A deep dive into the performance of alternative asset allocation strategies in 2018 and over the last twenty years
- We investigate the performance of alternative asset allocation strategies in 2018 and over the last twenty years. We find that while there is no strategy that works all the time, some alternative asset allocation strategies can significantly reduce downside risks compared to a traditional asset allocation while keeping return prospects intact. However, some alternative asset allocation strategies seem to ‘hide’ additional risks in the tails of the return distribution, as can be seen from the surprisingly high losses during the financial crisis and the market gyrations of late 2018.
- Because asset allocation risk and return depend heavily on the home currency of the investor, we publish three reports analysing alternative asset allocations from different perspectives:
- A Sterling investor
- A Euro investor
- A US Dollar investor
For a GBP perspective click here.
For a EUR perspective click here.
For a USD perspective click here.
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