is the fourth in our series of articles aimed at discussing practical ways to employ the power of factor investing. In our previous article, we discussed building a liquidity sleeve around your portfolio to aid liquidity management. In this article, we discuss blending factors with strategic allocations to each factor in order to achieve a diversified equity portfolio, while still exposing your portfolio to each factor’s long-term return premium.

26 October 2017

This article/video is the fifth in our series of articles aimed at discussing practical ways to employ the power of factor investing, by head of portfolio solutions at Satrix, Jason Swartz. In our previous issue, we discussed blending factors via strategic allocations to each factor to achieve a diversified equity portfolio.

14 November 2017

This article/video is the sixth in our series of articles aimed at discussing practical ways to employ the power of factor investing, by head of portfolio solutions at Satrix, Jason Swartz. In our previous issue, we discussed how to incorporate a factor-based equity portfolio within a multi-asset solution. In this article, we discuss employing factor investing in a more tactical manner, in order to express an investment view in your portfolio.

7 December 2017

This article/video is the seventh in our series of articles aimed at discussing practical ways to employ the power of factor investing, by head of portfolio solutions at Satrix, Jason Swartz.

11 January 2018

This article is the final in our series of articles aimed at discussing practical ways to employ the power of factor investing. The previous article discussed building outcome orientated multi-factor portfolios.

24 May 2018

This article is the eighth in our series of articles aimed at discussing practical ways to employ the power of factor investing. In our previous article, we discussed how best to incorporate responsible investing (RI) or ESG principles, within the process of factor investing.

21 June 2018

This article is the ninth in our series of articles aimed at discussing practical ways to employ the power of factor investing. The previous article discussed an optimal approach to blending factors exposures, called multi-factor portfolio construction.

2 August 2018

In this tenth and final article, we discuss building factor portfolios using risk-based allocations. These strategies are typically designed to yield either lower portfolio volatility, or greater diversification.