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.
Russell 1000® Invesco Dynamic MultiFactor Index
Russell 2000® Invesco Dynamic MultiFactor Index
Russell 1000 Invesco ex FF ex Weapons ex Tobacco ex Controversies ESG Dynamic Multifactor Index
Russell 1000® Single Factor indices
FTSE Developed ex US Invesco Dynamic Multifactor Index
FTSE Emerging Invesco Dynamic Multifactor Index
Research and Insights
Why fixed Income Target Exposure Strategies Can Yield Out-Performance
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