* Calculated with Portfolio123 from 10/8/2018. LSAF has the highest expense ratio and turnover, by far. It is second to last in total return since October 2018 (shortly ahead of the value fund), has ...
Powered by advanced factor research and daily refreshed data, Bloomberg’s MAC3 Risk Model transforms how investors see and manage risk in a multi-asset world. Bloomberg MAC3 gives investors a unified ...
Cap-weighted benchmarks incorporate no explicit objective to capture exposure to those risk factors that have been documented in the academic literature to offer a long-term reward. Deviations from ...
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