KEY THEMES FOR THE QUARTER
- Solid 7% unhedged returns from developed equity markets, led by US
- Modest 1.5% return from Australian market
- Size premium negative across the board; Profitability mixed
- Value premium positive in emerging markets and Australia; Negative in global developed markets
- In fixed interest, term premium was negative, credit premium was positive
- AUD fell versus USD and most major currencies in the quarter