Absolute Return Strategies
Absolute Return Strategies
In this fourth and final installment, we look at a variety of opportunities we are seeing across absolute return strategies today.
Read PostQuick Reads | October 2021
Absolute Return Strategies
In this installment, we present our view that top decile hedge fund managers remain among the best available investments globally, without regard to the name “hedge fund.” We also look at how top managers continue to attract talent and capital, while underperforming managers contract, underscoring the importance of manager selection.
Read PostQuick Reads | July 2021
Absolute Return Strategies
In the first part of the series, we looked at how traditional assets are facing headwinds for future returns from factors such as near-record valuations, historically low interest rates and credit spreads, and elevated risks. In the second part of the series we observe that, despite these challenges for traditional investments, tailwinds exist that we believe can contribute to alpha within absolute return strategies.
Read PostQuick Reads | June 2021
Absolute Return Strategies
In the series, “The Case for Absolute Return Strategies” we discuss why we believe ARS investments are important components of a properly diversified portfolio. In this post, we look at indicators of how traditional asset markets are highly valued and future returns appear constrained.
Read PostQuick Reads | June 2021
Absolute Return Strategies
We believe the current market environment supports the case for active management generally and prudent, less market-sensitive investment strategies implemented by hedged strategies. Here, we provide a brief overview of the year so far and explore where potential opportunities exist.
Read PostIn Sight | July 2020
