Canadian Equity Multifactor

The Canadian Equity Multifactor strategy is the product of three quantitative equity components:

  • A component with low volatility, which stands out in bear markets
  • A component with equal weight, which brings stability to the portfolio
  • A component with momentum, which stands out in bull markets

With this strategy, Optimum Asset Management can offer diversified value added sources by using stock market concepts that go against the principles of modern financial theory but are still applied in the equity market. Whatever the market trend, this dynamic asset management strategy is able to favour performance.

Strategy Highlights

  • Optimum strategy created in 2014
  • Successful systematic management
  • Approach that reduces risk associated with the Canadian equities portfolio
  • Increased effectiveness in bull and bear markets
  • Simplified portfolio structure that applies purely quantitative investment criteria




Click here to access the official presentation document.