In a market environment where CTA and algorithmic strategies are struggling, systematic investment manager Two Sigma is no exception. In a July 13 letter to investors reviewed by ValueWalk, the Risk Premia strategy that manages factor exposure was up a scant 0.06% after suffering losses of -1.16% and -0.29% in May and June respectively. The mediocre Risk Premia strategy performance comes as the exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here

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