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Most Recent Portfolio Risk Management
Investor sentiment continues to be largely influenced by the policy decisions of leading central banks, including the Fed, the ECB, the BoE, the BoJ, and the BoC.
US and European markets diverge despite similar signals from Central Banks; Asset diversification skyrockets in Europe; Pound strengthens against the greenback.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 8, 2024
Bund yields tumble as ECB points toward June rate cut; Fed getting closer to dialing back monetary restrictions weighs on dollar; Renewed focus on monetary policy raises cross-asset correlations and portfolio risk.
In the United States, Europe, and the United Kingdom, sentiment declined sharply after both the Fed and the ECB reiterated that they were in no hurry to cut interest rates, which also negatively affected sentiment among Global Developed and Global ex-US Market investors.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 1, 2024
Modest gains in US consumption expenditure keep rate cut hopes alive; Continued equity gains reduce portfolio risk.
Focus on US Small Cap: Small caps beat large in February, with Health Care driving the difference; Small cap style factor returns larger in magnitude and bigger than expected; Small cap correlations increased, driving risk higher; the opposite happened in large cap.
Investor sentiment changed only marginally last week. Asia ex-Japan and Global Emerging markets decoupled from China, becoming less bearish. However, Chinese investors remain bearish ahead of the National People’s Congress this week.
China Risk Climbing Higher Still; China Affecting EM Risk; US Risk Spreads Widen.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended February 23, 2024
Gilt yields tumble as BoE gets “comfortable” with rate cuts; Strong tech earnings boost European stocks and high yield bonds; Share prices decouple from FX and interest rates, reducing portfolio risk.
Investor sentiment was little changed last week ahead of key inflation data this week. Globally (except in China), how central bankers ‘feel’ about inflation continues to rent vast amounts of space in investors’ head.
US market volatility keeps falling despite market gyrations; US Small Cap’s specific risk soars, led by SMCI; In a sharp reversal, predicted risk climbs in the UK.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended February 16, 2024
Traders shave off another Fed rate cut amid soaring consumer prices; UK recession weighs on Gilt yields and the pound; Portfolio risk steadies as weaker FX and rate fluctuations offset higher equity volatility.