There are large disparities across factors within the U.S. Large Cap asset class, and factor rotation provides opportunities to capture return disparities. Nearly every portfolio has an allocation to U.S. Large Cap and we will discuss using a Large Cap Factor Rotation strategy to complement or replace an existing U.S. Large Cap allocation. Especially after a market downturn, a factor rotation strategy can be beneficial to help adapt to leading factors as they rebound rather than getting in these factors too soon. Using a systematic quantitative approach, a factor rotation strategy removes the emotion from the decision-making process.

Participants will learn:

• How Factors Rotate During a Market Downturn and Rebound
• What “Opposite Side” Factors are and how they can impact investment portfolios
• What strategy can be used to come into or out of a specific factor
• How Factor Rotation is different from Factor Blending
• Introduction to the First Trust Lunt U.S. Factor Rotation ETF (FCTR)

Our presenters will be available to answer live questions during the webinar.

This webinar is for financial professionals only and is not open to the public.