Venn highlights an approach to capturing Crowding as a factor in the Two Sigma Factor Lens and explores why this factor has evidenced a positive long-term return and notable explanatory power for hedge fund performance.

Only two factors (Value and Crowding) posted >80th percentile performance relative to their long-term histories in May.

All macro style factors experienced notable performance in April compared to their long-term monthly averages.

Learn more about Venn’s approach to applying a regime-based model to Scenario Analysis.

We’re excited to announce the launch of two notable updates to Compare that can make recurring reporting workflows a lot smoother.

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.

Inflation concerns pushed sovereign yields higher, and dispersion among yields meaningfully impacted the performance of the Fixed Income Carry factor.

We use the monthly returns to determine the 2020 factor exposures of major hedge fund categories using HFR indexes.

In the first report of 2021, we take a deep dive into Venn’s Crowding factor, which experienced its worst month since its inception in the Two Sigma Factor Lens.