Momentum – Factor Based

Cadence Factor Based Momentum portfolios target momentum factors in the identification and inclusion of individual equities into discrete momentum indexes across developed and emerging market segments globally.

The portfolios seek to capture identifiable momentum premium relative to traditional, capitalization- weighted indexes. The portfolios are designed to participate fully in both upswings and downswings of the momentum factor, while employing rules designed to dampen excessive volatility at the individual security level.

  • Portfolios Offered in:

  • US separate account
  • International separate account
  • Emerging Markets separate account

Our Factor Based Strategies

Find out more about our portfolios.

Yield Solutions
MLP and Midstream