Windham Factors
Time series definitions for Windham's set of factors
The Windham Portfolio Advisor includes a number of factor time series for analysis. All factors are denominated in local currency and do not have embedded currency risk. The U.S. investor's currency risk is captured by the WCM Dollar factor, representing the USD against a basket of trade-weighted currencies.
Additional factors can be added as a custom time series. To load custom factors, specify “Factor” as the Asset Class type. Please see also Managing Custom Time Series.
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