Paisley Nardini, CFA, CAIA, Multi-Asset Investment Strategist for Invesco, and Ryan Sullivan, Director and Head of Buy Side, Americas for FTSE Russell, to discuss dynamic multi-factor indices.
The Invesco Russell 1000® Dynamic Multifactor ETF (OMFL) reweights holdings in the Russell 1000 Index based on predicted exposures to economic cycles and market conditions. The Invesco Economic Regime Model predicts recovery, expansion, slowdown, and contraction based on indicators of economic growth and market sentiment. Each economic regime is predicted to favor stocks with exposures to specific factors, such as value, momentum, quality, low volatility, and size.
WEBCAST – Dynamic Markets Warrant Similar Solutions: Dynamic Multi-Factor Indices
To be discussed during the webcast:
FTSE Russell, in partnership with Invesco, offers a rules-based public equity strategy that utilizes factors to position defensively or pro-cyclically based on the identified stage of the business cycle.
This strategy is underpinned by Invesco’s regime-based research, used in practice over the last decade, to allocate assets in the short to medium term.
Ideal for investors seeking cost-effective alpha, potential for downside risk mitigation, and attractive risk-adjusted returns.
Accepted for 1 CFP® / IWI / CFA CE Credit