Portfolio Risk Management — January 20, 2021

Qontigo Insight™ Quarterly Risk Highlights Q4 2020

In a surprising turn of events, most equity markets finished 2020 with sizable gains—and the fourth quarter unquestionably did its part. Benchmark risk continued to slide in Q4—except for a blip in November—but still ended the year higher than where it started. Factor returns went wild in Q4 and many regions saw outsized returns for the year.

Authors

Melissa Brown

Managing Director of Applied Research

Olivier d'Assier

Senior Principal, Applied Research - APAC

Christoph Schon, CFA, CIPM

Senior Principal, Applied Research

Diana R. Baechle, PhD

Director, Applied Research

Natan Borshansky

Manager, Applied Research