This calls into question the reliability of industry asset allocation and diversification strategies and the prediction capability of conventional portfolio risk modelling techniques. (greshams-law.com)
Another advantage of investing in alternative investments is owning assets that are not correlated to conventional portfolio investments which can provide additional portfolio diversification. (arborinvestmentplanner.com)
The standard version of the fund targets a 10 % volatility and a 0.7 Sharpe ratio while maintaining low to no correlation with conventional portfolios. (mutualfundobserver.com)