Conversation with APG: Let’s create a critical mass of investors to define SDIs

Ahead of our webinar, we caught up with one of the founding members of the SDI AOP, Claudia Kruse, who heads the Global Responsible Investment and Governance team at APG.

Posted 09.02.20 Axioma

Stressed-Out Dividend Yield Strategies Could Leave Some Wiggle Room in Your Risk Budget

Active strategies that tilt on dividend yield have suffered during the pandemic. Dividend yield ETFs have underperformed the broader US market, while their active risk has surged.

Posted 09.01.20 Diana R. Baechle, PhD

Current Nagging Concerns—and One Bit of Good News—for Active Managers in the US

The US market hit an all-time high this week. So are we finally out of the volatility woods? Not by a longshot.

Posted 08.24.20 Melissa R. Brown, CFA

Odds Are Good that Markets Will Keep Rising… as Long as Volatility Declines

If one of our investment goals is to prevent a lot of money from becoming a little, then the basis for our investment must be a well-researched forecast of return.

Posted 08.11.20 Olivier d'Assier

Stock and bond investors at odds over recovery…or are they?

For many weeks, investors and market commentators have been puzzled by the apparent “disagreement” between the stock and the bond markets over the expected shape of the economic recovery.

Posted 08.05.20 Christoph Schon, CFA, CIPM

Diversification Enhancer or Performance Detractor? The Concentration Rule’s Impact on Growth Performance

Yet another issue has cropped up, leading to unique challenges for investors — the impact of SEC diversification rules, which until now have not had a substantial portfolio impact.

Posted 08.03.20 Melissa R. Brown, CFA

The US market can thank its FAANGs

The phenomenal run of FAANGs pushed the US market into the black year to date, while the shifting sands of risk did not spare the FAANGS.

Posted 07.30.20 Diana R. Baechle, PhD

The STOXX Europe 600 Paris-Aligned Benchmark

Melissa Brown discusses the STOXX Europe 600 Paris-Aligned Benchmark Index, and the strategy driving a higher return and lower volatility than its benchmark.

Posted 07.30.20 Melissa R. Brown, CFA