Following the 8.6% inflation surprise on June 10, the Fed hiked rates by 75 bps, the largest hike since 1994. During the following week, Two Sigma’s Venn global Equity factor finished the week down a significant -5.38% while four other factors acted as safe havens.

NEW YORK, June 16, 2022 – Two Sigma today announced that it has appointed Marco Della Torre as CEO of Venn, its portfolio analytics platform.

For the 6th month in a row the YoY CPI printed 7% or higher, and for a 3rd consecutive month over 8%. These are levels of inflation not seen since the 1980s, which left the Fed in full focus as they attempt to counteract it.

In this update, we will revisit our original intentions for creating the Two Sigma Factor Lens, and also explore the expansions we have made in the years since.

As seen in Q1, a litany of macroeconomic and geopolitical issues has continued to sow volatility in asset prices.

In this episode, Anna and Lisa discuss how Venn’s quantitative investing solutions can help investors understand risk and navigate the markets. 

Venn is pleased to announce it has been awarded the category winner for ‘Financial Risk Management’ in the ninth annual Family Wealth Report Awards 2022 program.

Meena Lakshmanan discusses the investment management landscape and LGT Vestra’s experience with Venn Pro.

This Venn Factor Performance Report will consist of two sections: one in which we’ll focus on March 2022 factor performance and another that provides Q1 2022 factor performance.

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.