Author Archive for: James Kirk

Entries by James Kirk

Value factor rally a boon for risk premium strategies

The performance of the Lonsec Alternatives universe generally performed well in the December 2020 quarter and into January 2021. The vaccine breakthroughs played a significant role in buoying investor sentiment, and while there have been logistical hiccups in some countries that have delayed the rollout, overall developments are positive for markets. A key catalyst for […]

The Alternatives strategies that paid off in Q3 2020

The performance of the Alternatives universe in the September 2020 quarter was again widely dispersed albeit sector performance was skewed to the upside. After eight months of the global pandemic, many nations still struggle to control the virus and have expended all ordinary policy responses to prop up the global economy. Volatility in security prices […]

COVID-19 will lead to more scrutiny of Systematic Risk Premia strategies

The performance of the Alternatives universe during the recent market downturn has been widely dispersed, albeit skewed to the downside. Systematic Risk Premia strategies have been an area of poor performance with long running statistical relationships breaking down in current market conditions. Sharp spikes in volatility and the speed of asset price reversals have tested many […]

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