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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.

Clarity


Transparent, rules-based
methodologies, so you’ll
always understand the
analysis behind the
investments

Control

Portfolios you can tailor to
meet just about any passive
mandate, in a way that helps
you scale your advisory
practice

Confidence

Robust technology,
in-depth reporting, and
human expertise, with open
access to our senior
investment strategists

Discover how we can help you reach your goals.

Three ways to invest

Single-factor strategies

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


Dividend yield
Companies with high predicted or historical
dividend yield.


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


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


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


Low volatility
Portfolio with lower volatility than the benchmark index.


Multi-factor strategies

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

 


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


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.

 


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


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

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Address a variety of client needs with highly customizable solutions.

Why Parametric?


$5.8B+ in customized equity portfolio AUM


13 dedicated regional teams


25 years of tax-management experience

As of 3/31/2021

Latest insights and research

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