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.
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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.
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.
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.
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.