Diversified Factor Premia

The Diversified Factor Premia strategy’s goal is to generate attractive, absolute returns through exposure to a suite of diversified sources of factor-based risk premia. The returns from these sources of factor premia are generated within a broad array of capital markets and include value, momentum, and macroeconomic-oriented factors. The portfolio’s exposures are balanced across sources of factor risk premia to generate more stable returns that are generally uncorrelated with market risk premia. PanAgora believes that balancing risk across complementary sources of risk premia will allow the portfolio to generate positive, absolute returns under a variety of market conditions.

PanAgora’s Diversified Factor Premia investment approach is highly flexible in nature and can be run at a wide range of volatility levels.

Managed Futures