Strategy Note /
Global

INTEGRATED VALUE, GROWTH & QUALITY PORTFOLIOS

    FactorResearch
    21 September 2021
    Published byFactorResearch
    1. Integrated Value, Growth & Quality portfolios generated attractive returns year-to-date 2017
    2. Sorting stocks on several characteristics results in relatively smooth performance
    3. Mitigates the issue of factor timing, but not of factor selection