Venn can help allocators

Understand risk better
Make decisions faster
Increase portfolio and manager alignment

Venn can make money managers' lives easier

We built Venn to help you do your job:

Compare diversification across assets and risk

Identify sources of alpha using robust but straightforward quantitive analysis

Efficiently evaluate how changes in allocation can affect your investments

Venn is Unique

It makes factor analysis accessible and intuitive.

Factor analysis can help you see your portfolio’s diversification of risk and assets, and can give you insights about where and how to improve. But it’s often complicated. Venn makes it easier.

Venn’s factor lens can let you see the whole picture. The lens breaks down the factors in ways that can give you a clearer understanding of how to better manage your risk and can enable you to find ways to increase diversification.

What Makes Venn Unique

Venn's Two Sigma Factor Lens

Core Macro
Factor Description
Equity Exposure to the long-term economic growth and profitability of companies
Interest Rates Exposure to the time value of money (inflation risk and future interest rate changes)
Credit Exposure to corporate default and relative asset illiquidity risks
Commodities Exposure to changes in prices for hard assets, which can be driven by economic shifts
Secondary Macro
Factor Description
Emerging Markets Exposure to the sovereign and economic risks of emerging markets
Foreign Currency Exposure to moves in developed-market currency values versus the portfolio’s local currency
Local Inflation Exposure to inflation-linked rates relative to fixed nominal rates within the currency area
Equity Short Volatility Negative exposure to the changes in equity market volatility
Equity Styles
Factor Description
Equity Low Risk Exposure to stocks that exhibit lower beta to the overall equity market and lower absolute volatility
Equity Momentum Exposure to stocks that have persisted in either positive or negative performance
Quality Exposure to stocks with historically consistent profitability measures
Equity Value Exposure to stocks with lower book to price valuations, high dividend yields, high earnings yield, or show long-term reversal over a two-year period
Size Exposure to stocks with small market capitalization

What You Get

Venn can make it simpler to select managers, choose assets, and manage risk.

Use a better tearsheet: Venn shows you absolute and relative-to-benchmark views in an interactive display that tracks performance using factor analysis.

Analyze portfolios faster: See how changes in your allocations may affect your portfolio quickly. Venn packs a whole workshop into one tool so you don’t waste time swapping between programs.

Get the whole picture: Venn’s factor summary in the tearsheet and portfolio view gives you a snapshot of the full history. Included are both estimated factor exposures and contributions to risk and return.

Spot the trends: The factor trend view shows you how risk and return contributions have changed over time.

Assess how your portfolio is doing right away: Venncast estimates your portfolio performance before the fund managers tell you.

Venn and Two Sigma

We built Venn for you

Over the years, we’ve leveraged our experience and knowledge to help institutional clients approach investing — but only on a case-by-case basis.

Until now.

With Venn, we can help more clients, more effectively. And with your feedback, we’ll keep improving Venn so we can keep helping you.