ASG Research has identified eight sources of potential return dispersion across portfolios of risk premia strategies. A simulation analysis shows, returns can quite differ based on few alterations of these sources.
Most asset classes have earned strong total returns year to date and could continue to rally through year-end.
Managing expectations for managed futures and crisis alpha.
The outlook for fixed income and equity market performance looks favorable. That said, risk asset valuations currently reflect a fairly benign macroeconomic environment.