Whitepaper - October 2018

Qontigo InsightTM Quarterly Risk Review 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.

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