White Paper
Qontigo InsightTM Quarterly Risk Review Q1 2020: The Corona Quarter

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_circle.png Melissa R. Brown, CFA
Managing Director, Applied Research
Melissa_circle.png Diana R. Baechle, PhD
Director, Applied Research
Melissa_circle.png Olivier d'Assier 
Executive Director, Applied Research APAC
Christoph_round.png Christoph V. Schon. CFA, CIPM
Executive Director, Applied Research
Olivier-d'Assier-cir.png Natan Borshansky
Manager, Applied Research



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