October 7, 2021
11:00 AM ET | 4:00 PM BST
The steady upward march in the US equity market that started in December 2020 continued into the third quarter, as did the downtick in large-cap US predicted volatility. US small cap and Developed Markets ex-US risk, in contrast, has flattened out and aggregate EM risk has turned up again. Other aspects of risk have subtly shifted – for example, almost all emerging market countries are now more volatile than most developed market countries, Technology no longer contributes less to US risk than its weight would suggest, and the risk of the Volatility style factor is at the high end of its one-year range in many markets.
In this webinar, we will discuss these elements of market risk, style factor performance and volatility, and other drivers of portfolio volatility that will help portfolio managers and asset owners understand the risk environment that drove their performance in the third quarter and make more-informed decisions in the current environment.
Melissa R. Brown
Managing Director, Applied Research