Milliman launches first custom capital protection overlay solution for model portfolio and dealer group platforms

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Milliman’s new model portfolio strategy allows dealer groups and platforms to apply a rules-based market risk management overlay to any model portfolio’s underlying equity investments. It marks the first time that model portfolio investment teams and financial advisers will be able to manage equity risk on behalf of retirees and other risk-averse clients while also […]

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Australian super funds bring derivatives into the mainstream

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Australian super funds are embracing derivatives to perform a wide range of investment functions, according to a new survey by risk management and retirement specialist firm, Milliman. The survey revealed that roughly four in five funds (79%) using derivatives ‘always’ or ‘often’ used derivatives for risk management and hedging while other popular uses included portfolio […]

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S&P’s Alternative Strategies Multi-Asset Sector Review finds no change in rating outcomes for managers

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Standard & Poor’s Fund Services today released its ratings on the 10 strategies reviewed in the Alternative Strategies Multi-Asset – Diversified Multi Manager and Multi Strategy peer groups. No fund ratings have changed for managers returning from the previous year’s sector review. The peer groups cover funds-of-hedge-funds and multiple strategy single-manager offerings. S&P Fund Services […]

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S&P releases 2011 Sector Report for Alternative Strategies—Futures

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Standard & Poor’s Fund Services has released a report outlining the key findings, themes, and rating distribution of funds within the Alternative Strategies—Futures peer group, following the 2011 review. The group covers subpeer groups Commodity (Long Only), Commodity Trading Advisor, and Global Macro. There were no changes to existing ratings, and three strategies were newly rated.  […]

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S&P assigns Four-Star ‘NEW’ Rating to Advance Alternative Strategies Multi-Blend Fund

Standard & Poor’s Fund Services today assigned its four-star ‘NEW’ rating to the Advance Alternative Strategies Multi-Blend Fund, which is a hybrid approach to fund-of-hedge-funds (FOHF) investing managed through a partnership between Ramius Alternative Solutions (RASL) and Advance Asset Management. The product is designed to mitigate historical issues of investing within FOHFs. Namely, to provide […]

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S&P awards four stars to Pengana Asian Equities Fund

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Standard & Poor’s Fund Services today assigned its four-star rating to the Pengana Asian Equities Fund, which is a long/short beta variable equity fund managed by Pengana Capital Ltd. The product is primarily a fundamental strategy seeking equity market exposure to companies in the Asia-Pacific region, with a historical concentration in China and Hong Kong […]

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S&P: strong case for unconstrained strategies of Alternative Equity Funds

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Alternative equity strategies are proving they have a place in a diversified portfolio, as absolute return, alternative income, and market-neutral strategies continue to outperform relative long-only strategies in uncertain and volatile markets. This is one of several key findings from Standard & Poor’s Fund Services’ alternative equities sector review released today. S&P Fund Services’ alternative […]

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