In the final post of our inflation series, we cover the current inflation environment and provide a practical example of how Venn can be used to manage inflation risk in a portfolio.
Manager Due Diligence
Evaluate managers against your objectives using traditional risk metrics with the addition of factor analysis. All it takes is a set of returns.
Optimize Asset Allocation
Better understand the underlying risk drivers in your portfolio using the Two Sigma Factor Lens™️, and then run optimization analyses on that portfolio based on your organization's constraints and objectives.
Construct Portfolios Confidently
Venn can help you take action to minimize unwanted and/or uncompensated risks, understand how changes to your strategic asset allocation affect expected performance, optimize your existing investment allocations, and more.
Streamlined Reporting Capabilities
Whether you need to present to your investment committee or your clients, Venn helps increase efficiency and enhance communication with beautiful, concise visualizations you can easily copy to your decks.
Access to Two Sigma Venn’s Experienced Relationship Managers
Venn by Two Sigma's dedicated relationship managers can guide you through the platform and help you understand Venn's results.
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Vennsights Blog
Monthly market insights, product updates, and helpful guides for quantitative investors.
February 2021 Venn Factor Performance Report
Inflation concerns pushed sovereign yields higher, and dispersion among yields meaningfully impacted the performance of the Fixed Income Carry factor.
Hedge Fund Factor Exposures in 2020
We use the monthly returns to determine the 2020 factor exposures of major hedge fund categories using HFR indexes.
January 2021 Venn Factor Performance Report
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.