Diversification Enhancer or Performance Detractor? The Concentration Rule’s Impact on Growth Performance

Yet another issue has cropped up, leading to unique challenges for investors — the impact of SEC diversification rules, which until now have not had a substantial portfolio impact.

Posted 08.03.20 Melissa R. Brown, CFA

Fed bond purchases do little for leveraged firms

But the fact that many households and corporations must now borrow extensively just to stay afloat is a major concern.

Posted 06.25.20 Christoph Schon, CFA, CIPM

Emerging Markets lag China in equity-market gains, but also risk

China’s weight may dominate Emerging Markets, but returns and risks have gone their own way. Emerging Markets in aggregate have not mirrored China’s recent equity-market gains.

Posted 07.16.20 Diana R. Baechle, PhD

Tracking error of Russell 2000 vs. Russell 3000 soars to 25-year high…and yours could too

Equity markets have mostly recouped the losses of the downturn that started in February of this year, but at different rates.

Posted 07.06.20 Melissa R. Brown, CFA

The top 10 cross-asset correlations to watch

We've noted how the COVID-19 crisis had disrupted the long-established and interactions of major asset classes. Here we look at some of the most notable asset-class pairs.

Posted 06.10.20 Christoph Schon, CFA, CIPM

Sentiment as a Systematic Factor: Introducing Qontigo’s ROOF™ Market Portfolios

We see sentiment as a mean-reverting systematic factor that should be rewarded when timed right, much like Size, Liquidity, or the Leverage factors in our fundamental factor risk models.

Posted 07.15.20 Olivier d'Assier