Cadence factor-based Value portfolios target valuation factors for inclusion into discrete value portfolios across developed and emerging market segments globally.

The portfolios seek to capture equities exhibiting specific value characteristics relative to traditional, capitalization-weighted indexes. Companies that have inexpensive valuations (on a price to book or price to earnings basis, for example) over time tend to outperform more expensively priced companies. Our own empirical research along with academic research studies have confirmed this pattern. Our strategy is constructed to efficiently capture the alpha-effect of stocks having low valuations.

  • 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