volatility

Risk

All the elements of a difficult year

Some trends have the potential to pack the impact of a force of nature in markets in 2019. Mercer takes a look at threats and opportunities from choppy waters of the late cycle, headwinds in market participation, geopolitical tremors, and the unstoppable force of sustainability.

Kishen GanatraJanuary 23, 2019

Equities

Is low-volatility equity for real?

Low-volatility equity approaches have delivered for 10 years. As their popularity rises, Mercer looks at potential uses, causes for concern, and whether it's time to move in another direction.

Amanda WhiteAugust 15, 2018

FIS Digital – June 2020

Time for a globalisation rethink?

There is growing recognition that globalisation has a downside. But whether they are mitigated, or continue on the current course, investors should be looking to safeguard their portfolios.

Phil EdwardsNovember 6, 2017

Asset Allocation

New Mexico fund readies for trouble

A reduced and reworked equities allocation, a buildup of income-producing assets and a commitment to readily available cash are all part of NMSIC CIO Robert Smith’s protection plan.

Sarah RundellSeptember 21, 2017

FIS Yale 2016

Better balance your beta

The most important thing investors can do given the investment environment is to balance their beta to account for the wide range of potential outcomes, says Greg Jensen, Bridgewater co-CIO.

Amanda WhiteNovember 9, 2016

Uncategorised posts

Traditional risk measures flawed

The traditional method of using aggregated monthly data to measure long run risk is flawed and inaccurate, according to important new research by State Street. Co-authors David Turkington, Will Kinlaw and Mark Kritzman have found that there is a huge divergence in risk and return over long periods, which is not visible when using measures […]

Amanda WhiteDecember 10, 2014