LumRisk Indices

Bringing the power of index transparency to factor investing

Factor Investing

Largest fully transparent alternative risk factor database in the world. The LumRisk database currently contains over 4,500 transparent alternative risk premia from 17 leading global providers.

LumRisk assesses factor exposures and sensitivities using look-through and modelling of their underlying components.

Transparency based results are more robust than regression-based approaches.

LumRisk Factor Indices

Extensive family of Alternative Risk Premia (ARP) indices giving a comprehensive overview of ARP performance across multiple asset classes and strategies.

Indices are calculated using LumRisk’s database of over 4,500 fully transparent Alternative Risk Premia (ARP) from 17 leading global providers.

Coherent classification according to ARP asset class, style, strategy and implementation, based on the qualitative characteristics of each ARP and advanced clustering techniques enhanced by machine learning.


Flexible set of benchmarking tools for the analysis of relative portfolio performance and impact of potential trades.

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