GB : Strategy - Better, but not good enough

The performance of our factor tilt portfolios has been much better than simple factor portfolios over the last 12 months. Yet, only our UK portfolios have managed to outperform their benchmark since inception while the European portfolios continue to underperform, though much less than simple approaches to factor investing. To double-check our approach, we perform a thorough backtest of our strategies over the last 20 years. As a Too Long Don’t Read (TLDR) summary: each strategy has significantly outperformed their benchmark over the past twenty years and our conviction in recommending these strategies is reinforced.