How factors outperform a traditional passive portfolio

‘How factors outperform a traditional passive portfolio’ with Mark Sodergren of Northern Trust

Northern Trust’s Mark Sodergren joins ebi’s Compound Interest for a discussion of factors and how they outperform a traditional passive approach.

Topics to be covered include:

• Passive vs Active – what does the evidence tell us?
• What are factors? – A brief history
• How factors outperform a traditional market portfolio  
• Factors beyond Dimensional’s 3 factor model/approach

Structured CPD Applicable. For Financial Professionals Only

Mark Sodergren, Senior Vice President and Head of Quantitative Strategies at Northern Trust

Mark Sodergren is a Senior Vice President and head of Quantitative Strategies at Northern Trust Asset Management. He responsible for the implementation and management of several quantitative equity strategies. Mark manages active and engineered equity strategies within the large cap global and domestic space. Mark has a specialization in managing sustainable investing strategies, and is a member of our global sustainable investing resource.