Apr. 02, 2019

Factors in Focus: Risky start. Quality finish. »

Hitendra Varsani, Waman Virgaonkar

We highlight the fast-moving rotation among factors that continued during Q1 2019. As we move into Q2 2019, this framework showed allocation changes in different factors.

Jan. 31, 2019

What has affected minimum volatility index performance? »

Waman Virgaonkar, Mehdi Alighanbari

As we head further into 2019, some of last year’s concerns, including market volatility and interest-rate uncertainty, continue to occupy investors’ minds. With the assumption that rates-related concerns continue and uncertainty looms in the global equity markets, the question is how minimum volatility indexes behaved in an environment dominated by these two opposing forces.