Strategy Note /
Global

Defensive & Diversifying Strategies: What Has Worked in 2020?

    FactorResearch
    19 January 2021
    Published byFactorResearch
    1. Defensive smart beta strategies like Low Volatility did not offer much capital protection in 2020
    2. Long-short multi-factor investing generated negative returns, but still offered diversification benefits
    3. Managed futures finally found their redemption given positive & uncorrelated returns