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Authors:
Edward Baldini, CFA

Associate Director, Investment Strategy and Risk

Kent Stahl, CFA

Director, Investment Strategy and Risk

Gregg Thomas, CFA

Associate Director, Investment Strategy and Risk

Tom Simon, CFA, FRM

Director, Equity Risk Management, Investment Strategy and Risk

Luke Stellini

Director, Strategic Solutions, Investment Strategy and Risk

Publication date: Jan 2017

Is downside risk management still important? A post US election addendum

Opportunities and risks | Appears in: Multi-asset, Downside risk, Factors, Risk

Market trends since the US election reinforce our conviction that a carefully constructed multi-manager approach can mitigate downside risk for equity portfolios across a variety of market regimes. As seen since the election, strategies that rely on low-volatility stocks to mitigate risk may underperform in rising-rate environments.