White Paper
Qontigo Insight Q2 2020 Risk Review:
The Storm After the Storm?

Equity markets posted one of the best quarters in more than a decade, but most were not able to cross into black territory for the year. Volatility—of benchmarks, sectors, risk model factors, etc.—came down from the year-to-date peaks, though remained high. Style factors saw an unusual performance, increased volatility, and large changes in factor correlations, which likely had a significant impact on active risk.

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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