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Topic4 mentions across episodes
Asset allocation
The fifty fifty chance they're gonna be short apple already. Now you don't have to hold capital against that apple. Whereas if you were two separate hedge funds, you'd hold capital against being long apple, and you have to be capital against getting
18:45 / 19:55
from transcript18:45 – 19:55
In the twenty tens, it was the disinflationary trade, which represented in rates, and it was the tech trade or various flavors of that. What do you see when you do due diligence on a fund, what do you look for? Because I would just think, yeah. Here'
41:15 / 42:16
from transcript41:15 – 42:16
that happens in a multi strategy context. Let's say you have a strategy that has one sharp ratio, and you're a single manager hedge fund. You wanna make a 10 net return. Let's say you have to make a 13% gross return. You have to run all else be equal
17:58 / 19:01
from transcript17:58 – 19:01
And I think most of the clients we're talking to would say, well, I'm still committed to international, still committed to emerging market, but maybe at a lower level. I'm not gonna bail out on it because I know as soon as I bail out on it, it's gonn
34:36 / 35:38
from transcript34:36 – 35:38
if you have patience in a strategy that's like this, they tend to revert. They tend to be cyclical. And so there is a premium to being patient with strategies and not just picking, you know, those at the bottom of the list and saying, okay. Well, tha
10:36 / 11:36
from transcript10:36 – 11:36
Does a just a, let's say, a developed market, index, both US and Europe and perhaps Japan, can can that deliver some level of correlation to the overall index without you being stuck in places like, you know, China for a long period of time or Brazil
23:05 / 24:21
from transcript23:05 – 24:21
Shifting benchmarks is never a good look as it leaves an investor exposed to the perception of playing games to justify underperformance. But this is a rare instance where allocators and boards need to rethink their long held governance structure. Da
7:36 / 8:36
from transcript7:36 – 8:36
...allocation and explaining that this is something that does well in periods which are very different from your traditional equity exposure. And I think, you know, what I like with the equity plus trend strategies or anything that does a combination, I
12:04 / 13:14
from transcript12:04 – 13:14
So, you know, diversification between equities and bonds. Yeah. Yeah. I I I think that from a risk management perspective, because of different volatility characteristics of the two instruments, that is still very much valid. Okay. You know, one has,
35:12 / 36:28
from transcript35:12 – 36:28
And they've realized that in private markets, for example, the optimal number of funds in a portfolio should actually be between it's like twenty two and twenty seven funds, where as we started shifting there and offering more choice, our clients wer
47:49 / 49:05
from transcript47:49 – 49:05
...not asset classes. And we talked a little while ago about David Swensen and stocks, bonds, and other. We never talk about stocks or bonds or others. We talk about active equity or public equity strategies, and those public equity strategies could be
36:45 / 37:52
from transcript36:45 – 37:52
And when but when you get down to it, look, the job of an investor, any investor, is to take risk in the way they're supposed to. Yeah. And multi strategy funds, they take risk. You know? There's no getting around that. Key is is how you take it, how
43:30 / 44:35
from transcript43:30 – 44:35
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