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.
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.
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.
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Proven track record2006 we start pioneering
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As per December 2016> AUD 27 billion assets under management
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Enhanced approach to avoid pitfalls3 factors
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.
Pioneers in Factor Investing
Factor investing can help to improve the return-risk profile of a portfolio
Download the guideEmerging Conservative Equities
Capture the equity premium in emerging markets with potentially lower downside risk.
Global DM Conservative Equities
Aiming to achieve global developed equity returns at an expected lower level of downside risk.
