Latest Quarterly Insights
Analytics | Portfolio Risk Management
Qontigo InsightTM Quarterly Risk Highlights Q1 2019: Risk Retreats Around the Globe – Though US remains riskier than most benchmarks
Stocks rallied around the globe in the first quarter of 2019, with most indices nearly recouping the steep losses of the previous quarter. Stocks rose as major central banks kept interest rates unchanged, allaying investor concerns of a global economic slowdown. With most US economic indicators on the positive side, some US indices recorded the biggest quarterly gains since the global financial crisis, while others approached record highs.
Analytics | Portfolio Risk Management
Qontigo InsightTM Quarterly Risk Highlights Q4 2018: Risk Finally Rears Its Ugly Head Applied Research Team
Year-end 2018 was the antithesis of the close-out in 2017. While investors reveled in large equity gains and low volatility the year before, 2018 brought the misery of steep losses and high levels of volatility. Markets were choppy throughout the year and especially in the fourth quarter, with stocks wavering between gains and losses.
Analytics | Portfolio Risk Management
Qontigo InsightTM Quarterly Risk Highlights Q3 2018: Top-Line Risk Drop in Q3 Masks Underlying Turmoil
Q3 2018 saw large divergences between indexes typically viewed as “risk on”-type assets and their presumably less-risky counterparts. Top-line risk was down led by the fall in market risk, but other sources – many of which are the things managers tilt on and that drive active risk – actually bucked the market trend and increased.
Analytics | Portfolio Risk Management
Qontigo InsightTM Quarterly Risk Review Q2 2018: Risk Retreated in Q2 But…
Markets worldwide saw large swings in Q2 2018, and while US stocks were up for the quarter, many world markets were barely in the black. Volatility remained elevated from historical lows, but has eased globally, driven by the fall in market risk. Other components of risk, however, rose in Q2 which may have an important impact on active managers.
Analytics | Portfolio Risk Management
Qontigo InsightTM Quarterly Risk Review Q1 2018: Farewell Low Volatility…
After falling to historically low levels at the end of 2017, volatility surged in the first quarter, driven mainly, but not exclusively by market risk. Against this backdrop, interestingly, style factors remained quite well-behaved.
2017 was a remarkable year, with stocks around the globe extending steep gains, while volatilities plunged to levels at or near historic lows, even in the face of a long list of geopolitical and economic events worldwide. We identified last year’s winners and losers and analyzed the factors driving this large drop in risk worldwide.
