Factor-based indexing methodologies have allowed investors to better construct a diversified investment portfolio by targeting drivers of risk and return.

On the upcoming webcast, Beyond Factor Fundamentals – Diagnose Your Factor Exposure, Joe Staines, Research Analyst and Portfolio Manager at J.P. Morgan Asset Management, Stephen Kaplan, Head of Product Strategy Americas and Portfolio Insights for J.P. Morgan Asset Management, and Joe Smith, Senior Market Strategist for CLS Investments, will discuss factor implications when constructing portfolios and demonstrate how you can better understand drivers of risk and return within your portfolio.

When looking into factor-based investments or smart beta ETF strategies, investors have a number of options to choose from. They may take broad strokes that cover multiple investment factors for a diversified approach or pick and choose specific factors.

For example, J.P. Morgan has come out with a line of U.S. smart beta ETFs, including broad strategies like the JPMorgan Diversified Return US Equity ETF (NYSEArca: JPUS), along with single-factor strategies, including the J.P. Morgan U.S. Value Factor ETF (NYSEArca: JVAL), J.P. Morgan U.S. Quality Factor ETF (NYSEArca: JQUA), J.P. Morgan U.S. Momentum Factor ETF (NYSEArca: JMOM), J.P. Morgan U.S. Minimum Volatility ETF (NYSEArca: JMIN) and J.P. Morgan U.S. Dividend ETF (NYSEArca: JDIV).

The single-factor, smart beta ETFs track customized indices based off the Russell 1000 Index and hold 200 to 400 components rebalanced on a quarerly basis.

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