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Factor Tilts by Lisa Goldberg July 21, 2020
The Russell 1000 Value Index lagged the Russell 1000 Index by more than 100 percentage points over the 10-year period ended in June 2020. Despite this dismal performance, some asset managers contend that...
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Factor Tilts by Patrick Geddes 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, and does one affect the other?” To answer that question...
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Factor Tilts by Lisa Goldberg September 28, 2017
Nine years into a bull market and with volatility at a historical low, now is a good time to ensure you’re on top of the risks in your hedge funds and active equity. In Sleeping Dragons, we take a second look at...
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Factor Tilts by Patrick Geddes June 20, 2017
Students of behavioral economics are of course familiar with the adage about making hay while the sun shines, an insightful observation on how as humans we may need a nudge to acknowledge that good times may not always last. Investors, when acting rationally, do understand that...
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