The Axioma Risk Monitors provides valuable insight on market risk. Click on the type of risk monitor that you are interested in:
MULTI-ASSET CLASS RISK MONITOR: A WEEKLY REPORT ON MARKET AND PORTFOLIO RISK
Latest Multi-Asset Class Risk Monitor Newsletters:
Latest MAC Risk Monitor
Use the link below to download our latest risk monitor, which consists of graphs and tables displaying the latest multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.
EQUITY RISK MONITOR: A DAILY SNAPSHOT OF REGIONAL RISK
Latest Equity Risk Monitor Newsletters:
March 19, 2020 | Developed Market risk approaching 2009 levels; Investors seek cover in larger-cap stocks; Size and Profitability decouple from other style factors; World currencies plunge against the US dollar, as their risk spikes
March 12, 2020 | Developed Europe crumbles as virus hits; Italy becomes the riskiest developed country; Developed market asset correlations at 20-year high; Increased dispersion accompanies market turmoil
Latest Equity Risk Monitors:
Use the list below to download the latest risk monitors on market risk for countries and regions around the world.
- STOXX Global 1800 *NEW*
- US Small Cap
- Asia Pacific ex-Japan
- Emerging Markets
- Global Developed Markets