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When Factors Underperform (& What to Do)

Our research shows that equity factors have unique cycles. For example, low volatility can last 12 months whilst value can stretch to 47 months. This can be addressed by focussing on factors with cycle lengths less than your investment time horizon, or, by combining various factors, especially when it comes to high quality.

To learn more, download our latest research paper “Foundations In Factors”

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Investing involves risk- no investment strategy or risk management technique can guarantee returns or eliminate risk in any market environment. Simulated past performance and actual past performance is no guarantee of future results.

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