January 11, 2022
Join our full-year and fourth-quarter risk review of equity markets in 2021, where we will highlight the (literal) ups and downs of volatility during the year. We will examine the levels of and drivers of change in benchmark risk from the perspective of our fundamental and macroeconomic risk models. We will also discuss factor returns and the impact constraints may have had on the ability of managers to achieve those returns, as well as other drivers of investment opportunity, such as asset dispersion.
Melissa R. Brown
Managing Director, Applied Research