En profundidad

Thought Leadership (en Inglés)

Five factor investing mistakes - and how to navigate them


Lesley-Ann Morgan

Lesley-Ann Morgan

Responsible de estrategias multi-asset

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Ben Popatlal

Ben Popatlal

Estrategia multi-asset

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It’s been a tough period for factor investing. Heralded as the answer to cheap portfolio construction, efficient portfolio management and a simple way to remove unintended factor exposure, factor portfolios have not been performing the way everyone expected.

In this paper, available as a PDF at the foot of the page, we highlight some of the common mistakes to avoid based on our own experience, and how to manage them:

  • Mistake #1: Factors no longer work
  • Mistake #2: Using too many factors
  • Mistake #3: Being too cute when you combine factors
  • Mistake #4: "The back-test told me to do it"
  • Mistake #5: A factor completion portfolio might compete rather than complete

Find out more in our full paper below.