Tag Archives: factor allocator
Comparing Defensive Factors During the Last 3 Bear Markets
In the factor world of investing, Low Volatility and Quality have been commonly referred to as defensive factors. The following is an examination of the performance of the S&P 500 Quality Index and the S&P 500 Low Volatility Index compared to the S&P 500 during the last 3 equity bear markets. The graphs and data…
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Profiling the “Personality” of 2 Dividend Strategies – A Factor Look: Part 2
What story is Optimal Asset Management’s Factor Allocator’s analysis trying to tell us? First, it is important to note each strategy has a factor fit quality reading above 80% (the S&P 500 High Dividend Index – 83.72% and the S&P 500 Dividend Aristocrats – 87.62%) which means the analysis of factor exposures appears useful in…
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Profiling the “Personality” of 2 Dividend Strategies – A Factor Look
How do the personalities of two dividend index portfolios look when reviewed under the “Factor Lens”? Using the Optimal Asset Management’s Factor Allocator tool, let’s review two strategies – S&P 500 Dividend Aristocrats and the S&P 500 High Dividend Index. We can identify the average factor exposures of each strategy since January 1995 by viewing…
Avoiding Beta Pollution in the Search for Value
In our latest S&P 500® Factor Indices Dashboard, Tim Edwards wrote, “Value’s return to form came after a decade of meagre pickings. In fact, value recorded in its best annual relative performance since 2000.” Small wonder then that the S&P 500 Enhanced Value Index and S&P 500 Pure Value were popular topics of financial advisor…
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