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Quantitative Portfolios

   

  REVIEW: Five Factors. Which Performed Best?

Not all factors perform equally. Brandon Thomas, Chief Investment Officer, analyzes how value, quality, momentum, volatility, and size fared during the previous quarter, as well as over longer periods of time.

  • Q3 2019 Review
   
 
     
  INFOGRAPHIC: Do Factors Add To Returns?

Certain factors can help deliver higher-than-market returns and lower portfolio risk.* PMC quantitative research evaluated four factors, and determined how much potential excess return each can provide.

   
 
     
  WATCH: How do Quantitative Portfolios Elevate the Client Experience?

Each client’s investment challenge is different from the next and “one-size-fits-all” passive investments can often fall short in addressing important needs. Watch this animated video to learn how our Factor-Enhanced and Market Series QPs can help take portfolios beyond beta and truly enhance the client experience.

   
 
     
  INVEST: Solutions to Achieve Beta, Factor Exposure, Impact

QPs combine the benefits of passive investing with the portfolio customization of managed accounts (SMAs and UMAs). Clients get low-cost access to important market segments and opportunities for personalization and tax management.

  • PMC Quantitative Portfolios
    • Brochure
    • A Guide to Quantitative Portfolios
  • Market Series QPs feature low-cost access to important market segments coupled with opportunities for customization and tax management.
  • Factor-Enhanced QPs provide the potential for excess returns via factor exposures. About the Envestnet Factor Enhanced Indexes
  • Impact QPs explicitly focus on companies with high sustainability ratings and/or ESG priorities.
    • "A Closer Look at Holdings": Large Cap Impact QP
    • "A Closer Look at Holdings": Gender QP
    • "A Closer Look at Holdings": Catholic Values QP
   
 
     
  LEARN: Understanding Factor-Based Investing

Value, Momentum, and Quality are factors that increase the potential for improved risk-adjusted returns. Watch this presentation series to learn more.

  • Overview (09:50)
  • Theoretical Foundations (05:32)
  • Empirical Analysis (06:28)
  • What Are Factors? (08:14)
  • The Value Factor (14:13)
  • The Momentum Factor (10:45)
  • The Quality Factor (07:00)
   
 
     
  WATCH: The PMC Spotlight on QPs

Our portfolio managers underscore the unique features of each series and the role QPs can play in portfolios.

  • Factor-Enhanced Series feat. Brandon Thomas
  • Market Series feat. Dale Rottschafer
 

 
 
     
         
         
     
 

Tax optimization. Customization. Improved risk-adjusted returns. Find out if Quantitative Portfolios can work for you.

 
   
     
     
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This website is for investment professionals only. It is not intended for private investors. Private investors who are interested in our investment services should contact a financial professional.

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