Improves the risk exposures of market cap weighted indices
Strategic beta sits at the intersection of passive and active, combining active management insight with the discipline of rules-based investing in order to improve the risk exposures of market cap weighted indices. It combines active management to maximize diversification to uncompensated risks (regions and sectors) and seek exposure to compensated risk premia.
Our strategic beta strategies provide long-only exposure to compensated equity and fixed income factors, offering solutions for investors looking for either a core or a more tactical portfolio allocation.
Provides core exposure to equity markets and seeks to improve risk-adjusted returns relative to traditional indices by diversifying risk across regions and sectors and screening securities through a multi-factor process.
Provides clients with targeted, single factor exposure within equities while avoiding undue concentration in individual securities.
Improves upon traditional market cap-weighted fixed income by systematically applying liquidity and risk filters, and re-weighting the portfolio where applicable.
A more thoughtful approach to emerging market debt
Investing in traditional debt-weighted fixed income indices comes with challenges, which can be particularly pronounced in emerging markets. Learn how a smart beta approach can address these challenges to provide a core exposure with less downside risk.