GuideStone

For example, $100 invested with a 2% active risk to a 60/40 equity/cash benchmark would have been optimally divided into cash of $31, an investment in a passive US stock portfolio of $69, and long-short (zero net investment) tilts to value ($10 long and short), size ($11), profit ($13.50), low beta ($10), and duration and credit ($3 and $0.30 ... ................
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