3 Qualities of an Easy-to-Stick-With Investment
AQR's Cliff Asness digs into why some multifactor quantitative strategies have been struggling.
This article is part of our coverage of the 2019 Morningstar Investment Conference.
It hasn't been easy to be an investor in some multifactor long-short equity funds lately. These funds attempt to deliver smoother returns than long-only funds and protect against market volatility. For many funds, however, performance hasn't been what many would expect of late.
Susan Dziubinski does not own (actual or beneficial) shares in any of the securities mentioned above. Find out about Morningstar’s editorial policies.