Contact Us

Sign up to request a demo and receive other information about Venn:

See our Privacy Policy

December and Full Year 2021 Venn Factor Performance Report

Venn Factor Performance Reports

December and Full Year 2021 Venn Factor Performance Report

Our final report of the year consists of two sections: one in which we focus on December factor performance and another that provides 2021 full year factor performance.

1

Topic

Product

Features

Use Cases
Resources

Blog

Careers

Help Center
Linkedin icon Twitter icon

© 2022 Two Sigma Investments, LP. All rights reserved

* Portfolio analytics and uncapped investment analytics are only available on Venn Pro, which charges fees. Venn’s free tier, which is more limited in its functionality than Venn Pro and restricts the number of investments a subscriber can analyze per month, does not currently charge any fees. However, it is possible in the future fees will be charged for this tier or for certain functionality in this tier.

VENN AND VENN PRO (“VENN”) ARE FOR INSTITUTIONAL/WHOLESALE/PROFESSIONAL CLIENTS AND OTHER QUALIFIED CLIENTS IN CERTAIN JURISDICTIONS ONLY – NOT FOR RETAIL USE OR DISTRIBUTION.

FOR HK SUBSCRIBERS: Certain Venn Pro features (including optimization) are not generally available in Hong Kong.  TSIS is based in the United States.  TSIS does not conduct any regulated activity (as defined in the Securities and Futures Ordinance (Cap. 571, Laws of Hong Kong)) in Hong Kong, and TSIS is not licensed by any regulatory authority in Hong Kong.

Two Sigma Investor Solutions, LP (“TSIS”) operates Venn. Venn is separate and the services it offers are different from the businesses and services of TSIS’s affiliates. No material on or linked to by this website is or should be construed as an offer to sell, or a solicitation of an offer to buy, any security or other instrument. TSIS and/or its affiliates determine which risk factors to include in the Two Sigma Factor Lens, and not all risks are captured.  Past performance is not necessarily indicative of future results.  Venn relies on subscriber input and facilitates subscriber analysis, but does not substitute subscriber’s own independent analysis.  Venn is not for use as a primary basis for investment decisions. TSIS does not hold itself out as a fiduciary (or as otherwise owing any other special duties) to any pension or retirement plan under pension, retirement or similar laws or regulations. Please see TSIS’s Form ADV for important disclosures, including disclosures about material conflicts of interest and limitations of Venn. Links from this website to third-party websites do not imply any endorsement by the third party of this website or of the link; nor do they imply any endorsement by this firm of the third-party website or of the link.

© 2022 Two Sigma Investments, LP. All rights reserved. Two Sigma, the Two Sigma logo, Venn, and the Venn logo are trademarks of Two Sigma Investments, LP.

MSCI Inc’s data and analytics were used in preparation of this information. Copyright 2022 MSCI, Inc. All rights reserved.

Certain data provided by MSCI. Copyright MSCI 2022. All Rights Reserved. Unpublished. PROPRIETARY TO MSCI.                                                                                                                            

Market Data Powered By sixlogo

©2022 Morningstar. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

Certain data derived from data by Global Financial Data, Incorporated.

Portions of the information contained in this display were supplied by Lipper, A Refinitiv Company, subject to the following: Copyright 2022© Refinitiv. All rights reserved. Lipper shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.

“Bloomberg®” and “Bloomberg Commodity IndexSM” are service marks of Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”). The Bloomberg Commodity IndexSM has been licensed by Bloomberg and UBS Securities LLC (and together with its affiliates, collectively, “UBS”) for use for certain purposes by Provider. Neither Bloomberg nor UBS are affiliated with Provider, and Bloomberg and UBS do not approve or endorse this material, or guarantee the accuracy or completeness of any information herein, or make any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

Source: Bloomberg Index Services Limited. BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). BARCLAYS® is a trademark and service mark of Barclays Bank Plc (collectively with its affiliates, “Barclays”), used under license. Bloomberg or Bloomberg’s licensors, including Barclays, own all proprietary rights in the Bloomberg Barclays Indices. Neither Bloomberg nor Barclays approves or endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results to be obtained therefrom and, to the maximum extent allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.

Source for hedge fund index data: HFR

Any names of clients referenced in this content represent a subset of Venn subscribers that have permitted us to publish their logo on marketing materials. Inclusion of a name does not indicate any particular level of satisfaction with Venn. Names are selected for inclusion based on a variety of criteria, some of which are subjective. The names are not intended to reflect the overall nature of Venn’s subscriber base.