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

In this piece we showcase how Venn’s new holdings data can enhance our existing returns-based approach to investment analysis and reporting.

3 Capital Partners realized that it can be inefficient and labor-intensive to gather and process external manager strategies’ information with traditional tools. They have partnered with Venn by Two Sigma to help with several key workflows: portfolio management capabilities, portfolio construction processes, and ongoing manager due diligence efficiencies.

Venn forecasts can be customized with clients’ capital market assumptions as well as flexible lookback periods.

Markets bounced back to start 2023 with Equities and Interest Rates (long bonds) rallying together. In this report, we comment on various equity style’s performance in January, and view strong emerging market’s performance through an independent lens.

Before using Venn, Thalēs relied on scattered, high-maintenance, and non-collaborative tools to perform quantitative manager due diligence. Thalēs uses Venn to identify, evaluate, and monitor managers rigorously, help develop compelling narratives for managers rooted in quantitative insights, and to interface with sophisticated investors increasingly relying on factor frameworks.

Venn forecasts can be customized with clients’ capital market assumptions as well as flexible lookback periods.

Private asset returns are typically smoothed and infrequent, reducing explainability and artificially lowering volatility. In this article, we discuss two steps to make your private assets returns look and feel more like their public market proxies.

New York – January 18, 2023 – Venn by Two Sigma announced the launch of a robust new feature designed to support private asset analysis. Available to users through its cloud-based platform, Venn now offers an advanced solution for holistically analyzing private and public investments concurrently in multi-asset portfolios.

In this piece, we get more specific on how we use a process called residualization to seek factor independence, an example of how it’s done, and our thoughts on applying it more broadly within the Two Sigma Factor Lens

For our final report of the year, we will highlight both December and 2022 performance for the Two Sigma Factor Lens, including commentary on major market themes and the best and worst performing risk factors.