Analytic Global Alpha Model Global Factor allocation Five years ending March 31, 2021 Past performance is not indicative of future results. For investment professional use only. Source: Analytic Investors. The above example is for illustrative purposes only and is used to display directional similarities or differences. Exposure measured by standard deviation. The Analytic Global Alpha
Category: Investment Ideas
Stay at Home Beta Factor – Long/Short Equity Strategies
Cumulative Factor Returns following Stay at Home Beta implementation Download PDF > Past performance is not indicative of future results. For investment professional use only. Source: Analytic Investors team. Data from 11/10/20 – 02/23/21. See Glossary of Terms >
High Valuations and Low Interest Rates
Shiller Price Earnings (P/E) Ratio for the S&P 500 vs. Long-Term Interest Rates Cyclically-Adjusted P/E Ratios are 38% higher than the long-term average, suggesting that market valuations are stretched. Download PDF >
2020 Returns – Global Long/Short Equity
10 Years in 10 MonthsDownload PDF > Past performance is not indicative of future results. Source: Morningstar. Data from 01/01/20 – 10/31/20. See Glossary of Terms >
2020 Returns – Domestic Long/Short Equity
10 Years in 10 MonthsDownload PDF > Past performance is not indicative of future results. Source: Morningstar. Data from 01/01/20 – 10/31/20. See Glossary of Terms >
Market Drawdown – March 2020
View Enlarged Chart > Source: Barra, Analytic Investors, WFAM.
Hedged Equity May Help You Gain More by Losing Less
This chart illustrates the four largest market drops during drawdown periods* and how the 361 Domestic Long/Short Equity Fund captured less drawdown than the MSCI World Index, while maintaining an average net exposure of 70%. Reduced drawdowns may improve a client’s overall experience—keeping them invested across market cycles so that assets can continue to work
History Suggest Low Return Following a Pandemic
Response of the European real natural rate of interest following pandemics and wars Read Full Paper > Source: Jorda, Oscar, Sanjay R. Singh, Alan M. Taylor. 2020. “Longer-Run Economic Consequences of Pandemics,” Federal Reserve Bank of San Francisco Working Paper 2020-09. Notes: Response calculated using Equation 4 from paper. Shaded areas are 1 and 2
Seeking Alpha While Managing Risk
361 Global Long/Short Equity Fund This chart shows the Fund’s compelling statistical performance for the 5-year period ending December 31, 2019. Download PDF > Learn more about the 361 Global Long/Short Equity Fund >
Consider Alternatives to Traditional Markets
Historically, Alternatives Have Provided a Valuable Source of Additional Return The table below shows annual returns for Stocks, Bonds and Alternatives from 1994-2019. Since 1994, alternatives have outperformed at least one element of an investor’s core* portfolio 77% of the time. Download PDF >