Applied Research

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.

Many investors want to incorporate Sustainable Development Goals in their portfolios. This blog shows that it is possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk.

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.

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.

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.

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.

Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on developed vs. emerging equity markets in charts.

As the outlook for Technology stocks appears uncertain, we look at the risk-management benefits for Korean investors of adding a little DAX exposure to a KOSPI portfolio.

Melissa Brown, Qontigo’s Head of Applied Research, discusses the impact of the Ukraine conflict on markets, sectors and volatility.

Our top 10 takeaways looking at the effects of the Russia-Ukraine crisis on the equity markets in charts.

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?

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).