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Showing posts from May 17, 2020

Factor based strategy seems to work well during downturn

Record rise in unemployment claims, sharpest decline in the capital markets in two months, largest ever stimulus package- this shock or recession is turning out to be an unprecedented time for everyone. Economists are not shying away from tagging it the worst recession in the history of mankind- at least 5 times higher than 2008 global recession. The intensity of the shock swept away billions of investors’ money in capital markets. This Uncharted territory created a perplexing situation for asset managers across the world. Optimal exposure to markets remains a big question, at the time when market has already dropped 30% in one of the steepest declines ever, it is perceived that markets have still not found the bottom yet. Only history can tell what the magnitude of this economic contagion could be. Companies were quick to capitalize on the low interest rate environment and levered excessively. While no one could have anticipated such a scenario, the precipitous decline of some of