Given the recent market movements associated with the Covid-19 pandemic, many of you may now be working on rebalancing your portfolio(s) to get back to your target weights. Once you’ve updated your managers’ latest returns and allocations, inputted your target factor exposures and forward-looking capital market assumptions, Venn Pro can help you plan for capital reallocations. Let’s walk through these workflows together.

Review some of the research that underpinned a recent change to Venn’s data requirements for Factor Analysis.

How would your portfolios or investments react to historical drawdowns if repeated today? In order to answer this question, we decided to explore two case studies, the Great Financial Crisis and the Ebola epidemic.

Global equity markets recorded a strong recovery in April. What were the factor winners and losers?

In this short post, we evaluate the U.S. stocks that were most impacted, as measured by their residuals, by the spread of the coronavirus.

Two Sigma examines how two key concepts—constraints and diversification—can help investors better understand how financial panics can occur.

For the third edition of the Factor InVe(nn)stigator, we will be interpreting the factor analysis results of an international small-cap manager’s fund, using the Two Sigma Factor Lens.

In this double issue of the Venn Factor Performance Report, we discuss factor returns for the month and the last week of March.

Venn provides users with multiple ways to analyze the impact of historical, hypothetical and forward-looking drawdowns on individual investments and portfolios. Let’s walk through each use case.

Several factors, including Equity and some of the equity styles, reversed course last week in what was another volatile period for markets.