Diversified Factor Premia

PanAgora’s Diversified Factor Premia strategy is designed to capture positive, absolute returns available through exposures to a suite of diversified sources of factor-based Risk Premia, such as Value, Momentum, Carry and Macroeconomic factors. Utilizing a thoughtful risk-balanced portfolio construction, portfolio risk exposures are balanced across sources of factor premia to pursue more stable returns that are generally uncorrelated with traditional sources of market Risk Premia.