January 9, 2020
2019 was characterized by strength in equity markets and generally declining volatility — this despite an almost constant parade of potentially harmful geopolitical uncertainties. Was the poor performance of systematic factors a signal that rational behavior has been abandoned? And is it a harbinger of market trouble to come? This follow-up to our December webinar revisits some of these themes of risk and return, with updated year-end data and analysis.
Melissa R. Brown
Managing Director, Applied Research