by Nicolas Rabener | Oct 13, 2025 | Uncategorized
Private Equity Performance Tracker: Q3 2025 PE vs. equities – and the winner is? October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Public equities have outperformed PE funds YTD However, the medium-term outlook favors PE funds Correlations...
by Nicolas Rabener | Oct 6, 2025 | Uncategorized
Factor Olympics Q3 2025 And the winner is… October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The momentum factor increased its leadership position The low volatility factor moved from second-best to worst performance Market-neutral factor...
by Nicolas Rabener | Sep 29, 2025 | Uncategorized
Style Analysis of Private Equity Funds How has private equity investing changed over time? September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Private equity investing has been compared to small-cap value investing One dataset validates this,...
by Nicolas Rabener | Sep 22, 2025 | Uncategorized
The VIX is low. So what? Volatility is not predictive of future returns. September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some investors increase hedging when the VIX is low However, future returns were not negative when volatility was low...
by Nicolas Rabener | Sep 15, 2025 | Uncategorized
Risk-Managed Equity Exposure III Valuation-sensitive tactical asset allocation September 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY TAA strategies can reduce risk, but also underperform significantly Typically these are tailored for bear markets,...
