Whitepaper - July 2018

Qontigo InsightTM Quarterly Risk Review Q2 2018: Risk Retreated in Q2 But…

Active Managers Need to Look Under the Hood

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.

Authors

Melissa Brown

Managing Director of Applied Research

Olivier d'Assier

Managing Director, Applied Research - APAC

Christoph Schon, CFA, CIPM

Executive Director, Applied Research

Diana R. Baechle, PhD

Director, Applied Research

Natan Borshansky

Manager, Applied Research