Defined Contribution

Invesco Global Factor Investing Study 2017

The balance between risk and return efficiency

Explore Factor Investing
Invesco Global Factor Investing Study 2017

Expert practitioners in factor science

Factor investing can help institutions drive more precise investment and asset allocation decisions in an attempt to optimize a truly diversified portfolio, targeting a specific risk/return objective.

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Invesco Global Factor Investing Study

We explore the growth of factor investing via in-depth, face-to-face interviews with institutional investors.

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Bernhard Langer
Over several decades, factor investing has evolved from an academic concept to a strategic initiative.

Factor investing: An introduction

We explore the concept of factor investing, describe its history and highlight popular factors.

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Building balanced factor portfolios

A guide to build a factor portfolio of value and momentum that outperforms market benchmarks.

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Investors value research in new factor strategies, but why do they currently perceive decline in quality? Find out… twitter.com/i/web/status/9…

2 days ago

There’s no crystal ball for factor performance, but market conditions can provide clues. Read more from… twitter.com/i/web/status/9…

3 days ago

#InstitutionalInvestors: The impact of three devastating hurricanes hitting the US in 2017 will depend on pre-storm… twitter.com/i/web/status/9…

3 days ago

Blog | View blog

Examining sector and factor performance in the third quarter of 2016

The high beta, value and size factors outperformed the broad-market S&P 500 Index by a sizeable margin during the third quarter. The S&P 500 Index rose a healthy 3.85%, but 14 smart beta strategies and two smaller-cap indices all outperformed the broader market.