• Weekly Research Briefing:
    How is your Tightrope?

    July 15, 2019

    Slacklines are tough. Great exercise for your core, but it takes hours of practice just to get that balance right. We are entering a phase in the market that will be equally tricky for portfolio managers and advisors. On one hand, we will have the Trade Wars and slowing GDP and earnings growth pushing our stocks in one direction. While, on the other hand, we will have the Fed cutting rates pushing our stocks in the opposite direction. It will feel like we are on a tightrope.

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  • Overexposed to U.S. Large Caps?
    Let Simple Math Guide the Rebalance

    Article: Overexposed to U.S. Large Caps? thumbnail

    The steady, upward trajectory of U.S. large-cap equities over the past decade has left many portfolios overexposed to the asset class. But rebalancing presents a conundrum: How can advisors decrease allocations to one of equity markets’ least-risky segments—and capitalize on more attractive valuations elsewhere—without upsetting a portfolio’s overall risk profile?

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  • Reducing Equity Market Volatility Using Long/Short Equity

    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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  • Is Your Portfolio Prepared for a
    Market Drawdown?

    Is Your Portfolio Prepared for a Market Drawdown?

    Humans seem hard-wired to emphasize offensive gains—both in investing and sports. Basketball games are remembered by fast-break slam dunks, not the steals that create them. Investing is no different. Bull markets command attention causing investors to focus more on the gains in their portfolios, and less on the portfolio’s ability to protect, in the event of a market drawdown.

     

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  • How Can Investors Avoid Beta?

    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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