Blending Quality, Value, Momentum, Size and Minimum Volatility

The investment premium historically offered by market factors, such as quality, value, momentum, size, and minimum volatility, has attracted many investors who are seeking to diversify their traditional equity portfolio allocations, but these factors have also followed cyclical trends of their own. Alternatively, we can turn to multiple-factor strategies that seek to combine these various stock characteristics to diversify and serve as a core of the portfolio.

November 28, 2022
11am PT | 2pm ET
1 CE Credit
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In the upcoming webcast, BlackRock's iShares and VettaFi will highlight historical drivers of returns and outline a strategy that provides exposure to rewarded factors while aiming to maintain a controlled level of active risk relative to the market cap benchmark.

  • Defining the market factors.
  • How market factors have reacted in today's environment.
  • An outline of a multi-factor strategy that provides target style factor exposure.
  • How financial advisors can incorporate a multi-factor strategy at the core of their equity portfolios

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.


Robert Hum, CAIA

Director, US Head of Factor ETFs
iShares by BlackRock

Doug Walters

Chief Investment Officer
Strategic Financial Services

Arun Singhal

Managing Director, Index Product Management

Todd Rosenbluth

Head of Research

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Important Disclosures

This event is intended for Financial Professionals only – not for public distribution.

Investing involves risk, including possible loss of principal.

There can be no assurance that performance will be enhanced or risk will be reduced for strategies that seek to provide exposure to certain quantitative investment characteristics (“factors”).  Exposure to such investment factors may detract from performance in some market environments, perhaps for extended periods. In such circumstances, a strategy may seek to maintain exposure to the targeted investment factors and not adjust to target different factors, which could result in losses.

The strategies discussed are strictly for illustrative and educational purposes and are not a recommendation, offer or solicitation to buy or sell any securities or to adopt any investment strategy. There is no guarantee that any strategies discussed will be effective.

Prepared by BlackRock Investments, LLC (together with its affiliates “BlackRock”), member FINRA. BlackRock is not affiliated with Qontigo, Strategic Financial Advisors or VettaFi.

This information should not be relied upon as research, investment advice, or a recommendation regarding any products, strategies, or any security in particular. This material is strictly for illustrative, educational, or informational purposes and is subject to change.

©2022 BlackRock, Inc. All rights reserved. iSHARES and BLACKROCK are trademarks of BlackRock, Inc., or its subsidiaries in the United States and elsewhere. All other marks are the property of their respective owners.

RO code: iCRMH1122U/S-2520910