Read the latest from the Two Sigma Client Solutions Research team on how the COVID-19 market crisis compares to history using a variety of indicators, including economic conditions, consumer and business confidence measures, and overall market dynamics.

Read our recent interview with Bola Olusanya, new CIO of The Nature Conservancy, where we highlight his approach to investment management and views on factor investing.

As a follow up to a recent post on safe haven performance during the COVID market crisis, Mike Nigro discusses the purpose of safe havens and considers what the absolute safest asset would be in the worst, most apocalyptic of market scenarios.

In May, optimism surrounding the restart of the global economy and partial easing of COVID-19 lockdowns benefited certain factors, such as Equity and Commodities, and hurt others, such as Value and Low Risk.

Over time, investors have developed a sense of which assets might be expected to behave as safe havens, and in this post, we’ll look at five of those assets and evaluate their performance during the COVID market crisis.

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.