1 juillet 2018

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.”

• Diversifying Strategies
• Emerging Markets
• Portfolio Design
• Currency

Lire la suite : Do Active Currency Overlays Beat Passive Hedges?

1 juin 2018

“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?

• ESG
• Equity

Lire la suite : Does Japan’s ESG Trend Go Beyond the “G”?

1 mai 2018

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.

• Diversifying Strategies
• Alternative Risk Premia

Lire la suite : What Volatility in Q1 Revealed about Alternative Risk Premia

1 avril 2018

Many of our LGPS clients have pushed ahead strongly with new private market investments rather than ‘waiting for the pools.’ 

• Equity

Lire la suite : Pensions, Pooling and Private Markets