Alpha Potential in ESG
With the growing popularity of ESG and the incorporation of ESG metrics in various investment strategies, the debate on whether ESG is a source of alpha or not continues.
Systematic Global Equities: Q2 2022 Update: Tread with Caution
The second quarter of 2022 saw equity markets finish lower for a second straight quarter. The decline in the S&P 500 in the first half of 2022 has been the largest since 1970. Inflation concerns were the biggest drag on risk sentiment in the second quarter.
Systematic Global Equities: Q1 2022 Update: Rough Seas Ahead
US equities came under pressure in the first quarter of 2022 with the S&P 500 suffering its first quarterly decline since the depths of the pandemic in March 2020. While the Fed’s hawkish policy pivot dominated the headlines …
Alpha Opportunities in Small Cap
View PDF | Print Version ​There has been a long-standing belief that the small-cap universe offers greater opportunity for active management to add value relative to a capitalization weighted benchmark than is the case for the large-cap universe. We compare the alpha...
Systematic Global Equities: Q4 2021 Update: Ringing in the New Year
US equities were higher in 2021 with the S&P 500 up for a third straight year. There were a number of big themes in focus during the year. Covid vaccinations formed a key piece of the bullish narrative, particularly over the first several months of the year.