04.02.2021 | Jordan Dekhayser | Video

The Risk Report: Analysis Reveals 6 Common Drivers of Unexpected Results

The number one question when portfolios don’t deliver outcomes as expected is ‘why?’ Over the past four years, Northern Trust Asset Management has individually partnered with institutional investors and consultants around the globe to help answer that very question. After examining more than 200 portfolios and 1,000 investment strategies totaling $200+ billion with a unique quantitative lens, six common drivers across all investor segments emerged.

Join Jordan Dekhayser, CFA - Head of Quantitative Strategist Team at Northern Trust Asset Management, as he provides new insights gained from The Risk Report.

Discussion includes:

  • Magnitude of uncompensated risks diluting excess returns
  • New perspective of the “cancelation effect”
  • The most common hidden risks with style tilts
  • Over diversification - when diversification backfires