Clear Portfolio Analytics & Communications

Markets Analysis

Q2 2017 Factor Results Releasing on July 11: Which Factors Are Driving Performance?

Monday 10th July, 2017

With the close of the second quarter, we are revealing our latest market analysis and factor performance results on Tuesday July 11. In particular, we will be looking out for the direction  Value factors took. Value had an unprecedented “worst to first” rebound in 2016 after eight years of underperformance, but then reversed course again in Q1 2017. At that point, we also observed a shift towards Growth factors, which were especially strong in US equities. (Access the Q1 2017 analysis.)

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Author: Style Research | Categories: Insights, Markets Analysis

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The Brexit Effect: How Sectors and Factors Fared in UK Equity Funds

Tuesday 27th June, 2017

A year on from last June’s shock Brexit referendum result, negotiations have begun on the terms of Britain’s exit from the European Union. Shortly after the 2016 vote, we discussed the likely economic impact of Brexit, the investment factors anticipated to emerge most strongly, and how managers were positioned to respond. In this update, we review the past twelve months’ activity in three ways:

  • How has the UK market behaved – which sectors and factors performed best over the period?
  • How are domestic UK equity funds oriented, and how have they changed since last year?
  • Which funds performed best, and what drove their returns?

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Author: Peter Hopkins | Categories: Insights, Markets Analysis, Peer & Competitive Analysis, Portfolio Analysis

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Who has time for the status quo?

Wednesday 22nd March, 2017

This is the second article in a four-part blog series on a factor-centric approach to understanding performance, discussing market (below), peer group and portfolio analysis.

SETTING THE MARKET VIEW: A BETTER APPROACH…

In a previous post, we wrote about the challenges of crafting a transparent and objective performance story. Today we focus on setting the Market perspective, often the first step in that process. Recent market performance is the foundation for any portfolio conversation, but setting the right tone and expectation for clients is the key to building a clear and trusted performance story.

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Author: Tom Idzal | Categories: Insights, Markets Analysis

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Building a Portfolio’s Story: The Catch-22

Wednesday 15th March, 2017

This is the first article in a four-part blog series on a factor-centric approach to understanding performance, discussing market, peer group and portfolio analysis.

As Q1-2017 draws to a close, the investment community is preparing for the upcoming performance review season. During these investment performance reviews, investors are seeking objective and comprehensible stories that ultimately serve to either shake or strengthen their investment manager relationships. However, performance reviews are not solely about measuring performance to the third basis point. Investors are also incorporating context and perspectives about what has happened in various geographic markets and how that led to specific classes or peer groups having outperformed. Performance review season is ultimately about creating, delivering and gaining confidence around a story. It is a complex process and, unfortunately, today there exists a widespread problem.

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Author: Tom Idzal | Categories: Insights, Markets Analysis, Peer & Competitive Analysis, Portfolio Analysis

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Monthly Style Summary for January 2017

Friday 3rd February, 2017

Every month and quarter, Style Research publishes an in-depth series of reports in our Global Style Perspectives package. This is the summary of the report for January 2017

Overview

Against a background of fast moving political events, equity markets continued their bullish run during January with both the US and UK hitting record highs during the month. Developed markets recorded a 2.4% rise on 2016’s close with Basic Materials and Technology leading the charge.  Emerging Markets also fared well, as Oil & Gas rose despite drops elsewhere.  A slight weakening of the dollar further inflated international returns for USD based investors.  From a Style perspective the world divided into two distinct groups:  Value extended its gains in Emerging & Asia (especially China), but reversed in Developed markets.


If you wish to learn more about receiving detailed Style Summary analysis from Style Research every month and quarter, please contact us.

Learn More about Global Style Perspectives


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Author: Style Research | Categories: Markets Analysis, Monthly Style Summary, Updates

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