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Equity Emerging Markets Global
Equity Emerging Markets Global funds’ performances range from -43.56% to 7.49% over the last 52 weeks (ending October 28, 2011), in EUR terms. On average, the best 5% of the funds outperform the...
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When Measuring the Value of Hedge Funds, Don’t Forget Risk
Following the financial media’s reporting on hedge funds over the past few years, one could be mistaken for thinking that frustrating industry-wide returns – along with some high profile winning bets,...
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Crisis in the Rearview Mirror: Monitoring Mutual Funds in the Five Year Window
March marked the first month that the impact of extreme down markets of the Financial Crisis faded out of 5 year fund performance histories. With the darkest days of 2008 and Q1 2009 removed from 5...
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Examining the Core: Intermediate-Term Bond Funds in August
The month of August was almost universally tough for financial markets. Equity, Commodity and Fixed income markets fell, dragging most managers with them. Intermediate-Term Bond Funds, one of...
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Risk Parity and Brexit: A Volatility Surprise!
Risk parity strategies hold the promise of smooth sailing through periods of market turbulence, offering consistent performance via risk diversification. And prior to Brexit, risk parity funds had...
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How Much Equity is in Your Target Date Fund (TDF)? Brexit Might Have the Answer.
Target Date Funds stumbled hard in 2008 when near-dated funds failed to provide the capital protection they were meant to for investors approaching retirement. ‘Brexit’ may not be a Lehman...
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Like That 40% Return? Better Understand Risks First.
A July 20th WSJ article featured Quantedge Capital, a quantitative global macro hedge fund manager that gained 40% after fees year-to-date through June. The fund’s 2016 performance is outstanding...
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Is there more liquidity danger in High Yield Bond Funds? Check with...
In the winter of 2015, an almost unheard of situation happened. A mutual fund, normally required to guarantee daily liquidity, blocked its clients from withdrawing money. The Third Ave Focused Credit...
View ArticleDoes Risk Parity Maximize Risk-adjusted Returns?
While it is well known that risk parity strategies typically allocate more weight or apply leverage to asset classes with lower risk, it is not well understood how higher volatility affects the Sharpe...
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Smart Beta Rate Sensitivity: How Fed Rate Decisions Could Impact One of the...
Investors have a tendency to downplay interest rate sensitivity as a factor influencing equity products, with the assumption being that its effect must be negligible at most. One of a handful of...
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