Have factor investing strategies had their day?

Duration of the longest period over which each factor premium remained negative, 1990-2023

Factors have inspired indices, spin-offs and a variety of investment strategies but it has become hard to argue that they will offer investors a persistent future premium

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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.

Markus Schaen , Senior Fund Manager, MN,
The Netherlands