Top 5 Most Read Intech Blog Posts in 2018

From volatility and equity market stress indicators to variable beta and absolute return strategies, Intech^® featured investment-related resources in 2018 that informed, inspired and encouraged great discussions. These are the top 5 most read Intech^® blogs of 2018.    

1) 5 Market Stress Indicators You Need to Know
Published January 22, 2018

Have you ever tried to use mainstream risk metrics for evaluating and managing risk? If so, you know that they tend to focus on the past or implied levels of volatility. The potential impact of tail-risk events is often overlooked. Intech^® introduced a set of risk metrics to help fill this gap.

2) Can Absolute Return Protect Against the Comeback of Volatility?
Published April 22, 2018

As the outlook for market-beta returns deteriorates, investors are becoming increasingly focused on investment strategies with absolute return objectives based on alpha. Large cap developed listed equities offer an abundant source of uncorrelated alpha that is highly transparent, extremely liquid and far cheaper to implement than many competing approaches.

3) Market Stress and Volatility: Extremes of Capital Concentration
Published September 28, 2018

The Intech Equity Market Stress Monitor™ showed a steady increase in the capital concentration metric in U.S. markets, while in non-U.S. stocks the indicator showed a sharp decrease in concentration. Extremes should be taken as a sign and warning that the return to norm may shock the market.

4) Let’s Hope for a Little More of This Type of Volatility
Published June 29, 2018

While we’ve seen increased market volatility, we’ve also seen an increase in relative stock price volatility. This is called dispersion. As dispersion increases, underlying stock or portfolio returns begin to diverge from the overall market, offering opportunities for active management.

5) A Dangerous Game: Have Equities Become Your New Liquidity Source?
Published September 21, 2018

Over the last 20 years pension plans have had to nearly triple their risk to achieve a 7.5% expected return. To pay out benefits during a market downturn, plans may be forced to sell their equities in a declining market. Instead of reducing overall equity exposure, plans can manage systematic risk using low or adaptive volatility strategies.