Multi-Factor Enhanced Strategy
Invesco Quantitative Strategies Precision with purpose
Unlock the possibilities of systematic investing.
Why systematic investing?
Systematic investing could be a way for investors to reach their investment goals through understanding the building blocks of their portfolio. It represents a fundamental shift in investment management through increased transparency.
With decades of experience and advanced research capabilities, we focus on innovative portfolio construction and multi-factor strategies designed to help clients achieve consistent, risk-adjusted outcome possibility.
Research‑driven
Based on empirical evidence and sound economic rationale, transparent, rules-based strategies systematically apply factor insights to target specific risk/return expectations.
Multi-factor approach
Proprietary factors - value, momentum, and quality - drive disciplined strategies designed to outperform across diverse market conditions.
Portfolio construction
Robust, risk-aware portfolio construction balances factor exposures and risk controls to create diversified portfolios tailored to different investment objectives.
$US54B assets under management
Source: Invesco as of 30 June 2026
50 team members
40+ years of experience
Engineered for consistency
Systematic investing strategies for greater predictability of portfolio outcomes. For more than two decades, the strategies have delivered consistent results across changing market environments.
Understanding enhanced equity approach
What makes Enhanced Equity a compelling investment approach? In this video, Tim Herzig from Invesco's Quantitative Strategies team explores how factor investing can be used to pursue consistent returns while remaining closely aligned with a benchmark.
How institutions are using systematic investing?
Institutional demand for systematic investing has grown exponentially. What is driving this trend, and what common misconceptions do investors have?
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Ep6 How institutions are using systematic investing today ft. Christopher Hamilton and Tim Herzig
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Ep7 How institutions are using systematic investing Part-2 today ft. Christopher Hamilton and Tim Herzig
Latest insights
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Systematic Investing Factor investing foundations: Looking beneath asset class labels
Invesco
Explore how factor investing identifies measurable drivers of risk and return beyond traditional asset class labels in portfolio construction.September 29, 2026 -
Systematic Investing Factor investing: What institutional investors need to know
Invesco
Learn how institutional investors can evaluate value, momentum, quality and low volatility factors using theory, evidence, and implementation tests.August 6, 2026 -
Systematic Investing Why consider factor investing in emerging markets?
Invesco
Explore how factor investing in emerging markets can improve diversification, manage risk, and capture value through enhanced multifactor portfolio design.July 8, 2026 -
Systematic Investing A systematic path to net zero: Climate alignment through a factor lens
Tim Herzig, Erhard Radatz, Ananthalakshmi Ranganathan, Viorel Roscovan
A forward looking framework for Net Zero investing that combines climate alignment with factor based portfolio construction to manage risk, returns, and fiduciary goals.April 28, 2026
Meet our team
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Christopher Hamilton
Head of APAC ex Japan Client Solutions
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Erhard Radatz
Global Head of Portfolio Management, Invesco Quantitative Strategies
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Tim Herzig
Portfolio Manager, Invesco Quantitative Strategies
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Shuxing Deng
Senior Portfolio Specialist
Investment Risks
The value of investments and any income will fluctuate (this may partly be the result of exchange rate fluctuations) and investors may not get back the full amount invested.
An efficient core equity building block
Designed to deliver an index-like investment experience while seeking to outperform the benchmark over time.
Potential for excess returns with low tracking error
Uses a disciplined multi-factor approach to seek consistent outperformance while staying closely aligned to the benchmark.
Built on proven return drivers
Combines exposure to Value, Momentum and Quality factors in a diversified portfolio rather than relying on market timing or individual stock picks.
Transparent and controlled
Strict risk controls help keep sector, country and stock-level deviations from the benchmark tightly managed.
Designed for consistency
A repeatable, research-driven investment process aims to deliver more predictable outcomes through different market environments.
Stronger factor exposure for higher excess return potential
Designed for investors seeking greater differentiation from the benchmark and a higher active risk budget.
Enhanced exposure to Value, Momentum and Quality
Provides stronger exposure to proven return drivers through a focused multi-factor portfolio.
Improved portfolio efficiency
A more efficient equity allocation can help investors free up risk budget for other opportunities across the broader portfolio.
Active, but disciplined
Allows greater active positioning than Enhanced while maintaining a structured risk management framework.
The same research-driven philosophy
Built on the same systematic investment process and proprietary factor research as Enhanced, but with more flexibility to express factor views.
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