Dynamic Multifactor Indices: Time-tested strategies for navigating market cycles

FTSE Russell, in partnership with Invesco, offers a rules-based public equity strategy that utilizes factors to position defensively or pro-cyclically based on the identified stage of the business cycle. This strategy is underpinned by Invesco’s regime-based research, used in practice over the last decade, to allocate assets in the short to medium term. Ideal for investors seeking cost-effective alpha, potential for downside risk mitigation, and attractive risk-adjusted returns. The FTSE Invesco Dynamic MultiFactor Index Series, co-developed with Invesco, uses a rules-based framework to target exposure to low volatility, momentum, quality, size and value factors. The index series uses economic and market sentiment indicators to identify four regimes corresponding to different parts of the business cycle: Recovery, Expansion, Slowdown and Contraction. The FTSE Invesco Dynamic MultiFactor Index Series will emphasize exposure to these factors by allocating to one of four predetermined multi-factor indices according to the 'Invesco Signal'. The multi-factor indices, built using FTSE Russell’s innovative ‘Tilt-Tilt’ methodology, target a combination of factors that have historically outperformed other factors in these stages of the business cycle. **Please note that this webinar is geared toward financial professionals and financial institutions. Invesco is not affiliated to FTSE Russell or LSEG.**