Webinar - Multi-Factor Investing
Are the Benefits of Multi-Factor Investing Still There?
In the past two years, the performance of factor strategies has not been as attractive as in the last ten years. Many commentators have concluded that factor crowding phenomena could be eroding the returns associated with traditional long-term rewarded factors. This webinar will show that the recent underperformance of multi-factor strategies is not necessarily related to factors, but is instead linked to non-explicit risks embedded in multi-factor indices or funds. Through its capacity to offer fiduciary options that allow investors to control these hidden or implicit risks, Scientific Beta, with its flagship High Factor Intensity Multi-Beta Multi-Strategy 6-Factor 4-Diversification Strategy offering, provides a simple and transparent response to the risk control objectives desired by investors.
Ultimately, the Scientific Beta Global High Factor Intensity Multi-Beta 6-Factor 4-Strategy Sector Neutral and Market Beta Adjusted indices, which correct the two main non-factor biases of smart beta indices, namely sector and market beta biases, have outperformed their cap-weighted counterpart every year for ten years with average annual outperformance of almost 4%.
This webinar will allow these indices, and the non-factor risk-control arrangements associated with them, to be presented. Please note that this webinar is adressed to asset owners and asset managers.