Blogs

Factor Tilts

Tracking Error Forecasts in a Low-Volatility Environment

August 1, 2018

Over the past couple of years, the equity markets appeared to have experienced a period of extremely low volatility. The one-year trailing volatility on the S&P 500 reached 6.77% at the end of... Read More

SRI/ESG

Desperately Seeking Alpha

June 22, 2018

In April 2018, the US Department of Labor (DOL) issued new guidelines on environmental, social, and governance (ESG) issues as drivers of investment choices. The new guidelines differ from those... Read More

SRI/ESG

Bayer-Monsanto: The Values Implications of Mergers

June 5, 2018

As we have worked with clients on their ESG portfolios over the years, we’ve discovered that there are a few specific companies that many of our clients want excluded by name from their portfolios... Read More

What We've Been Reading & Listening To

ESG Data: Biases and Limitations

April 25, 2018

Months ago, I saved an issue of Journal of Environmental Investing fully intending to read it—and after carrying it with me for more than 50,000 air miles, I eventually did. I’m glad I held on to... Read More

Factor Tilts

Factor Tilts and Taxes: Applying Research to Practice

April 18, 2018

Since Aperio offers tax-loss harvesting through both cap-weighted and factor-tilt strategies, we’re often asked, “Do I get more value from plain loss harvesting (cap-weighted) or from factor tilts... Read More

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