FTSE Russell has announced the launch of its FTSE Target Exposure Indexes, which are designed to enable investors to target explicit exposure objectives.
The new indices will enable investors to calibrate exposure to risk factors such as value, quality, low volatility, size and momentum, while also targeting larger themes such as industries, countries and sustainability goals. Ethical indices outperform traditional ones amid 'huge' evolution of sector Legal and General Investment Management (LGIM) has already employed the new Target Exposure methodology on behalf of a UK-based defined benefit pension fund, moving the scheme's entire equity allocation to a multi-factor strategy to limit drawdowns, while applying specific risk parameters...
To continue reading this article...
Join Investment Week for free
Signup and gain exclusive members-only insights - all free of charge!
- Unlimited access to real-time news, analysis and opinion from the investment industry, including the Sustainable Hub covering fund news from the ESG space
- Get ahead of regulatory and technological changes affecting fund management
- Important and breaking news stories selected by the editors delivered straight to your inbox each day
- Weekly members-only newsletter with exclusive opinion pieces from leading industry experts
- Be the first to hear about our extensive events schedule and awards programmes
