Invesco Global Thought Leadership

Invesco Global Factor Investing Study 2020

The study uncovers the strategies and views of factor investors across the globe
Total sample respondents globally
US$25.4 tn
in assets under management
Key themes

Discover what factor investors around the globe are thinking right now in our fifth global factor investing study. It brings together the views of nearly 240 pension fund managers, insurers, sovereign investors, asset consultants, wealth managers and private banks. The biggest study of its kind in the industry, we spoke face to face with 138 institutional investors and 100 wholesale investors, representing over US$25.4 trillion AUM.1

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The Invesco advantage

US$108+ billion in AUM2

Invesco’s factor investing capabilities span a spectrum of options from market-weighted passive to customised active, enhanced by open architecture

36+ years of experience

Invesco has a vast long-term commitment to factor investing, starting in 1983

Focus on our clients

Invesco factor investing strategies encompass individualized portfolio solutions, customization, and support


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  • 1

    As at 31 March 2020

  • 2

    As at 30 September 2020

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.

    Factor investing is an investment strategy in which securities are chosen based on certain characteristics and attributes that may explain differences in returns. Factor investing represents an alternative and selection index based methodology that seeks to outperform a benchmark or reduce portfolio risk, both in active or passive vehicles. Factor investing may underperform cap-weighted benchmarks and increase portfolio risk.

Important information

  • Where individuals or the business have expressed opinions, they are based on current market conditions, they may differ from those of other investment professionals and are subject to change without notice.