Safe-haven assets rally as geopolitical tensions rise

Last week, we saw safe-haven assets rally- the gold price shot up by over 2%, while 10-year benchmark yields in the US, the Eurozone and the UK dropped.

Posted 08.14.17 Christoph Schon, CFA, CIPM

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 08.16.17 Melissa Brown, CFA

Giving a Boost to Value Performance—with a Little Factor Awareness (and Luck)

Investment cycles may last longer and go deeper than seems possible, but they do eventually reverse -- often when investors are just about to throw in the towel. 

Posted 08.09.17 Melissa Brown, CFA

Bond yields fall and pound drops after surprise BoE vote

Last week, we saw German government bonds outperformed their US and British peers, as risk-free yields fell on both sides of the Atlantic.

Posted 08.07.17 Christoph Schon, CFA, CIPM

Stocks up, bonds down? Not at the moment!

If you spent your entire working life in the 21st century, you may find yourself assuming that equity and bond market returns are inversely related most of the time.

Posted 08.03.17 Christoph Schon, CFA, CIPM

Factor correlations change as spotlight shifts to Europe

During the first half of this year, we saw a notable shift in major risk factor correlations, in particular between equity and foreign exchange returns.

Posted 08.02.17 Christoph Schon, CFA, CIPM