Global Multifactor

Overview

The objective of this strategy is to provide improved return potential relative to the benchmark in a risk- and cost-controlled manner. The benchmark captures global large- and mid-cap corporations across 23 developed countries.

Benchmark

100% MSCI World Index

Philosophy and process

• Systematic multifactor investment approach that aims to identify and invest in securities that provide exposure to multiple drivers of returns (factors) for enhanced performance potential and diversification benefits.
• Security selection process blends the three complementary quantitative factor themes of momentum, quality and value. In other words, companies with improving price and fundamental trends relative to peers, with underlying businesses that are profitable and that have other quality attributes, are favoured.
• Diversified and risk-controlled security selection typically produces portfolios that hold hundreds of positions, diversified across geographical locations and sectors, to manage unwanted risk while focusing on enhanced returns.
• Cost-controlled investment processes keep transaction costs low.

Why invest in these strategies?

• A core portfolio for global diversification.
• Systematic multifactor investment approach, grounded in a long history of academic research, which identifies equity securities that exhibit robust characteristics across more than two dozen factors related to momentum, quality and value.
• Optimized portfolio construction that balances forecasted returns, risks and trading costs to maximize risk-adjusted return potential.

How to invest?

• iA Clarington Mutual Funds: https://iaclarington.com/homeopen_in_new
• iAFG Individual Savings and Retirement: https://ia.ca/individualsopen_in_new
• iAFG Group Savings and Retirement: https://ia.ca/businessopen_in_new