Thank you for your interest in our Risk Parity Solution Brief. With this 12-page research summary, we hope to arm thoughtful Advisors, Consultants, and CIOs with a compelling case to commit greater resources to Risk Parity strategies, with the goal of improving long-term portfolio outcomes.
Traditional portfolios come in a variety of shapes and sizes (such as the domestic 60/40 stock/bond allocation), though they have two defining deficiencies:
- They do not capitalize on the full promise of diversification; and,
- They do not manage risk in response to changing economic and market conditions.
Risk Parity masterfully addresses both of these concerns. Among other topics we cover the following:
- The dangers of equating capital allocation and risk allocation in portfolios.
- The importance of structural diversification in creating a risk management foundation.
- The downside protections afforded by volatility and correlation management.
- The dramatic positive impact that dynamic estimates and factor overlays can have on traditional risk parity strategies.
Simply fill out the form to the right to download the report immediately. Thank you for your time and interest.