Tag Archives: managed futures

Indexing Alternatives To Survive Brexit

Following the vote by UK citizens to officially leave the European Union, the S&P 500 lost 5.3% in 2 days (Jun. 24-27, 2016) before gaining back 4.5% for a total loss 1.1% through July 5.  In those two down days, gold posted its best consecutive 2-day gain since Aug. 8-9, 2011.  Gold is known as a Read more […]

The Disparity Of Risk Parity

The simple concept of risk parity is that within a portfolio, each investment contributes equally to the overall portfolio risk.  For example, a portfolio with a capital allocation of 50% equities and 50% t-bills, has a risk profile where over 99% of risk comes from the equities.  In a risk parity portfolio, if 50% risk Read more […]