Weighting portfolio assets based on their Sharpe ratios may be a good alternative to mean-variance optimization to help optimize risk efficiency.
Periodic rebalancing is necessary to maintain an investor’s target risk profile, but it’s important to understand the costs and benefits.
With their yields near all-time lows, Treasuries may no longer provide reliable diversification for equities in the next crisis. What else might work?
Balancing performance, fees, investment processes, and equity allocation parameters is key to evaluating target date fund managers.
Analysis of 20-year returns suggests that sector diversification may be a more effective defensive strategy than favoring growth or value equity styles.
While P/E ratios are still close to their historic highs, equities remain attractive when adjusting for interest rates and a different fundamental backdrop.
REITs can provide a diversified source of income, an inflation hedge and growth potential – but they are often missing from investor portfolios.
Carbon allowances, as a tradeable commodity, may offer investors potential opportunities for diversification, hedging, and enhanced returns.
Growth catalysts, favorability of US equities, inflation’s path, and fixed income hurdles and highlights are explored by our investment experts.
Our consultants explain why defensive and cyclical sectors may be a better way to diversify an equity portfolio than the traditional growth/value framework.
Learn about three ways to create an investment portfolio with an ESG (environmental, social, governance) focus.
Evaluating equity exposures in the context of their response to the business cycle can lead to better portfolio construction.
Identifying a portfolio’s risk factors – the underlying investment exposures that drive returns – is a critical step in the asset allocation process.
Portfolio consultants discuss record high equity allocations, economic cycle dynamics, and the growing popularity of alternatives and model portfolios.
Big risks, macroeconomic factors, and fall happenings investors should consider through the end of 2021 are examined.
In a strong equity market, institutions are rebalancing into fixed income and looking for opportunities to outsource certain investment management functions.
Consultants discuss how the growing divergence in the equity market has affected portfolio allocations – and highlight sectors advisors may have missed.
Introduction to Bitcoin, including the mining process, the impact of “halving cycles” on pricing trends, and price performance since 2010.
From the growth vs. value divide to the profusion of unicorns and the struggle to find yield, financial professionals had their hands full in 2020.
Recent trends show increasing growth style bias, higher emerging market allocations and focus on quality fixed income holdings in moderate portfolios.
Recent trends include cash deployment, sustainable investment screening, and muni debt issuance by colleges and universities.
Six institutional asset allocation and investment trends derived from data analyzed by Natixis Investment Managers Solutions consultants.
Key trends derived from in-depth analysis of model portfolios by Natixis Investment Managers Solutions consultants.