By using tools that combine traditional asset class exposures – such as those that seek to deliver 100% exposure to equities and 100% exposure to bonds in a single position – advisors can overlay core exposures back onto an alternative-heavy portfolio.
Trend Following, Managed Futures, Market Drawdowns, Bear Markets, Equity Risk, Diversification, Crisis Alpha, Return Stacked(R), Systematic Investing, Historical Analysis
This article explores how implementing a 100% stocks + 100% managed futures approach may help improve portfolio skewness and reduce drawdowns during periods of market stress.
This article breaks down the mechanics of a 100% equities + 100% managed futures approach, highlighting how managed futures can enhance portfolio.
Modern portfolio construction demands both enhanced returns and improved diversification, yet traditional approaches often force investors to sacrifice one for the other.
Learn how to optimize your retirement portfolios by enhancing intermediate-term liquidity buckets through return stacking, diversification into low-correlation strategies, and practical tools like the “twice duration minus one” rule to balance growth, liquidity, and risk.