Equity Risk Monitor Insights
Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.
The Systematic Asset Allocation Lego blocks
We’ve all heard them before – ‘Smart Beta,’ ‘Risk Premia,’ ‘Strategic Beta,’ ‘Factor Investing,’ ‘Thematic Strategies’ – words that now seem to headline many investment discussions, industry commentary and panel presentations.
A rolling stone gathers no moss, but an old risk model does
Investors have been talking about risk ever since the first time one of them got a forecast wrong.
Beware of taking labels at face value
Although many exchange-traded funds (ETFs) have similar names, they are unlikely to deliver similar returns.