We See Risk Where Others May Not: Active Risk Management in Practice

Three categories of risk mitigating techniques can be employed to build portfolios that have similar risk characteristics to traditional portfolios, but with improved returns: volatility targeting; momentum overlays; and bond / equity correlation triggers.

Academic studies have shown that risk is more predictable than returns. Traditional ‘60/40’ portfolios, however, focus on return expectations through the allocation of notional capital rather than risk.

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