This article dives into how advisors can unlock the hidden potential of that “lazy” capital by layering in traditional equity or bond exposures – without altering the behavior of the core strategy.
By using tools that combine traditional asset class exposures – such as those that seek to deliver 100% exposure to equities and 100% exposure to bonds in a single position – advisors can overlay core exposures back onto an alternative-heavy portfolio.
This article explores how implementing a 100% stocks + 100% managed futures approach may help improve portfolio skewness and reduce drawdowns during periods of market stress.
This article explores the difference between reckless and defensive leverage, highlighting how excessive leverage combined with illiquidity, concentration, or overuse (LICE) can lead to financial ruin, while strategic leverage can enhance diversification, improve capital efficiency, and manage risk.
This article explores the structural constraints of long-only active management and why explicit return-stacking solutions may offer a more flexible and efficient path to enhanced portfolio outcomes.
This article explores how return stacking can improve investor discipline, enhance portfolio resilience, and help financial advisors build more behaviorally friendly investment strategies.