Month: January 2019
We find that a long or prolonged drawdowns early in an investor’s retirement can dramatically increase the probability of failure.
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
In this commentary we explore whether manager diversification can have risk reduction benefits like those found with asset diversification.
Tightening the Uncertain Payout of Trend-Following
By Nathan Faber
On January 28, 2019