Whitepaper - April 2018

Qontigo InsightTM Quarterly Risk Review Q1 2018: Farewell Low Volatility…

Are we now closer to a trough or a peak?

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.


Melissa R. Brown, CFA

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