Risk
Using returns-based investment risk analytics to shine a brighter light into the dark areas of individual funds and investment portfolios.
It is generally known that endowments invest in risky assets, but quantifying such risks has remained challenging due to a lack of information about returns. We set out to address this challenge and developed a new basis for estimating endowment risks.
12.13.2017
Smart Beta Rate Sensitivity: How Fed Rate Decisions Could Impact One of the Fastest Growing Fund Segments
Investors have a tendency to downplay interest rate sensitivity as a factor influencing equity products, with the assumption being that its effect must be negligible at most. One of a handful of exceptions to that assumption, however, is concern over the rate sensitivity of low volatility “smart beta” funds.