Family offices and other UHNW investors are rethinking allocation structures in private markets as asset class exposure gains importance in portfolios, yet capital restrictions frustrate efforts to maintain optionality and flexibility.
A look into the methodology that drives BMO Global Asset Management’s quantitative team mandates — a disciplined core process working in lockstep with strategy-specific constraints to produced a set of robust, proven strategies.
Stubborn inflation, geopolitical fragmentation and rising climate risks are coalescing to form a new paradigm for asset allocators. A broad exposure to the building blocks of the economy provides both protection, and potential.
Strong markets may have pushed portfolio returns ahead of schedule. Long-short, low-beta, and options-based strategies offer ways to protect gains, reduce risk, and remain allocated — without sacrificing long-term objectives.
A review of historical episodes of market and economic uncertainty underscores the powerful diversification benefits that Gold offers to Canadian investors…
As the data show, using short positions can lower equity correlations…
Analyzing the historical track record of key composite leading indicators provides an understanding of where we are in the current cycle, and contextualizes the expected performance of various areas of the economy.
Seasonal spending habits exhibit a pattern which can be taken advantage of by implementing a simple rotational trading strategy. In this issue of VAULT, Mark Webster, Director, Institutional & Advisory and Vishal Bhatia, Director and Portfolio Manager show how it is possible to easily implement a disciplined seasonal sector rotational strategy which captures instinctive human behaviours in an investment thesis.
With inflation running hot, investment counselors and family offices may want to re-assess their portfolio’s factor tilts. To this end, Erika Toth, Director, Institutional & Advisory, BMO ETFs, offers insights into how factors perform across different interest rate regimes and market cycles.
Interest in Alternative investments has raised considerably in the last few years. In this issue of THE VAULT, Mark Webster, Director, Institutional & Advisory, discusses how paltry yield from traditional safe haven bonds, and the spectre that those bonds may decline in price when interest rates rise, has driven investors to examine the diversification and yield benefits in Alternative investments.
As credit spreads widen and central banks turn hawkish, we discuss four “plain vanilla” corporate bond ETFs to help reduce the impact of rising rates and inflation.
As the market fragmentation continues, we examine how factors are chosen and constructed, diving deep into the methodology of strategies that can replace or complement active mandates in your portfolio
Implementations that family offices and investment counselors can use to tap into the benefits of Factor-based ETFs