Ctas Are Back As Adiversification Strategy

Lyxor
Door april 17, 2018 05:11

Ctas Are Back As Adiversification Strategy

The Weekly Brief

Recent market developments saw an easing of market tensions as we head into the U.S. earnings season. Yet, geopolitical concerns remain and trade wars have legs, in our view. The overall backdrop is tactically supportive for risk assets after the recent 6% drawdown of the MSCI World since the peak on January 26th. Our risk appetite remains limited from a strategic standpoint. The 3-month correlation between equities and bond returns remains in positive territory, limiting portfolio diversification options. In the hedge fund space, low beta strategies continued to perform well over the recent weeks. Over the last month and since the beginning of April, CTAs and L/S Equity Market Neutral outperformed. Merger Arbitrage has been resilient, especially in light of the widening of deal spreads since the beginning of April, which we discuss on Page 2 of this report.

Lyxor
Door april 17, 2018 05:11

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Asset Allocation Consensus Juli

Evenementen

  1. IPFOS – Bestuurders Conferentie 2019

    september 5 @ 14:00 - 18:00
  2. Invesco & Schroders – Real Assets & Energy Transition

    september 10 @ 09:30 - 13:00
  3. Candriam – Sustainbale Investment Conference

    september 12 @ 13:30 - 20:30
  4. ACTIAM – ACTIAM Academy

    september 17 @ 09:30 - 13:00
  5. Markets Group – 3rd Benelux Institutional Forum

    september 26 @ 07:30 - 18:00

Twitter

As the integration of #ESG factors into #investment decision-making becomes increasingly mainstream, Hamish Galpin explains why over-reliance on ESG ratings can paint a misleading picture of the small-cap #market
https://t.co/Zn0tHeVhAM

🚀 Fund launch 🚀
Muzinich hands A-rated manager new short duration investment grade fund
➡️ https://t.co/68LjM7a5dc
✏️ @chris_sloley

Inflation Signals Holding Up via @JHIAdvisorsUS -> https://t.co/FLKUEOfFV4 "Impact of Tail Risk Signals on Hypothetical Asset Allocation" #assetallocation #CPI

Invesco Global Fixed Income Study 2019 | Page 16: Potential next trigger for recession -> https://t.co/n5gZ8V35J4 … #FixedIncome

#Blackrock writes: "We are downgrading our #global growth outlook as trade disputes and broader #geopolitical tensions stoke greater macro uncertainty. The range of potential economic..." Read the whole #outlook here: https://t.co/KgO1qLRRHg

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