Axioma Insight™ Multi-Asset Class Risk Monitor Q1 2018
May 9, 2018 11:00 AM EDT / 4:00 PM BST
In the first quarter of 2018, we observed a big surge in the short-term risk of Axioma’s global multi-asset class model portfolio. A large part of this was due to the share price correction at the beginning of February, but the reversal of the previously negative relationship between FX and equity returns further squeezed diversification. We even saw a simultaneous stock and bond market sell-off, triggered by rising inflation concerns, although the recent reorientation towards political risk seems to push markets back into more familiar patterns. In this webinar, Christoph V. Schon, Axioma's Executive Director of Applied Research, provides a detailed analysis of these different market environments and their effect on portfolio risk.
Christoph V. Schon, Executive Director of Applied Research