Webinars and Events
Webinar Date: September 23, 2021 at 9:00 am ET
Why Factors Matter to Institutional Investors
Robust portfolio management requires understanding the sources of returns in order to maximize a portfolio’s performance. Join us as we speak with SEI and Quilter Cheviot about how they use factors to select and evaluate managers and to ensure their portfolios are positioned to capture market upside.
Webinar Date: September 8, 2021 at 11:00 am ET
Q2 Fees, Factors & Flows
Fees, Factors and Flows all have one pressure cooker of an influencer in common: interest rates. Join Damian Handzy and Brendan Cooper from the Investment Metrics Research Team for a look at the most recent trends.
Webinar Date: July 28, 2021 at 11:00 am ET
Assets Gained and Asset Manager Performance through Q2 2021
Public equities continue to be the best performing asset class for institutional investors while value managers benefit from a new performance trend. Don’t miss this opportunity get a real-world assessment of the latest asset flows from Q2 2021.
Webinar Date: July 8, 2021 at 10:00 am ET
Live Discussion on Factor Attribution with Polar Capital
When a portfolio’s factor exposures change, you immediately want to know why. DeltaZoom™ shows you how much is due to trading activity, to benchmark rebalancing, and to factor value shifts and shows the contribution by geography, sector, and individual security. Join Polar Capital’s Chief Risk Officer, Waseem Ghulam, as he discusses the value his firm gets from using DeltaZoom™, followed by a short demo of the product.
Webinar Date: June 17, 2021 at 9:00 am ET
Live Discussion with Aberdeen Standard & Pictet
Hear how Aberdeen Standard and Pictet Wealth Management use factors to strengthen portfolio analysis and identify exposures in portfolio construction, fund research and manager due diligence.
Webinar Date: June 8, 2021 at 11:00 am ET
Fees, Factors & Flows: What managers need to know about today’s allocation drivers
Everything is connected—and if you want to succeed, you need to see the bigger patterns. Damian Handzy and Brendan Cooper from the Investment Metrics Research Team examine what’s been driving institutional allocations. In this session, they explore the relationships between asset allocations, fund performance, post-negotiated fees, factor styles and more.
Webinar Date: March 18, 2021 at 11:00 am ET
Institutional Insight: US Fixed Income Saw Large Net Inflows in 2020
The market downturn in early 2020 proved beneficial to some US fixed income portfolios. Gain insights into active fixed income manager performance and net inflows for the full year.
Webinar Date: March 10, 2021 at 11:00 am ET
How Morgan Stanley and Aon Select Managers
Don’t miss this incredible opportunity where Morgan Stanley Wealth Management’s Michael Jabara, Managing Director, co-Head of Global Investment Manager Analysis and Aon’s Chris Riley, Partner, Head of Global Equity Manager Research discuss trends in factor investing, their manager due diligence process and what it takes to get approved by their firms.