Most Recent Applied Research

Analytics | Portfolio Risk Management
Risk-based or Brinson attribution? Details matter when it comes to measuring performance
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.

Analytics | Index | ESG & Sustainability
Want to incorporate SDG exposures into your portfolios? There’s no such thing as a (risk) free lunch, but here’s a way to do it…
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.

Analytics | Portfolio Risk Management
EMERGING MARKETS-Latam FX to snap 5-week winning streak, Peru sol lifted by rate hike
Several factors have been causing developed markets to be riskier than emerging markets for investors. Diana Baechle, Principal of applied research shared her perspective with Reuters on why EMs are performing better than DMs.

Analytics | Portfolio Risk Management
Inflation: ‘I don’t see particular evidence’ that it’s peaked, strategist says
Melissa Brown, Qontigo Managing Director of Applied Research, and Sean O’Hara, President of Pacer ETF Distributors, join Yahoo Finance Live to discuss the inflation outlook, the Fed’s interest rate hikes, economic pressures from Russia-Ukraine peace talks, and CPI data.

Analytics | Portfolio Risk Management
Qontigo Insight Q1 2022 Quarterly Risk Highlights: War + inflation drove risk up, while factor returns and correlations were remarkably stable
Most markets fell in Q1, although commodity-dependent indices such as Canada did eke out small gains. Risk was up across the board and is higher than it was a year ago in most indices. US SH risk is in the 87th percentile relative to history.

Analytics | Portfolio Risk Management
The effects of the Russia-Ukraine crisis on equity markets in charts – Part 2: Developed vs. Emerging Markets
Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on developed vs. emerging equity markets in charts.

Analytics | Portfolio Risk Management
Video: Ukraine invasion sends shockwaves across financial markets
Melissa Brown, Qontigo’s Head of Applied Research, discusses the impact of the Ukraine conflict on markets, sectors and volatility.

Analytics | Portfolio Risk Management
The effects of the Russia-Ukraine crisis on the equity markets in charts – Part 1: Europe
Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on the equity markets in charts.

Analytics | Portfolio Risk Management
What investor sentiment was telling us before the market tanked
January 2022 saw one of the highest levels of market volatility since the COVID-19 crash of March 2020. During those 20 trading days in January, the STOXX® USA 500 Index fell by almost 6%. Looking back, a key question for investors is: did we overlook any hints of what was coming and, had we an inkling, what might we have done about it?

Analytics | Portfolio Risk Management
Another tech bubble could be about to burst—and it could be worse
The collapse of technology stocks this past month may signal the end of another tech bubble, similar to the bursting of the dot-com bubble. In search of some insights, we compared the conditions that led to the formation of both the current technology bubble (2016-2021) and the dot-com bubble (1995-2001).