dynamic-multifactor

FTSE Invesco Dynamic MultiFactor Index Series

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 indictors 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 indexes according to the 'Invesco Signal'. The multi-factor indexes, 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.

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Family Name
FTSE Invesco Dynamic MultiFactor Index Series
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