Hedged equity (or options overlay) strategies can provide higher risk-adjusted returns over broad-based equity indexes, in part by using options to minimize the impact of market disruptions and downturns.
Full report detailing JPM's long-term capital market return assumptions for 2013
Chart of JPM's long-term capital market return assumptions. Deleveraging will depress growth while risk assets should offer decent returns
Executive summary of JPM's long-term capital market return assumptions for 2013
It was another rollercoaster ride for equity markets but this time ending on a high note, with the S&P 500 Index delivering a thrilling 13.6% return in the first quarter, the best start to a year since 1998.
Risks assets have delivered very strong performance in recent months, notwithstanding last week’s volatility. At the same time, global bonds have not meaningfully sold off in this otherwise risk-on environment.
In lower cost, liquid vehicles, alternative risk premia strategies can strengthen a risk-return profile.
Pension Pulse Summer 2019
This full report is a comprehensive and detailed analysis of our 10-to 15 year asset class forecasts. US version.
Pension Pulse Spring 2019