SimCorp Risk Insights

While the first quarter of 2024 was marked by increased uncertainty in the future path of interest rates, this uncertainty had not affected developed markets equities with record highs and low volatility. In China, markets continued their slide while the “AI trade” led the US markets, showing signs of broadening out from The Magnificent Seven. Will Momentum once again rule the day in Q2? 

Using the Axioma Factor Risk Models, we will help portfolio, risk, hedge fund and wealth managers, along with asset owners and consultants, gear up for their quarterly reporting. We discussed the drivers of market volatility, factor returns and other elements of equity portfolio performance.