Asset class: Multi-Asset

15.10.2016

The Elephant in the Room: Systematic Risk

Virtually every portfolio manager claims to invest in a risk-controlled manner. However, investors looking at their monthly statements during the...

27.09.2016

Volatility Drag

If bear markets can be described as a rare but catastrophic flood for a portfolio, then everyday volatility drag can...

26.09.2016

The Retirement Conundrum: Untying the Gordian Knot

Examine how the individual components of the typical 60/40 portfolio and target date funds are ill-positioned to get investors 'to...

25.09.2016

Diversifying with the Defined Risk Strategy

By now the arguments for and against picking stocks and indexing are well documented. At Swan Global Investments, our take...

13.09.2016

DRS vs. Tactical Asset Allocation -Strategy Comparison Series

Examine the differences between the goals, track records and drivers of success between the Swan DRS and tactical asset allocation...

28.06.2016

Applying the Power of Compound Growth

Albert Einstein supposedly once said that the most powerful force in the universe is compound interest. Naturally investors seek compound...

07.06.2016

Math Matters: How Math Impacts Results

Investors often are unaware of the math that really drives investment results. This paper dives into the 4 main mathematical...

26.05.2016

The Pain Ratio — A Better Risk/Return Measure

The Pain Ratio — A Better Risk/Return Measure Download PDF Pain Ratio vs. Standard Deviation In a previous post, we...

04.04.2016

Greek Lessons: Delta Explained

The textbook definition is this: “Delta is the ratio comparing the change in the price of the underlying asset to...

18.02.2016

Greek Lessons: Vega Explained

The volatility of an option’s underlying asset is one of the major factors in determining the value of that option....