Smart Beta

Craftsmanship In Smart Beta

Key Points

    • Investors seeking to add smart beta and factor strategies to their portfolios should consider the four craftsmanship elements of product design:  1) universe coverage and weighting mechanism, 2) signal definition, 3) measurement period, and 4) rebalancing frequency.
    • Design decisions guided by these craftsmanship elements can help preserve a portfolio’s performance potential by reducing implementation costs.

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