Sentences with phrase «tail risk funds»
Not exact matches
By contrast, just two officials forecast a funds rate below the median, suggesting the tail risk for markets is for higher, not lower, rates.
https://www.cnbc.com/
The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.
As of May 17, 2018 the Cambria Tail Risk ETF MSCI ESG Fund Quality Score is 6.89 out of 10.
In their May 2013 paper entitled «Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?»
The Cambria Tail Risk ETF is an actively managed fund that holds mostly cash and treasuries while using the strategy of buying put options on the S&P 500 with the purpose of portfolio downside protection.
I'm not suggesting my portfolio's some absolute return tail - risk hedged uber - vehicle (though I'm not averse to all that, resources permitting), I really mean it in the old - fashioned sense (& purpose) of a hedge fund — I worry as much about preserving my wealth, as I do about increasing my wealth.
The 22 August 2011 article Saving your portfolio's tail — at a price contrasts James Montier view on not buying expensive tail risk insurance to that of Diversified Global Asset management, a Canadian fund manager that successfully used tail risk insurance to hedge his portfolio from the volatility in early August 2011.