EQD Research Snapshot: Quality, Momentum And Carry--Performance in ARP

Performance in alternative risk premia strategies and the wider ARP fund management industry has been under pressure in recent weeks amid the market selloff and increased volatility, driven by COVID-19 and the subsequent economic and fiscal stimulus responses to the global pandemic. Despite the selloff, there have been strategies and premia that have performed during this period, that have shown to be market neutral and reinforced that both aggressive and defensive premia across asset classes can offer diversified sources of return.