Portfolio Risk Management

Abating US inflation pushes yields lower; Credit spreads soar as US stock market extends its losing streak; Surging equity volatility boosts portfolio risk.

The US becomes the biggest loser and riskiest so far in 2022; Global risk appetites continue to fall; Asset dispersion widens worldwide.

The devil is in the details when it comes to performance attribution. Here we explain the differences between risk-based vs. Brinson attribution and how using equity risk models can help you understand your drivers of portfolio risk and return.

The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.

Treasury curve steepens as Fed discounts ‘jumbo’ hike; Stagflation fears weigh on pound; Continued stock-bond sell-off offsets lower equity and FX volatility

Tech stocks drive down the US market; UK remains among relative equity-market winners despite grim economic outlook; US dollar nears a 20-year high.

The recovery in sentiment that began in March and peaked during the last week of April is showing signs of weakening. Sentiment in five of the seven markets we track is now back in negative territory, with investors in the US ending the week bearish.

This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.

Sovereign yields rocked by geopolitical concerns and monetary-policy expectations; Dollar soars over widening rates gap; Soaring FX and equity volatilities boost portfolio risk.

The recovery in investor sentiment which began in late March in most markets except China, peaked and started to reverse last week, ending lower in all markets except Japan.

Global market rout led by Financials; China becomes riskiest among major regions; US Earnings Yield outperforms amid mixed reports.

After two years of virtual gatherings, I’m thrilled to announce that the flagship Qontigo Investment Intelligence Summit will return in person this May. This year’s Summit, which we have called ‘Together in ’22,’ will take place in London on May 5 and in New York on May 19. The two events will offer insights on some of the most important […]