angle-left null Risk Parity Index

Risk Parity Index

Active Multi-Asset Alternative Global
  • Benchmark
  • Inception Date April 2019

Portfolio Managers

Strategy Overview

The Risk Parity Index strategy passively allocates risk equally among three risk baskets (equity, rates, and inflation), while targeting annual volatility. Each basket contains a diverse, yet representative, set of liquid futures to capture asset class risk exposures and minimize turnover. This passive strategy is differentiated in its structural characteristics, investment selection, and short-term responsiveness

Please note that all investment strategies involve risk.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.