Events Risk Analysis Valuation 
Brown Advisory
AUGUST 14, 2023
We have twice seen British Sterling spike up as a factor risk on one-off non-repeatable issues: Brexit in 2016 and the mini-budget fiasco in 2022. Both “risks” faded in the models quickly; the events had already happened. Consequently, the cross correlations are high as is factor risk; sectors are a blunt instrument.
Brown Advisory
OCTOBER 11, 2021
Muted Expectations Over past decades investors have had to take more risk in order to meet the same return hurdle. With traditional assets like stocks and bonds at high valuations, the implications for future returns of those assets may be underwhelming. This analysis is not intended to be a guarantee of future results.
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Brown Advisory
OCTOBER 11, 2021
Over past decades investors have had to take more risk in order to meet the same return hurdle. With traditional assets like stocks and bonds at high valuations, the implications for future returns of those assets may be underwhelming. This analysis is not intended to be a guarantee of future results. Muted Expectations.
Brown Advisory
DECEMBER 18, 2017
Our portfolio managers have full autonomy over the institutional strategies they manage, and they need and want every scrap of information they can get to help them manage the balance of risk and opportunity for our clients. Past performance is not a guarantee of future performance and you may not get back the amount invested.
Brown Advisory
DECEMBER 18, 2017
The following are ways we seek to identify additional risks and opportunities outside traditional analysis: Investigative research. ESG analysis. Quantitative risk analysis and reporting. Behavioral analytics. Investigative Research.
Brown Advisory
MARCH 28, 2019
Effective risk analysis, then, requires us to balance competing goals in a portfolio, and to use a combination of quantitative analysis and subjective judgment to guide future decisions. In other words, it does not effectively measure the actual probability that investors will achieve their stated goals.
Brown Advisory
MARCH 28, 2019
Effective risk analysis, then, requires us to balance competing goals in a portfolio, and to use a combination of quantitative analysis and subjective judgment to guide future decisions. In other words, it does not effectively measure the actual probability that investors will achieve their stated goals.
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