As seen in the last couple Venn Factor Performance Reports, the equity style factors experienced sizable moves again in March.
In the final post of our inflation series, we cover the current inflation environment and provide a practical example of how Venn can be used to manage inflation risk in a portfolio.
Our final Venn Factor Performance Report of the year will consist of two sections: one in which we’ll reflect on 2020 full year factor performance and another that focuses on December 2020.
Read the latest from Two Sigma Research on how construction of the Low Risk factor can impact its performance.
Reflecting back on Venn’s biggest year yet.
A special Venn Factor Performance Report covers last week’s rotation out of Momentum stocks into Value stocks and other notable factor moves.