CE Webinar: Demystifying Risk Parity Through 90 years of History

Is Risk Parity nothing more than a levered bond portfolio? Does Risk Parity only thrive when stock-bond correlations are low? Is Risk Parity insidiously sowing the seeds of the next 1987-style market collapse?

The financial media seems to think so, and they’re not shy about it. Which got us thinking: what does history have to say about Risk Parity? We invite you to set aside your opinions and join us as we examine 90 years of Risk Parity history to separate fact from fiction.

During this session, you will learn:

- The fundamental underpinnings of how Risk Parity actually works versus how people perceive it to work;
- Exactly why Risk Parity portfolios have large bond allocations, and why having a structurally large allocation is a valuable feature rather than a vulnerability;
- How Risk Parity portfolios can thrive across very different and difficult economic conditions, including extended periods of high correlation between stocks and bonds;
- The two major reasons that Risk Parity portfolios are highly unlikely to exacerbate future market corrections, let alone cause them; and ultimately,
- How multi-asset factor strategies can dramatically enhance returns, reduce volatility and limit downside risk compared to other traditional passive portfolios.

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