February 10, 2023 • Posted in Attribution & Risk Premia

Factor Performance 2022

This paper provides a review of the factor performance in 2022 across diversified multi-asset alternative risk premia and a summary on how the macroeconomic environment has impacted global factor performance: equity market neutral, multi-asset trend and commodity factors.
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August 16, 2022 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, Q2 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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June 23, 2022 • Posted in Quantitative & Construction

Premialab White Paper: Advanced Factor Analytics

The Premialab white paper introduces a statistical and analytical methodology to benchmark and classify the universe of Quantitative Investment Strategies (QIS) deployed in the market.
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June 14, 2022 • Posted in Risk Premia & Multi-Asset

Use Case: Inflation Hedging, 2022 Update

An insightful performance update on the passive and actively managed commodity inflation baskets constructed to explore inflation protection strategies.
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May 19, 2022 • Posted in Risk Premia & Performance

How to Use Premialab Pure Factors® in Conjunction with Traditional Equity Factor Models

A practical use case showcasing examples of how Premialab proprietary benchmarks on risk premia and factor performances can be used in conjunction with equity factor models to assess and manage associated risk.
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May 19, 2022 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, Q1 2022

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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February 16, 2022 • Posted in Attribution & Risk Premia

2021 Best Performing Equity Large Cap Growth & Value Funds

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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October 27, 2021 • Posted in Attribution & Risk Premia

Best Performing Equity Large Cap Growth & Value Funds, October 2021

Our quarterly peer group reports cover different asset class funds utilizing our Premialab Pure Factors®, a proprietary benchmark on risk premia and factor performance attribution analysis.
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September 23, 2021 • Posted in Risk Premia & Multi-Asset

Virtual Forum: Positioning for Inflation and the Outlook for Commodities

On the 9th of September, we hosted an insightful two-panel virtual forum, “Positioning for Inflation and the Outlook for Commodities,” with dealers, asset managers, and asset owners from around the globe.
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September 16, 2021 • Posted in Risk Premia & Multi-Asset

Use Case: Inflation Protection with Commodity Strategies – and Some Trend

In this use case, we will construct an inflation basket of commodities that mimics the CPI basket, compare the commodity basket to a Breakeven-TIPS benchmark, and improve upon the commodity CPI basket by using actively managed commodity momentum strategies.
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