Alternative Risk Premia 2021 - Lessons learned
- In 2020, the average ARP provider has been hit (for the first time) by the declining return trend in the hedge fund industry for years.
- However, the dispersion in performance between providers is huge. While the results of some providers showed partly catastrophic returns, other providers did far better. This is where the wheat was separated from the chaff.
- The reasons for the weak performance can be traced back to some structural causes in the market.
- Inst. investors are now asking themselves: What will it take to maintain ARP's stable diversification opportunities in the future?
Dr. Lars Jaeger, Head of Alternative Risk Premia, GAM
Value Protection Strategies - What Worked in 2020
- The Corona crisis as a stress test for value protection strategies.
- What experiences have risk overlay clients had during the crisis?
- Why investors should continue to think about hedging strategies in 2021.
Alexander Raviol, Partner and CIO Alternative Solutions, Lupus alpha