Global markets consist of numerous asset classes and millions of individual securities, making it challenging to discern what truly matters for a portfolio.
However, a few key drivers can help explain returns across asset classes.
These factors are broad, but can help in three ways: improve portfolio outcomes, reduce volatility and enhance diversification.
And just as individuals have different nutritional needs, investors have different optimal exposures to various risk factors.
Long-term strategic overweights to certain style factors – such as value, quality, momentum, size, and minimum volatility can offer the boost investors want to improve resilience in their portfolios.
However, just as our nutritional needs can change due to circumstances, investors may need to adjust their factor exposures.
For instance, factor investors might choose to overweight or underweight certain factors in their portfolio based on the current economic regime, valuations and sentiment.
The roundtable will therefore explore a number of key themes:
- What do we mean by factor investing?
- How has factor investing evolved?
- How are institutional investors utilising factors?
- What are the benefits?
- What are the risks?
- What are asset owners looking for within factor investing?
- How do investors decide on the right factors at the right time?
- What are the blending factors with ESG/climate change?
Networking:
Following the formal discussion, our audience will have the opportunity to engage in a live Q&A session with our expert panelists. The event will conclude with a post-event networking session, providing a platform for further discussions and connections.
Speakers:
Chair:
Sponsored by:
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