{"id":287291,"date":"2023-04-26T08:55:13","date_gmt":"2023-04-26T12:55:13","guid":{"rendered":"https:\/\/qa.bluevaultpartners.com\/?p=287291"},"modified":"2023-09-16T20:42:26","modified_gmt":"2023-09-17T00:42:26","slug":"trend-following-and-the-diversification-potential-of-positive-skew","status":"publish","type":"post","link":"https:\/\/qa.bluevaultpartners.com\/trend-following-and-the-diversification-potential-of-positive-skew\/","title":{"rendered":"Trend following and the diversification potential of positive skew"},"content":{"rendered":"<h1>Trend following and the diversification potential of positive skew<\/h1>\n<p>April 26, 2023 | Andrew Snyder | CAIS<\/p>\n<p>Investors tend to rely upon well-known risk-adjusted return measures\u2014such as Sharpe and Sortino ratios\u2014when using alternative strategies to build diversified portfolios and extract differentiated returns. But are investors sometimes forgetting about other important properties that may create a well-diversified portfolio?<\/p>\n<p><strong>What you\u2019ll learn:<\/strong><\/p>\n<p>Trend following is one of the largest and most established hedge fund strategies, which aims to diversify against negatively skewed portfolios.<\/p>\n<p style=\"padding-left: 40px;\">\u2022 With negative correlation to global equities and a shallower max drawdown, trend following may serve as a diversifying complement to a traditional equity allocation.<\/p>\n<p style=\"padding-left: 40px;\">\u2022 In tempering volatility and drawdown, investors would have historically enjoyed a smoother ride with an allocation to trend-following funds.<\/p>\n<p style=\"padding-left: 40px;\">\u2022 In this piece, we will investigate the potential benefits of incorporating investments with characteristics of positive skew into a portfolio, specifically, trend-following strategies.<\/p>\n<p style=\"text-align: center;\"><a class=\"fasc-button fasc-size-medium fasc-type-flat\" style=\"background-color: #33809e; color: #ffffff;\" target=\"_blank\" rel=\"noopener\" href=\"https:\/\/www.caisgroup.com\/articles\/trend-following-and-the-diversification-potential-of-positive-skew?utm_campaign=2023-weekly-newsletter&amp;utm_medium=email&amp;_hsmi=255269479&amp;_hsenc=p2ANqtz--2tUMbbgJ4C4DheVqkGGdbXhoUtOk7HizTmY7YGrwKkp6vinzlGivWMWmNAAZ4MOwuFHByLNMhiY_oLpQUpp0G_XTkNhmtOYwZMY_2DH-g4lF2x3Q&amp;utm_content=255269479&amp;utm_source=hs_email\">\u2261 Continue Reading<\/a><\/p>\n<div style=\"clear:both;\"><\/div>","protected":false},"excerpt":{"rendered":"<p>Trend following and the diversification potential of positive skew April 26, 2023 | Andrew Snyder | CAIS Investors tend to rely upon well-known risk-adjusted return measures\u2014such as Sharpe and Sortino &hellip; <\/p>\n<p><a href=\"https:\/\/qa.bluevaultpartners.com\/trend-following-and-the-diversification-potential-of-positive-skew\/\" class=\"read-more\">Read more<\/a><\/p>\n","protected":false},"author":3464,"featured_media":269304,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"single-article.php","format":"standard","meta":{"_et_pb_use_builder":"","_et_pb_old_content":"","_et_gb_content_width":"","footnotes":""},"categories":[2712,2743],"tags":[],"class_list":["post-287291","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-cais","category-service-provider-perspectives"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v23.4 - 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