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While factor behaviour tends to be consistent in market crashes and corrections, individual factor performance varies over the medium term. As such, institutional investors should maintain diversified exposure across key equity factors including value, quality, momentum, size and low volatility, according to a new paper by Mercer. The paper explored the past three financial crises: […]

  • By: Staff
  • July 31, 2020 December 6, 2020
  • 07:56

The current market environment isn’t like a regular market correction, but more like a natural disaster, says Joseph Connolly, vice-president of asset and risk management at Morneau Shepell Ltd. In the current context, investors should be doing more monitoring and looking at more timely data because mid-month or mid-quarter results may be stale. “We’re definitely […]


Why your factor beta comes with a lot of noise.

The Good and Bad News About Factor ETFs

Turns out there’s a bigger issue than crowded trades

  • May 31, 2017 September 13, 2019
  • 08:57
Malkiel: Smart-Beta and Its Risks

Random Walk author takes us under the hood of smart beta strategies.

  • By: Scot Blythe
  • October 29, 2014 September 13, 2019
  • 16:42