In our latest report, we combine our research across equity factors with our latest risk optimization and drawdown mitigation techniques to generate a smart beta strategy with the same volatility as its MSCI world benchmark, but both 4% higher returns and lower drawdowns.
Our methodology can be applied to various multifactors, from traditional risk parity to machine learning, and more broadly to any long-only portfolio, such as defensive, ESG or thematic strategies.
Clients of dbResearch can access the full report on research.db.com
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