The attempts by pension funds and endowments to earn equity premiums by incorporating factor-based funds into their portfolios has fallen short, instead leaving them with uncompensated risks. This according to…
Search Results for: low-volatility funds
Tepper to Return Outside Money
…his hedge fund. The article notes, “hedge funds, once considered the go-to place for wealthy investors, have struggled to produce the returns they had in their heyday. For years, clients…
Soros Wagers on Scandal-Hit GAM
…oversees about $25 billion, comes at a time when speculation about mergers in asset management runs high. Many firms are under pressure from an investor flight to cheaper, passive funds.”…
Increased Volatility Encourages Stock Pickers
…outperform professional fund managers—citing Morningstar data showing that over the past four years “$855 billion has been pulled out of active funds while $2 trillion has flowed into passive funds….
A First: U.S. Passive Matches Active AUM
…“According to Morningstar,” the article reports, “parity between active and passive has been the inevitable result of twelve years of relentless outflows from active funds coupled with a steady flow…
Short Seller is Betting on Market Crash
…nearly all his own money in Horseman funds and takes a long view. He told Bloomberg: “I’ve been through a number of hero-to-zero periods. When people hate you and write…
Is Warren Buffett the Greatest Factor Investor?
…exposure to the Value, Size, Low Volatility and Quality factors as well as negative exposure to Growth and Dividend Yield.” The article explains how the analysis paves the way for…
Buybacks Not Likely to Slow Down
Market volatility is not likely to slow down the pace of share buybacks by U.S. companies, according to a recent article in The Wall Street Journal. According to S&P Dow…
GMO: Investor Strategies are Solving the "Wrong Problem"
…the same tolerance for risk based on their age, their ideal portfolios can vary based on the volatility of their labor income and how it correlates to the stock market.”…
Investors: Consider revenue-weighted ETFs
…past five years, about 60% of funds flowing into US equity ETFs has gone to alternative equity index strategies rather than those based on market capitalization, but the returns have…