Links Between Index Methodologies and Investment Strategies

The session will explore some of the many ways in which index methodologies impact portfolio construction and investment strategy. It will help the audience develop a working knowledge and curiosity about an overlooked aspect of portfolio management. The impacts of index methodologies are real and Advisors should be aware of them to avoid unintended impacts to their clients’ portfolios, and potentially use them as a driver of added value.

Learning Objectives:

• Identify key differences between major benchmark providers.
• Understand the impacts of benchmarks on both passive and active strategies.
• Evaluate the risk premia exposure of systematic active managers with that of index-based approaches