Deconstructing Beta: From Broad Beta to Factor Beta

Date: Thursday, April 13, 2023 

Factors are Alpha determinants. It is important to understand how Factors influence broad benchmarks and how different Factors can be used to align with pension plan maturities and their solvency.

Now that investors are in a higher interest rate environment, it is important to re-evaluate Factor suitability in different economic conditions.

Our panelists will analyze broad Beta benchmark returns to assess which Factors have driven returns at different points in economic cycles. The discussion will cover Factor persistence and its suitability as an Active mandate for long-term allocations and the effective execution through Exchange Traded Funds. 

Jin Yan, CFA, Director, Portfolio Strategy, CIBC Capital Markets
Ian de Verteuil, Managing Director & Head, Portfolio Strategy, Global Markets, CIBC Capital Markets
Chris Heakes, CFA, M.Fin, Head, Disciplined Equity, Portfolio Manager, BMO Exchange Traded Funds

Mark Webster, Director, Institutional & Advisory, BMO Exchange Traded Funds

The viewpoints expressed by the individuals represent their assessment of the markets at the time of publication. Past performance is no guarantee of future results. This communication is intended for institutional investors / informational purposes only. Any statements that necessarily depends on future events may be forward-looking statements. Forward-looking statements are not guarantees of performance. BMO Global Asset Management is a brand name under which BMO Asset Management Inc. and BMO Investments Inc. operate. ®/™Registered trademarks/trademark of Bank of Montreal, used under licence.

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