Factor Investing: Your Factor Views. Our Expertise.
Parametric’s factor-based portfolios are constructed to maintain a systematic bias toward a selected set of factors that historically have been found to deliver attractive risk and return profiles. Investors can choose from popular factors including size, value, momentum, quality, low volatility and profitability, while managing for costs and unintended exposures.
The strategies are also designed with tax management in mind. Because of the turnover associated with factor-based approaches, portfolios can experience tax drag. However, a systematic tax-management process can help to mitigate that tax drag and allow investors to keep more of the investment return.