Market & Investment Risk Insights webinar (Global Equities)

Through the lens of the Axioma suite of equities risk models, Melissa discussed the global impact of US policy changes both in the last quarter and into the second, in order to help portfolio managers review their existing positions.

The first quarter was one of substantial change in equity markets, with distinct differences in performance pre- and post- the Trump inauguration.

Key findings:

• The US market dropped, while other markets held up in Q1 far outperforming the US
• Investors sought safety, as demonstrated by the sectors and style factors they focused on
• Whether stocks were up or down, most market experienced an increase in predicted volatility, especially in March and into April
• The magnitude of factor returns was higher than expected, especially in the US, although most returns were in the expected direction

While the turmoil continued at the time of the webinar with no signs of abating, this recording will give you an insight into the type of analysis necessary to prepare for the continued turbulence. If you’re a risk manager, a portfolio manager or just interested in gaining insights into quarterly performance and changing portfolio risk characteristics, download the recording now.

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Speaker
Melissa Brown, Head of Investment Decision Research, SimCorp