australiaen
Understand how factor premiums impact performance
Pioneers in factor investing

Understand how factor premiums impact performance

Numerous academic studies suggest that harvesting well-rewarded factor premiums, like value, low volatility, quality or momentum enhances returns in the long run. The one that has received most attention in recent years is the low volatility factor.

Discover more

The Risk-Return Paradox of Low-Volatility Investing

In recent years, low volatility has become a new investment style offering lower-risk, without reducing return.

The low risk anomaly is one of the most fascinating paradoxes of all time as it defeats classic investment theories. Low risk stocks historically beat high risk ones going back well over eighty years over 18 times their returns.

  • 2006 we start pioneering
    Proven track record
  • > AUD 27 billion assets under management
    As per December 2016
  • 3 factors
    Enhanced approach to avoid pitfalls
Five concerns with low volatility index ETFs
Research

Five concerns with low volatility index ETFs

Equity investors have a choice between active low volatility managers and low volatility index ETFs. Index strategies offer a transparent and often cheaper alternative to active low volatility investing, but in our view this comes with several drawbacks.

Read more
Pioneers in Factor Investing

Factor investing can help to improve the return-risk profile of a portfolio

Download the guide

Emerging Conservative Equities

Capture the equity premium in emerging markets with potentially lower downside risk.

Find out more

Global DM Conservative Equities

Aiming to achieve global developed equity returns at an expected lower level of downside risk.

Find out more
Data sets - the idiosyncratic momentum factor
Data sets - the idiosyncratic momentum factor
A research-driven approach is at the core of everything we do.
23-06-2020 | Data sets
Factor investing debates: Should you time your factor exposures?
Factor investing debates: Should you time your factor exposures?
The debate on whether investors should tactically time their factor exposures is almost as old as the discovery of factors.
22-06-2020 | Insight
Defining Quality: separating the wheat from the chaff
Defining Quality: separating the wheat from the chaff
Quality is a commonly accepted equity factor.
18-06-2020 | Research
Share this page
Logo

Disclaimer

BY CLICKING ON “I AGREE”, I DECLARE I AM A WHOLESALE CLIENT AS DEFINED IN THE CORPORATIONS ACT 2001.

What is a Wholesale Client?
A person or entity is a “wholesale client” if they satisfy the requirements of section 761G of the Corporations Act.
This commonly includes a person or entity:

  • who holds an Australian Financial Services License
  • who has or controls at least $10 million (and may include funds held by an associate or under a trust that the person manages)
  • that is a body regulated by APRA other than a trustee of:
    (i) a superannuation fund;
    (ii) an approved deposit fund;
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme.
    within the meaning of the Superannuation Industry (Supervision) Act 1993
  • that is a body registered under the Financial Corporations Act 1974.
  • that is a trustee of:
    (i) a superannuation fund; or
    (ii) an approved deposit fund; or
    (iii) a pooled superannuation trust; or
    (iv) a public sector superannuation scheme
    within the meaning of the Superannuation Industry (Supervision) Act 1993 and the fund, trust or scheme has net assets of at least $10 million.
  • that is a listed entity or a related body corporate of a listed entity
  • that is an exempt public authority
  • that is a body corporate, or an unincorporated body, that:
    (i) carries on a business of investment in financial products, interests in land or other investments; and
    (ii) for those purposes, invests funds received (directly or indirectly) following an offer or invitation to the public, within the meaning of section 82 of the Corporations Act 2001, the terms of which provided for the funds subscribed to be invested for those purposes.
  • that is a foreign entity which, if established or incorporated in Australia, would be covered by one of the preceding paragraphs.
I Disagree