• Reducing Equity Market Volatility Using Long/Short Equity

    The ability to pare back losses during the inevitable downturns that come with investing, may actually matter more to the end goal than eking out every bit of a bull market’s gains.



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  • Risk Budgeting Using Alternatives

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    The return of volatility has brought opportunity. Before eyeing that entry point into a riskier asset class, however, advisors face a conundrum: How can they add a riskier — albeit attractively valued — asset class without upsetting the portfolio’s long-term risk profile?



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  • How Can Investors Avoid Beta?

    The current market environment could give active managers a chance to shine, but absolute returns could throw shade on strong relative performance highlighting the need for strategies that can capture alpha while reducing beta exposure.



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  • What are Market Neutral Strategies?

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    When stocks experience a broad sell-off, most asset classes and investment strategies suffer in tandem. In reality, few investments are untethered to the stock market’s directional trends. Market neutral funds are one of the only strategies that can stake this claim.



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  • Mind the Benchmark: The Pitfalls of Defaulting to S&P 500 Comparisons

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    In its 57-year history, the S&P 500 Index has become the center of the investment universe. In many cases, investors would be wise to resist its gravitational pull. The index has become the default mechanism for gauging market performance. Its ubiquity has also caused many investors and investment professionals to mistakenly apply the index as a mental benchmark for relative performance.

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