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.
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, CAIADirector, US Head of Factor ETFs
iShares by BlackRock
Doug WaltersChief Investment Officer
Strategic Financial Services
Arun SinghalManaging Director, Index Product Management
Todd RosenbluthHead of Research