Return Stacking
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Traditional portfolios are faced with the prospects of depressed expected returns in the coming years, as implied by current stretched valuations of stocks, and near record low rates and credit spreads for bonds. Our recently released paper – Return Stacking™: Strategies for Overcoming a Low Return Environment – shows how investors may materially improve their chances of success by allocating to uncorrelated managers that may offer more ‘bang for your buck’ and free up valuable ‘portfolio real-estate’. The team also discussed the importance of separating the underlying components of any strategy, not only across asset-classes, but also beta, alpha, styles, and tilts, in order to use them as building blocks to create tailored portfolios with desired exposures.

Key Topics

Inflation, Leverage, Diversification

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