Managing Your Portfolio in an Extreme Factor Environment
As the spread of coronavirus (COVID-19) continues, we are witnessing uncharted turmoil in the global equity markets with factor behaviors that have whipsawed institutional portfolios in both down and up market days. The rapid changes we are observing are making it even more difficult than usual for portfolio managers to make the right investment decisions.
In this webinar, co-hosted with Omega Point, we’ll discuss how the current US and EMEA risk environment may be affecting your portfolio’s factor exposures and returns and what you can do to stay ahead of the curve. Join us to learn more about:
- Factor returns and their impact on industry and factor correlations – rapid changes and historical comparisons
- How quickly beta exposures and risk profiles are changing
- How to ensure your portfolios are best positioned going forward to leverage your insights while mitigating unwanted risks
- Revisiting best practices in risk management