JMF Capstone Wealth ManagementAnother Angle On Factor Diversification – JMF Capstone Wealth Management https://www.jmfcapstone.com An Alabama registered investment advisor Fri, 21 Nov 2025 19:30:19 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 Another Angle On Factor Diversification https://www.jmfcapstone.com/2016/12/05/another-angle-factor-diversification/ https://www.jmfcapstone.com/2016/12/05/another-angle-factor-diversification/#respond Mon, 05 Dec 2016 09:00:53 +0000 http://evolvemypractice.com/?p=3257 Last week, we examined the data (from my new book, “Your Complete Guide to Factor-Based Investing,” which I co-authored with Andrew Berkin) on the odds that the premiums associated with some common investment factors would produce a negative return over various horizons. We then examined how constructing a diversified factor portfolio might impact those odds...

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]]> Last week, we examined the data (from my new book, “Your Complete Guide to Factor-Based Investing,” which I co-authored with Andrew Berkin) on the odds that the premiums associated with some common investment factors would produce a negative return over various horizons.

We then examined how constructing a diversified factor portfolio might impact those odds of underperformance. Today we’ll tackle factor diversification from another angle, by looking at the annualized returns and annual standard deviation of two simple portfolios.

Read the rest of the article on ETF.com.

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