Rewarded risk factors are recognized as a fundamental component of equity returns. Envestnet | PMC believes that the most robust among the studied risk factors are value, momentum, quality, low volatility, and size.
Author: Sarah Abernathy
Sarah Abernathy, CFA, CAIA, has spent her career assisting RIA, bank, and broker dealer home office clients and their advisors with money manager research, due diligence, and selection, as well as advising on asset allocation, capital market assumptions, and tax optimization. Ms. Abernathy holds a bachelor’s degree with dual majors in Finance and Economics, and a minor in Spanish, from the University of Northern Iowa. She has earned the CFA and CAIA charters, and is a member of the CFA Institute, the CFA Society of Iowa and the CAIA Association.
