The “Rebalance Drag” Myth in Leveraged ETFs: What Advisors Need to Know
Modern portfolio construction demands both enhanced returns and improved diversification, yet traditional approaches often force investors to sacrifice one for the other.
Boosting Bond Returns: Return Stacking for Enhancing Liquidity Buckets
Learn how to optimize your retirement portfolios by enhancing intermediate-term liquidity buckets through return stacking, diversification into low-correlation strategies, and practical tools like the “twice duration minus one” rule to balance growth, liquidity, and risk.
Delta’s Pension Miracle: A Portable Alpha Case Study
This case study demonstrates how Delta Air Lines transformed its underfunded pension into a fully funded asset using Portable Alpha, providing actionable insights into leveraging innovative investment strategies, governance, and liquidity management to achieve long-term financial success.
Diversification 2.0 Understanding Return Stacking and the Evolution of Portfolio Construction
Explore how innovative strategies like Return Stacked® Portfolios, once exclusive to institutional investors, are now accessible to everyone. Learn how to move beyond the limitations of the traditional 60/40 portfolio and enhance returns in today’s complex markets.
Stacking in a Higher Interest Rate Environment
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 Return Stacking How-To Guide
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.