Venn by Two Sigma

Come learn more about how the Two Sigma Factor Lens may provide a clearer understanding of the recent presidential election. Read more here: https://hubs.ly/Q02_g1FF0 Exhibit Title: Two Sigma Factors Lens Performance in November Exposure to risk factors is not a guarantee of increased performance or decreased risk. See risks here: https://lnkd.in/emVmQ-Vq

Asset class analysis can be useful to assess the impact of the recent Presidential Election, but the Two Sigma Factor Lens may offer a different and potentially more precise understanding. https://lnkd.in/e4K3VWED Exposure to risk factors is not a guarantee of increased performance or decreased risk. See risks here: https://lnkd.in/er3sQiiN

Evan Burns, CFA of Venn by Two Sigma, recently joined a discussion: Applying the Factor Lens Across Private & Public Asset Classes at the Stockholm Institutional Investor Roundtable this week. Thank you to #SBAI for hosting and bringing together several industry leaders. SBAI is not a client of Venn by Two Sigma or its affiliates. See factor investing risks here - https://hubs.ly/Q02-P8C90

Venn is honored to be named a finalist for With Intelligence's 2025 Private Asset Management Awards in 3 categories: 𝐁𝐞𝐬𝐭 𝐦𝐮𝐥𝐭𝐢-𝐚𝐬𝐬𝐞𝐭 𝐜𝐥𝐚𝐬𝐬 𝐩𝐨𝐫𝐭𝐟𝐨𝐥𝐢𝐨 𝐦𝐚𝐧𝐚𝐠𝐞𝐦𝐞𝐧𝐭 𝐬𝐲𝐬𝐭𝐞𝐦 𝐁𝐞𝐬𝐭 𝐫𝐞𝐩𝐨𝐫𝐭𝐢𝐧𝐠 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐁𝐞𝐬𝐭 𝐭𝐞𝐜𝐡𝐧𝐨𝐥𝐨𝐠𝐲 𝐩𝐥𝐚𝐭𝐟𝐨𝐫𝐦 𝐟𝐨𝐫 𝐟𝐚𝐦𝐢𝐥𝐲 𝐨𝐟𝐟𝐢𝐜𝐞𝐬 We are thrilled to be recognized among our peers and are looking forward to the award ceremony on February 5 🏆 View the full shortlist from the 2025 PAM Awards here: https://hubs.ly/Q02ZqZ2q0 Awards are by With Intelligence, which is not a Venn Subscriber, and are self-nominated, at no cost to be considered. Selection is by a panel of peer industry judges’ evaluation of a candidate submission. Winners can optionally buy a winner’s package. No payments are required.

Discover insights on the U.S. presidential election, revised expectations for rate cuts, and their impact on our Interest Rates factor in our latest factor performance report. Read more here: https://hubs.ly/Q02Y3RhN0 Also, check out our previous post on applying a political lens to the Two Sigma Factor Lens! https://lnkd.in/gjchcBsf Exhibit Title: Interest Rates Factor Performance and the U.S. 10-Year Yield in October Exposure to risk factors is not a guarantee of increased performance or decreased risk. See risks here - https://lnkd.in/emVmQ-Vq

Explore how October's U.S. themes, including the presidential election and rate cut expectations, impacted key factors such as Fixed Income Carry, Interest Rates, Trend Following, and Foreign Currency. Gain insights into these factors' performance dynamics and their implications for institutional investors. https://hubs.ly/Q02Y3q-F0 Also, check out our previous post on applying a political lens to the Two Sigma Factor Lens! https://lnkd.in/gjchcBsf Exposure to risk factors is not a guarantee of increased performance or decreased risk. See risks here - https://lnkd.in/emVmQ-Vq

Our team recently returned from the #CAISSummit - an incredible event featuring over 1,000 investment professionals, including 500+ advisors, 70+ renowned speakers, and 40+ asset managers. Thank you to the CAIS for three days with some of the best colleagues across the industry! Venn by Two Sigma is a paid sponsor of CAIS Summit. CAIS Group is a client of Venn by Two Sigma.

Join our next Venn by Two Sigma webinar featuring SimCorp. Chris Carrano of Venn and Melissa Brown of SimCorp will review our latest research regarding the meaning and relationship of conservative, moderate, and aggressive categories. We will also demo the importance of using quantitative analysis, rather than labels, to analyze managers and understand portfolio risk. Date: Wednesday , October 23rd Time: 11:00AM EST (Expected Duration: 30 minutes) Register via this link: https://hubs.ly/Q02TY__m0 See risks here - https://lnkd.in/emVmQ-Vq

It’s no secret that the U.S. Fed made a major rate cut in September. Fundamental market risks reflected this development, which meaningfully affected investors’ portfolios. Come read more in our September factor performance report! Read more here: https://hubs.ly/Q02S_NKn0 Exhibit Title: Two Sigma Factor Lens Performance Before and After the U.S. Rate Cut Exposure to risk factors is not a guarantee of increased performance or decreased risk. See risks here - https://lnkd.in/emVmQ-Vq

Join our next Venn by Two Sigma webinar featuring SimCorp. Christopher Carrano of Venn and Melissa Brown of SimCorp will review our latest research regarding the meaning and relationship of conservative, moderate, and aggressive categories. We will also demo the importance of using quantitative analysis, rather than labels, to analyze managers and understand portfolio risk. Date: Wednesday , October 23rd Time: 11:00AM EST (Expected Duration: 30 minutes) Register via this link: https://hubs.ly/Q02S_g_L0 See risks here - https://lnkd.in/emVmQ-Vq