Tag Archives: managed futures
How Liquid Alternatives Deliver Diversification
Examine the potential pros and cons of liquid alternatives and how index innovations may help insurers diversify and protect against risk with S&P DJI’s Rupert Watts and Kelsey Stokes. Watch S&P DJI’s Annual Insurance Summit: https://www.spglobal.com/spdji/en/events/annual-insurance-investment-summit-how-are-insurers-staying-ahead-of-the-curve/#summary
- Categories Multi-Asset
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alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, diversification, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, multi-asset, risk parity, S&P Dow Jones Indices, U.S. Treasuries
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- Multi-Asset
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- alternative risk premia, benchmarking liquid alternatives, bottom up index construction, commodities, diversification, ETFs, fixed income, indexed strategies, indexing liquid alternatives, Insurance General Accounts, insurers, liquid alternatives, lower for longer, multi-asset, risk parity, S&P Dow Jones Indices, U.S. Treasuries
Liquid, Long/Short Alternative Strategies Performed Strongly in Q1 2020
With the stock market in the midst of a historic slump, many investors may be looking to alternatives to protect against a prolonged downturn. The S&P Strategic Futures Indices are designed to measure the performance of passively constructed, liquid, and transparent solutions by spreading risk evenly across global futures markets utilizing a long/short trend-following strategy…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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Indexing Managed Futures Strategies
Managed futures strategies generally tend to be trend following, which means that when an individual asset shows a clear price uptrend (or downtrend), the strategy will hold a long (or short) position in the asset. The strategies use a wide variety of quantitative models that utilize highly liquid, regulated, exchange-traded financial derivatives across equity, fixed…
- Categories Commodities, Equities, Fixed Income
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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…
- Categories Commodities, Factors, Strategy
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- Commodities, Factors, Strategy
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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…
- Categories Commodities
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- Commodities
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