Managing portfolio risk across asset classes requires a clear, unified view of factor exposures—especially in today’s increasingly complex market environment. 📊 That’s why we’re pleased to announce that Mackenzie Investments, one of Canada’s leading investment firms with approximately $265 billion in AUM, has implemented Bloomberg’s Multi-Asset Class Factor Model (MAC3) to enhance portfolio risk forecasting, factor exposure analysis, and fixed income portfolio construction. By using Bloomberg’s next-generation MAC3 models, investors can: ✅ Identify and measure factor-driven portfolio risks across asset classes ✅ Detect unintended exposures resulting from portfolio allocation shifts ✅ Conduct forward-looking risk forecasting in volatile market environments ✅ Validate quantitative strategies through systematic backtesting ✅ Optimize portfolio construction for improved risk-adjusted returns Calculated daily across more than 3,000 factors, MAC3 delivers a unified view of risk across equities, fixed income, commodities, and alternatives—helping investors gain deeper insights into portfolio exposures, stress scenarios, and evolving market dynamics. Learn more about Bloomberg’s Multi-Asset Class Factor Model and how it supports institutional investors here: