Fama French Five Factor Model Portfolio

Updated: Oct 27, 2021

Visten very much resonate with PWL Capital Inc. portfolio manager Ben Felix and his approach to investing. He is well known for his YouTube channel Common Sense Investing and Rational Reminder podcast.


Ben Felix and his colleague Cameron Passmore of PWL construct globally diversified portfolio with ETF´s and factor tilts - see below. Find more details in the paper here (1) for the proposed factor portfolio.

If you are interested in basics of Five-Factor Investing with ETF´s we recommend this video.


See model portfolios with ETF´s for Europe and United States proposed by Visten based on similar principles as portfolio above.

 

References

*1 Benjamin Felix, Portfolio Manager, PWL Capital Inc., "Five Factor Investing with ETFs"

https://www.pwlcapital.com/wp-content/uploads/2020/12/Five-Factor-Investing-with-ETFs.pdf

https://rationalreminder.ca/

https://www.youtube.com/watch?v=jKWbW7Wgm0w