A Fundamental Examination of Low Volatility Behavior
In this paper, we seek to provide an update on low volatility strategies and examine the underlying characteristics for what may seem ...
May 14, 2020Defensive Equity
PanAgora’s Defensive Equity strategies are constructed to target specific Equity factors, with the goal of generating stable returns while also seeking to provide downside protection, by balancing exposures across dimensions of Equity risk.
Differentiators
- Proprietary Risk-balanced Portfolio Construction
- Systematic and Diversifying
Investment Strategies
Low Volatility
High Dividend Yield
Country-specific
Multi Factor
More About Defensive Equity
The Devil Is in the Details: The Risks Often Ignored in Low-Volatility Investing
With increasing investor interest in low-volatility equity strategies comes a need for greater scrutiny of different methodologies used to achieve low-volatility exposure. ...
July 7, 2020The Use and Misuse of Tracking Error
Equity portfolio tracking error to a benchmark is a most ubiquitous restriction for active portfolios as prescribed by fiduciaries. The restriction is ...
Aug. 1, 2023