February 16, 2021 • Posted in Quantitative & Optimization

Growing stronger: Looking Beneath Growth's Outperformance

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.
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November 16, 2020 • Posted in Quantitative & Diversification

Momentum: Crushed by the Vaccine

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.
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June 8, 2020 • Posted in Quantitative & Attribution

Low Vol What Went Wrong?

2020 has been very challenging with sharp underperformance and dispersion across low volatility implementation. How can we explain performance and positioning?
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May 12, 2020 • Posted in Multi-Asset & Peer Group

Coronavirus vs 2008 Financial Crisis

The COVID-19 pandemic has pushed global markets into unprecedented territory. What does this mean for investors and what can we expect from here?
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April 29, 2020 • Posted in Multi-Asset & Strategy Selection

Trend Strategies: Bright Spot in the Market Meltdown

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.
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April 17, 2020 • Posted in Quantitative & Peer Group

Alternative Risk Premia vs Hedge Fund

Challenging markets in Q1 2020 resonated across all market segments, and Hedge Funds were not spared.
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May 12, 2019 • Posted in Quantitative & Construction

Premialab Whitepaper: Advanced Factor Analytics

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.
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