We use the monthly returns to determine the 2020 factor exposures of major hedge fund categories using HFR indexes.
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Evaluate managers against your objectives using traditional risk metrics with the addition of factor analysis. All it takes is a set of returns.
Two Sigma Venn’s dedicated relationship managers can guide you through the platform and help you understand Venn's results.
We use the monthly returns to determine the 2020 factor exposures of major hedge fund categories using HFR indexes.
In the first report of 2021, we take a deep dive into Venn’s Crowding factor, which experienced its worst month since its inception in the Two Sigma Factor Lens.
Our final Venn Factor Performance Report of the year will consist of two sections: one in which we’ll reflect on 2020 full year factor performance and another that focuses on December 2020.
Read the latest from Two Sigma Research on how construction of the Low Risk factor can impact its performance.