Dispersion spike in Emerging Markets Equities

Alpha oppertunities improving for Active managers within the Emerging Market Equity space.

April saw a huge spike Emerging Market equity dispersion, which attained its highest level since the financial crisis. There were large spreads in particular between the energy sector and the rest of the market, while on a single country basis, Brazil, China and Russia's U.S. dollar returns were in the mid-teens - versus significant losses in Egypt, India and Indonesia.

S&P Dow Jones Market Attributes: Correlation & Dispersion Dashboard 

 

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