Whitepaper:
Revealing Sources of Portfolios Risks & Returns
September 4, 2025
Qi Macro Valuation
1. Small Cap rotation is hostageto inflation
2. Rate Volatility - the BlindSpot in Equity Risk
3. Rising Rate Vol - the AchillesHeel of IBB
Posted on
January 1, 2025
Traditional factor-based risk analysis reveal portfolio risks, but style investors aren’t immune to macro forces.Fundamental and macro factor models are complementary, offering a deeper understanding of portfolio risk than either one alone.
SimCorp Axioma and Qi explored this in a case study
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10 minute read.
