As liquid alternatives continue to proliferate, mainstream investors may be wondering what kind of exposures they’re getting by investing in these types of strategies? In this edition of the Factor InVe(nn)stigator, we interpret the factor analysis results of the Vanguard Market Neutral Fund.

Fine wine is gaining credibility among investors as an alternative asset. In this edition of the Factor InVe(nn)stigator, we interpret the factor analysis results of Liv-ex’s Fine Wine 1000 index.

The global equity market continued its rally in June despite the rising COVID cases in the U.S. and increased U.S.-China tensions. Additionally, a reversal around June 8th affected all five equity style factors.

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.