Have enhanced (active) currency overlays outperformed static currency hedging in recent years? Based on our most recent manager analysis the answer appears to be “yes.”
Lire la suite : Do Active Currency Overlays Beat Passive Hedges?
“ESG” certainly wasn’t a buzzword in Japan five years ago. While a recent surge in responsible investment news from the country has raised the profile of this issue, we wondered: are the headlines being mirrored in local equity managers’ engagement practices?
In a rocky round-trip, January saw trend-following and equity-focused strategies soar while February brought sizable losses for many trend-following and short volatility factors.
Lire la suite : What Volatility in Q1 Revealed about Alternative Risk Premia
Many of our LGPS clients have pushed ahead strongly with new private market investments rather than ‘waiting for the pools.’
Multi-asset fund performance has been under fire in the first quarter of 2018. Many investors were left underwhelmed by 2017 results and journalists have been on the front foot, as exemplified in this painful critique from Financial News.
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