It was another strong month for global stocks, pushed higher in part by optimism around COVID-19 vaccine development and dovish central bank policy in the U.S. Within equities, certain long-short equity style factors, such as Value, Low Risk, and Crowding, struggled.
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How the COVID Beta Shift Impacted Venn’s Low Risk Factor
We analyze how dramatic shifts in the risk characteristics of stocks during the coronavirus pandemic impacted the sector composition of Venn’s Low Risk equity style factor.
Inflation Series: Local Inflation Factor Primer
In the first of three posts in our Inflation series, we cover how Venn’s Local Inflation factor is constructed, what it means to have exposure to the factor as we’ve built it, and a summary of the factor’s historical performance.
July 2020 Venn Factor Performance Report
Despite a rising rate of increase in new COVID-19 cases and increasing U.S.-China tensions, global equity markets continued their ascent. Within global stocks, the multi-year return spread between Momentum and Value grew wider.