Return Stacked® Portfolio Solutions
This post outlines two inflation‑oriented stacks, a directional inflation beta sleeve and an inflation convexity sleeve, that can be added to a 60 / 40 portfolio to help preserve real wealth when price levels move unexpectedly.
This post examines an Absolute Return stack that layers diversifying return streams over a core 60 / 40 portfolio. The objective is steadier performance and a higher information ratio so that clients remain confident regardless of market direction.
This post explains how an “anti‑beta” stack can potentially narrow the depth and duration of portfolio drawdowns by adding a 20 percent overlay of diversifying strategies to a traditional 60 / 40 portfolio.
Explore how gold futures overlays can enhance traditional portfolios. Discover diversification strategies, return stacking, and more in our latest whitepaper.
As financial markets become increasingly interconnected and traditional asset allocation strategies face limitations, return stacking (sometimes referred to as portable alpha) continues to gain traction among investors. This article explores how return stacking may redefine risk management and diversification, offering a fresh perspective on portfolio construction for investors.
This article explores how return stacking can improve investor discipline, enhance portfolio resilience, and help financial advisors build more behaviorally friendly investment strategies.
This article explores the relevance of leverage in investment strategies amid higher interest rates. The decision to use leverage should be based on the expected returns of assets rather than current interest rates.
The implementation of return stacking allows investors to solve some potentially pressing problems faced in portfolio construction. In this article, we explore four case studies that showcase some of the most utilized methods to introduce return stacking to a portfolio.
For benchmark-sensitive investors (and, let’s be honest, who isn’t at least a little benchmark sensitive), tracking error is an incredibly important metric. If you’re unfamiliar with the term, tracking error captures the volatility in the difference of returns between your portfolio and its benchmark.
In this note, we explore the impact of introducing managed futures, both as a part of the asset allocation as well as a stacked allocation.