September 20, 2016

Diversifying Portfolios Across Factors to Outperform Globally

by Katherine Massie

Evidence shows that active managers’ rates of achieving alpha in funds and portfolios have been shrinking substantially, with about 20% of managers producing statistically significant alpha in 1995 and only 2% in 2015*.

Diversification may be the last free lunch on “Wall Street”. Most approaches diversify by position size, geography, sectors, market cap or asset classes.

In this complimentary webinar, Tim Gaumer, Director of Fundamental Research at Thomson Reuters will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one.  Tim will explore value, momentum, quality, and other factors and show which work best in Americas and how best to combine them into a single, alpha-generating, multi-factor model.

Mr. Gaumer will also share some of Thomson Reuters research findings on they’ve learned so far about factor momentum and factor timing.

*Source: Wall Street Journal

Register for the webinar here

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