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Factor timing over time
Sharing insights from our nearly decade-long experience of timing factors, we make the case that factors are cyclical and can be sensibly timed. -
A systematic framework to factor tilting
Factors are cyclical. Individual factors may experience periods of underperformance. A time-varying approach to factors may supersede factor investing alone. -
When Momentum Loses Momentum
Investors that are willing to endure periods of cyclical underperformance for the momentum factor may be able to effectively capture the long-term premium with momentum ETFs. -
Factors & the Magnificent Seven
Factors tend to favor breadth over concentration. Narrow leadership by the Magnificent Seven has been a challenge for factors; however, taking a long-term view may help remind investors the benefits of staying invested in these long-run drivers of re...