Tags: Multi-Asset Class

February 17, 2021
The vigorous but volatile market conditions fed by continuing central bank liquidity enabled healthy hedge fund profits from both alpha and beta.
February 14, 2019
In chilling markets, the mix of volatile prices and tightening liquidity became too hot for many hedge funds to handle. And beset by negative betas in both traditional and alternative markets, all of the Callan Multi-Asset Class (MAC) Style Groups struggled in the fourth quarter’s risk-off mode.
April 10, 2018
This post provides a high-level summary of “Risk Parity: Silver Bullet or a Bridge Too Far?” a chapter by Greg Allen in a recent book published by the CFA Institute.
March 29, 2018
Market volatility spiked in February, coinciding with declines for broad equity and fixed income indices. Callan surveyed leading multi-asset class (MAC) strategy providers to understand how the products reacted in this newly volatile environment.
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