Daily BriefsQuantitative Analysis

Daily Brief Quantitative Analysis: Are Alternative ETFs Good Diversifiers? and more

In today’s briefing:

  • Are Alternative ETFs Good Diversifiers?

Are Alternative ETFs Good Diversifiers?

By Nicolas Rabener

  • Alternative products with uncorrelated returns do not necessarily provide diversification benefits
  • Out of 10 alternative ETFs, only one product improved the Sharpe ratio of a 60/40 portfolio
  • And correlations should be regarded carefully in the fund selection process

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