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Smart beta assets continue to grow and have almost reached $1 trillion, which is fueled by investors hoping for outperformance or risk reduction, occasionally also for both. But is there truly a reduction in risk relative to major indices by using factors? And, are the enhanced returns from smart choices, or from a compounded reduction in fees?
Join this webinar to hear about:
What is behind the trend to allocate more assets to Smart Beta
Why multi-factor strategies growing in popularity
Why smart beta returns are likely substantially different to those from factor investing literature
John Davi, Founder & CIO, Astoria Portfolio Advisors
Irene Bauer, PhD, Chief Investment Officer, Twenty20 Investments
Dina Ting, Head of Global Index Portfolio Management at Franklin Templeton
Moderated by Nicolas Rabener, Managing Director, FactorResearch
Astoria Portfolio Advisors
Astoria Portfolio Advisors Disclosure: As of the time of this webinar, Astoria held positions in USMV & AGGY across our ETF model portfolios. Note that this is not an exhaustive list of our ETF holdings across either Astoria’s dynamic or strategic ETF portfolios. Our holdings will vary depending on risk tolerances, tracking error bands, and client mandates. For full disclosure, please refer to our website.