FYI: In August, we published a study looking at how liquid alternative funds have performed using a methodology that considers not only returns, but also the diversification benefits these funds have offered, as captured by their correlations to other asset classes. The goal of the study was to encourage investors to think about liquid alternative funds’ performance within the context of a broader portfolio. This means looking past absolute returns and considering how those return streams fit into a broader portfolio.
Regards,
Ted
https://www.morningstar.com/articles/883541/what-if-the-liquid-alternatives-edition.html
