What They Are
Premialab Pure Factors® are proprietary benchmarks on risk premia and factor performances.
They are constructed by harvesting strategy data from Premialab's extensive database to capture the consensus implementation across providers.
Our methodology to construct an unbiased factor model consists of extracting the maximum amount of market information while eliminating model-specific interference.
The Premialab Pure Factors® framework includes Carry, Low Volatility, Momentum, Quality, Size, Value, and Volatility across five asset classes.
Our platform embodies the general market consensus of risk premia as the common variance across implementations
We synthesize information from the universe of strategies from leading providers into 47 uncorrelated factors across asset classes
We introduce clarity into a highly fragmented market allowing objective comparative analyses across strategies
Our platform is based exclusively on investible strategies representing actual assets under management
Investors can utilize our Premialab Pure Factors® model as an anchor point to navigate between various market offerings and find their portfolio's missing puzzle piece.