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Index | Factor Investing

The diversification benefits of a multi-factor approach: the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index

For the past 20 years, a multi-factor strategy as targeted by the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index has fared extremely well, and much of that consistent performance can be traced to the benefit of diversifying across different sources of return premia.

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March 10, 2022