This paper decomposes 196 US Growth Funds representing $1.8 trillion AUM across 86 fund houses through Premialab Pure Factors®, our proprietary benchmarks on risk premia and factor performances. The analysis provides unique insights into Growth funds' inner factor dynamics and returns drivers.

The Momentum factor saw a plunge of unprecedented magnitude in early November. This commentary aims to interpret recent market dynamics from a factor perspective and update participants on the evolving factor environment.

2020 has been very challenging with sharp underperformance and dispersion across low volatility implementation. How can we explain performance and positioning?

The COVID-19 pandemic has pushed global markets into unprecedented territory. What does this mean for investors and what can we expect from here?

Overall, trend-following strategies have performed well since the beginning of the COVID-19 crisis. Their “positively skewed” performance can help to reduce tail risk in diversified portfolios.

Challenging markets in Q1 2020 resonated across all market segments, and Hedge Funds were not spared.

The Premialab whitepaper outlines an advanced statistical and analytical methodology to benchmark, classify and assess the universe of quantitative investment strategies deployed in the market.