WEBCASTS

3 Challenges with Low Volatility Approach Investments

In uncertain times, investors could be looking to alternative strategies to help diminish risks while still maintaining exposure to markets for potential further gains. In this upcoming webcast, Northern Trust's FlexShares and ETF Trends will consider the next evolution of low-volatility based strategies to help investors provide a quality tilt to a low-volatility strategy within a diversified portfolio.

October 8, 2019
11am PST | 2pm EST
1 CE Credit
Already Registered? Click here »

SUMMARY

Join Tom Lydon, CEO of ETF Trends as he moderates a discussion on :

  • An overview of the current market, risks and outlook
  • A focus on a quality low-volatility strategy and how it may help investors react to the environment ahead
  • How financial advisors can incorporate a quality low-volatility strategy into a diversified investment portfolio 

Accepted for one hour of CFP/CIMA CE credit for live and on-demand attendees

CFA Institute members are encouraged to self-document their continuing professional development activities in their online CE tracker.

SPEAKERS

Christopher Huemmer, CFA

Senior Investment Strategist
Northern Trust Asset Management

Tom Lydon

CEO
ETF Trends

Disclaimer
By registering, you are certifying that you are a financial professional and agree to share your data with ETF Trends and opt-in to receiving occasional communications about projects and events. The contents of this form are subject to the ETF Trends' Privacy Policy. You can unsubscribe at any time.

Important Disclosures

Before investing consider the fund’s investment objectives, risks, charges and expenses. Go to flexshares.com for a prospectus containing this information. Read it carefully.

Foreside Fund Services, LLC, distributor.

All investments involve risk, including possible loss of principal. Funds’ returns may not match returns of their respective indexes. Risks include fluctuation of yield, income, interest rate, non-diversification, asset class and market.