Recent Research

Some Thoughts on Alternatives

Commodities for a Sustainable Future

Commodities create a conundrum for investors seeking climate friendly investments.

Performance of various hedge fund strategies during down equity markets

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Although some alternative strategies can have positive returns during periods of poor equity performance, others may just be low beta, offering smaller losses but not necessarily negative correlations when needed most.

Hedge Fund Strategy Returns

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The table shows the HFR hedge fund strategy index returns.

 

Sharpe ratio of 60/40 has been elevated since the financial crisis

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High equity returns and low volatility have produced historically high sharpe ratios.