Does Your Long/Short Equity Portfolio Deliver the Risk Your Investors Want?

Описание: Are you creating the investment product your investors actually want to buy?

Long/short equity investors select from a wide range of strategies with varying risk exposures that accomplish very specific goals in their overall portfolio. From hedged long bias exposure to volatile EM geographies to uncorrelated low vol market neutral strategies, these allocators want selection alpha with very well-defined risk characteristics.

Systematic portfolio construction methods can help equity PMs ensure they deliver the product their investors want. By defining the risk you want versus the risk you don't, a PM can more consistently transform their selection alpha into the portfolio that best fits their investors' goals.

In this Sherpa Funds Technology Process Alpha webinar we'll show how modifying portfolio risk objectives ex-ante creates very different portfolios from the same set of stock picks. We'll show how:

... differences in portfolio net/gross exposures can drive large differences in the overall portfolio's risk and return characteristics.
... commonly used absolute risk limits such as volatility targets and drawdown thresholds impact portfolio results.
... maximizing stock-specific risk differs from making intentional factor bets.

If you want to learn how some of the largest hedge funds, pension funds, sovereign wealth funds and asset managers in the US, Europe and Asia gain valuable insights into their portfolios, head to our blog here:
Long/Short Equity Portfolio Construction
https://sherpafundstech.com/long-shor...

Learn more about Sherpa's approach to portfolio construction at www.sherpafundstech.com.

Thank you from us, Richard Waddington & Steven Quimby for watching, hit subscribe for more great content!