Factor Investing | Parametric Portfolio
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Parametric Factor Investing

Customized exposure, cost-efficient implementation

Built to your clients’ spec
Parametric makes it simple to construct risk-controlled exposures across a range of benchmarks, styles, and proprietary factor strategies—all supported and monitored by our dedicated research team. Choose from single- or multi-factor strategies, or build your own custom-blended factor strategy or tilt.

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Clarity

Transparent and rules-based factor construction and methodology

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Control

Strategies are run in SMAs and can be customized to client needs

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Confidence

Factor premia supported and monitored by our dedicated research team

Three ways to invest

Single-factor strategies

We work to deliver high exposure to stocks exhibiting the characteristics you select.

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Dividend yield

Companies with high predicted or historical dividend yield.

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Value

Companies whose stock prices are low relative to their fundamental value.

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Quality

Companies with high profitability, stable earnings, and low leverage.

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Momentum

Companies exhibiting strong relative performance measured by recent 12-month returns.

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Low volatility

Portfolio with lower volatility than the benchmark index.


Multi-factor strategies

Choose from sets of strategies made up of popular factor combinations.

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Value, momentum, profitability

High exposure to companies with low price-to-book ratios, strong relative performance, and high profitability.

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Value, size, profitability

Broad US portfolio with high exposure to companies with low price-to-book and price-to-earnings ratios, with an overweight to small- and mid-cap market segments.


Custom factor strategies

Customize exposures based on your clients’ needs.

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Blend factor strategies

Create multi-factor exposures from a mix of Parametric factor strategies.

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Blend factor strategies with cap-weighted indexes

Create tilted exposures by combining a Parametric factor strategy with a cap-weighted index.

Discover how we can help you reach your goals.     

Why Parametric?

 Assets Under Management icon

70B+ in customized equity portfolio AUM*

Dedicated teams

Six dedicated regional teams


* As of 6/30/2018

Parametric 25 years of experience

25 years of tax-management experience


Factor Investing is offered by Parametric Investment & Overlay Strategies. For additional information please visit the Disclosure page.


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