How Does Alternative Weighting Influence Risk and Performance?

THURSDAY, DECEMBER 8 AT 2:00 PM ET

Equal-weight and style strategies helped lay the groundwork for smart beta, paving a way for advisors to achieve client objectives through alternative weighting schemes. Join us as we explore two of the original "factors," drawing on more than a decade of live index and ETF history.

Industry experts will examine:

  • How pure style strategies help advisors eliminate the muddle in the middle by targeting pure value & growth tilts
  • When and how financial advisors are turning to equal-weight in place of market cap strategies
  • Using alternatively weighted ETFs as tactical allocation tools to control risk and optimize returns
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