Investment Insight
Managed Futures as a Crisis Risk Offset Strategy
 
 

Investment Insight

Managed Futures as a Crisis Risk Offset Strategy

 

While equity markets and other asset prices have generally retraced their declines in the years following the Global Financial Crisis, the fear of another sharp downturn à la 2008 has yet to subside. Crisis alpha or crisis risk offset are the latest terms used to describe a group of strategies that seek to perform well in the event of an equity market collapse. Allocation to such non-correlated strategies has the potential to dampen the impact of equity market volatility and enhance the expected risk-adjusted returns of an investor’s portfolio.

 
Head of Managed Futures
 
 

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