Diversified Factor Premia

PanAgora’s Diversified Factor Premia strategy is designed to capture positive, absolute returns available through exposures to a suite of diversified sources of factor-based Risk Premia, such as Value, Momentum, Carry and Macroeconomic factors. Utilizing a thoughtful risk-balanced portfolio construction, portfolio risk exposures are balanced across sources of factor premia to pursue more stable returns that are generally uncorrelated with traditional sources of market Risk Premia.

Investment Strategies

Diversified Factor Premia