Venn by Two Sigma August 2023 Factor Performance Report: Equity Styles Outperform and China Weighs on Emerging Markets

To better understand the exposure associated with equity sectors, we conducted returns-based factor analysis on each global Morningstar sector to see which active bets they were making relative to the broad market.

Crypto exposure can offer diversification benefits that can be quantified to better analyze different allocation sizes. We distinguish this research from empirical studies that often seek to demonstrate the risk-adjusted return benefits of cryptocurrencies rather than discussing their utility in their early stages of development.

Chris Carrano of Venn by Two Sigma was recently featured on Faster Forward, a podcast series from Northern Trust Asset Servicing. Chris shared the work that Venn is doing in the digital assets space, the Venn platform, and how returns-based analytics can help investors better understand their risk

Given all our recent product enhancements, we want to highlight five “gems” that can help with your investment due diligence and portfolio construction processes. We also share some real-life use cases to provide ways that others have implemented these into their workflows.

As markets continued to digest bank failures, April saw outperformance of our Low Risk Factor and the underperformance of our Small Cap Factor.

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.

In this blog, we use factor analysis to identify which market risks have driven systemically important banks, and what makes U.S. regional banks different.

With market headlines including the term “Bank Failure” for the first time since the global financial crisis, we believe it’s timely to consider the behavior of systematic risk factors in our Two Sigma Factor Lens.

Venn by Two Sigma, a leading portfolio analytics platform for professional investors, is pleased to announce it has been selected as a finalist in the ‘Consolidated Reporting,’ ‘Portfolio Management’ and ‘Product Innovation (B2B)’ categories at the Tenth Annual Family Wealth Report Awards 2023 program.

Fixed Income Carry was the best performing risk factor in February as term spreads and central bank policy resulted in favorable positioning