White Paper

Qontigo Insightâ„¢ Quarterly Risk Review Q1 2020: The Corona Quarter

Download White Paper

The first quarter of 2020 came in roaring like a lion and went out like a (slaughtered) lamb.

After stock indices were pushing new records in the first half of the quarter, the bloodbath in equities that followed not only ended the longest-running bull market in the US history, but also threw indices worldwide into a bear market. Volatility skyrocketed with major benchmarks seeing their risk increase two- to six-fold, with all components of risk contributing to the climb.

Authors

Melissa R. Brown, CFA

Managing Director, Applied Research

Christoph V. Schon. CFA, CIPM

Executive Director, Applied Research

Diana R. Baechle, PhD

Director, Applied Research

Natan Borshansky

Manager, Applied Research

Olivier d'Assier

Executive Director, Applied Research APAC