The macro backdrop seems to grow more complex by the day. Interest rates remain elevated, geopolitical tensions persist, trade policy continues to shift, and the market and economic implications of AI are increasingly tough to predict. Knowing how to position portfolios in this climate can feel bewildering. But we don’t think it needs to.

Factor and rules-based strategies can offer a useful guide through the chaos, in our view, enabling investors to remove emotion from decisions and maintain discipline. Join us for our upcoming Quarterly Factor Webinar, where we’ll confront the evolving market landscape through a factors lens.

Together, we’ll cover:

• The factors that performed strongest in the third quarter, and what may have driven their outperformance, as well as a deep dive into the momentum and value factors after their marked rotation earlier in the year gathered pace in Q3.
• Which factors we believe may be well positioned for the remainder of the year, as markets digest the outcome of the US midterm elections.
• The critical importance of value in an innovation cycle.
• How investors may harness dividend growth across a number of regions, as well as an analysis of how dividend growers performed.
• The current landscape for US mid and small caps equities.
• The outlook for Europe amid rising interest rates across the region and turmoil in France. Also, what changes did our AlphaDEX funds make in their October 2026 reconstitution?
• A return to low-vol? We’ll discuss the potential advantages of allocating to low-volatility stocks in the current market context.
• Whether investors should be looking to emerging markets and, if so, how AlphaDEX strategies seek to help.