Crypto and Diversification in Portfolio Allocation

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.

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

Given we are in truly unprecedented times, we decided to test the accuracy of two Venn analyses: Scenario Analysis and Venncast. How reliable are these analyses for Venn's subscribers?

Hedge fund deleveraging, central bank activity, and more contributed to notable movements in the factors last week.

We are temporarily increasing the frequency of the Venn Factor Performance Reports to provide you with more information on how the coronavirus is impacting factor returns.

I wanted to take a minute to call out ways in which Venn has been helping investment teams get a handle on what's occurring with their managers and coordinate investment-related efforts across their teams.

With the current state of affairs, many colleagues, including Venn users, have to work from home. While it may not be ideal for some people, there are ways to stay productive, and we wanted to highlight how Venn can help you to remain as productive as possible while working remotely.

The fear of a pandemic resulting from the global spread of the coronavirus impacted several factors in February.

Coronavirus has taken the world by surprise, leaving us concerned on multiple levels, starting first and foremost with the health of those affected. Gauging its economic and market impact is also an important concern for investors, and Venn might be able to help. We want to highlight 3 ways in which Venn can help you assess the impact of the coronavirus on your investments and/or portfolio.