Factor investing has become mainstream for investors looking to maximize diversification and uncorrelated returns.  The ARP industry faced its first real test in 2018, leaving many wondering if it can really deliver on promises of uncorrelated performance.  Understand what drove ARP’s difficult year and learn how to avoid common mistakes by institutional investors in deploying factor investments to access sources of diversifying returns. 

 

Luc Dumontier, Partner & Head of Factor Investing, La Française Investment Solutions