According to research from Morningstar and the Investment Company Institute, many unskilled investors are abandoning active stock selection in favor of active factor, sector, and asset allocation. But these investors are making the same mistakes in a different domain. In this environment, skilled investors have a greater opportunity to profit from active asset allocation than traditional security selection.
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This prompts these questions: What methods are most effective at sorting winners from losers across asset classes? Are the observable effects of factors such as value and momentum even stronger across asset classes than at the individual security level? If so, what is the best way to harness these multi-asset factor strategies while maximizing diversification to minimize portfolio risk?
In this webinar, Adam provides an overview of active multi-asset "factor" strategies like Adaptive Asset Allocation. In particular, you will learn:
•Why investors are abandoning active mutual funds in favor of index funds and ETFs;
•Why poor index timing decisions have kept unskilled ETF investors from realizing strong returns from these products;
•How skilled asset allocators are able to generate alpha by taking advantage of pricing anomalies created by unskilled ETF investors;
•Why multi-asset ‘smart beta’ strategies are well positioned to harvest large excess returns from this pool; and
•How to use a multi-asset factor strategy, with methods adopted from Modern Portfolio Theory, to create dynamic global portfolios that can thrive in good times and bad.
Adam will answer attendees’ questions during the webinar and will be available to continue the discussion on APViewpoint.
CFP Board® and IMCA® have accepted this program for 1 hour of CE credit towards the CFP® certification and the CIMA®, CIMC® and CPWA® certifications. If you provide the required information and stay for the entire session we can report your attendance to these organizations.