FTSE Invesco Dynamic MultiFactor Index Series

Co-developed with Invesco, the series uses a rules-based framework to target exposure to low volatility, momentum, quality, size and value factors.

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  1. Overview
  2. Key resources
  3. Research and Insights
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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.

Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

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Research and Insights

Article

Dividend yield factor left behind in US equity rally

Learn why US dividend yield factor underperformed in 2023, and how technology and discretionary sectors drove the equity rally.
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7 min

Article

Minimising index risk by MVP

Dive into the world of minimum variance strategy and its power to minimize equity risk in UK markets. Uncover insights on reducing volatility while maintaining exposure to UK equities.
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7 min

Article

Why fixed Income Target Exposure Strategies Can Yield Out-Performance

The Target Yield strategy in Fixed Income provides yield uplift and potential out-performance versus the benchmark. It could serve as an alternative solution for fixed income investors to consider incorporating into their investment portfolio.
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2 min

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