ETFs & Indicies
A core equity portfolio focused on the premiums can go beyond a market index and help retirement investors achieve better outcomes, says Dimensional´s Mathieu Pellerin.....
The appeal of low expense ratios and broad diversification has contributed to the growth of index funds. Yet those appealing qualities can come at a cost. Index funds primarily seek to match the performance of an index but research across US and international indices shows that index-tracking funds may incur trading costs tied to reconstitution that hurt returns......
Numerous active decisions go into the design and management of indices. Index fund investors should evaluate whether such decisions align with their objectives......
Focus shifting to trading and transactions costs...
For risk averse investors, low volatility equity strategies have offered the chance for investors to moderate the volatility. But have they worked?....
The growth in index investments over the last decade has been one of the biggest trends in investment management. There have been a number of factors behind this, but for many making the switch cost is the starting point.
Trend-following, or the momentum style or factor, is one building block for many alternative risk premia strategies....
The growing menu of smart beta credit products will be useful for those who allocate externally – and indeed those who want to negotiate bespoke strategies. We touch on a handful of examples....
“Smart beta” assets have reached $658.4 billion at the end of 2017, up 32.3% year on year, per Morningstar. Much of this resides in products that are based on only one factor concept.
Inclusion into the EM index is not easy to come by. A country must meet size and liquidity requirements, as well as specific conditions for market accessibility. These requirements bode well for research coverage, governance, and liquidity … Read more
