Publication

Source: ABC News (2019) Carbon risk data can be useful in highlighting a fund's ESG position, though it is also not wholly encompassing of a fund's carbon impact. This blog post explores the importance of taking a 360-degree perspective on carbon risk analysis in...

There has been a strong chorus for sustainable investing in the financial sector, with more than 120 billion Euros poured into across 360 ESG-focused funds in Europe last year, according to data provider Morningstar. However, ESG-focused funds have since highlighted...

The aim of this research paper is to present our analysis of the key drivers (factors) of the Australian share market over the medium-to-long term, as well as during stressed market periods of the current Global Virus Crisis (GVC), the Global Financial Crisis (GFC),...

Using our collective experience across investment management, investment research, data science and risk analytics, we have pulled together this guide for members of the investment community wanting to better understand Stress Testing. The guide is designed to help...

In this edition of the Cross Asset Review, we assess the past performance of various asset classes and draw implications for multi asset investors. During Q1, investors sold down their growth exposure as concerns about COVID-19 induced global recession took hold....

In this month’s Cross Asset Review, we assess the past performance of various asset classes and draw implications for multi asset investors. During the month of February, investors sold down their growth exposure as concerns about virus-induced global recession took...

REVIEW OF ASSET ALLOCATION TRENDS, ASSET CLASS AND MANAGER PERFORMANCE Key Points:  Institutional allocation to GFI has been rising in recent times. GFI sectors and asset class has done very well over year and decade on the back of falling rates around the world. In...

In this month’s Cross Asset Review, we assess the past performance of various asset classes and its implications for multi asset investors. Bond proxies such as infrastructure and real estate assets were the standout in January 2020 with strong positive return despite...

The continued weakness of the AUD has emerged from heightened policy uncertainty which negatively affected international trade and business investment The data shows AUD’s weakness continued over the past 12 months, mainly against Swiss Franc, Japanese Yen, USD and...

In this month’s Cross Asset Review, we look at the performance of various asset classes in September 2019 and what this means for investors. Our analysis shows that investors continued to bid for safe-haven assets such as gold, bond and bond proxy assets in September....

In this month’s Cross Asset Review, we look at the performance of various asset classes in August 2019 and what this means for investors. In this edition, we introduce Global and Australian equity volatility indices to track market risk appetite and investor...

Representing 80% of the $3.6 trillion Australian Managed Fund Industry assets, the Australian Superannuation funds have become highly influential in global capital markets. Their asset allocation trends and preferences have important implications for other asset...

Key Insights AUD index against major trading partners shows a clear negative trend for currency since its peak in 2012. Over the past 12 months, AUD has weakened against most major currencies, the largest weakness was noted against the Yen and Swiss Franc. AUD...

Foresight Global Small Cap Report

Developed Markets There has been quite a bit of style rotation going on in global markets since 2016. After a strong relative performance from value factors in 2016, growth factors have been the driving force in developed markets so far in 2017. Return premiums have…

Australian funds management industry experienced an increase by $24.5 billion to $1.68 trillion in the first quarter of 2017. Total assets under management for discrete mandates grew significantly, accounting for the biggest share of the market. Meanwhile, the…

Over the last few years, we have witnessed the proliferation of smart-beta and factor-tilting strategies. These strategies can play an important role in portfolios but investors need to understand the nature of risk introduced by these strategies. Our analysis of a…

Our latest review of the global equity market shows continued leadership from emerging and frontier markets. Eastern European markets such as Bulgaria, Austria and Poland delivered stellar returns in excess of 40% over the past 12 months. From a global sector…

Based on the ABS and ATO data-sets, the Australian managed funds industry represented $2.8 trillion assets at 31st March 2017. This was almost 9% higher than the same period last year. Superannuation segment still took the biggest share with asset under management of…