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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.

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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.

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Challenges you may face when implementing factor investing – and how to tackle them
Pioneers in Factor Investing

Challenges you may face when implementing factor investing – and how to tackle them

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Emerging Conservative Equities

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

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Global DM Conservative Equities

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

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Intrinsic Momentum is also important for bonds
Intrinsic Momentum is also important for bonds
Should investors also ‘residualize’ bond momentum?
18-04-2018 | From the field
Applying factor investing to corporate bonds
Applying factor investing to corporate bonds
Although much factor research focuses on the equity market, the concept and benefits of factor investing apply equally well to the corporate bond market.
04-04-2018 | Insight
Failing to capture factor premiums because of poor timing
Failing to capture factor premiums because of poor timing
Looking for an explanation to the value effect?
04-04-2018 | From the field
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