Flirting with Models

The Research Library of Newfound Research

Tag: drawdowns

Drawdowns and Portfolio Longevity

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On January 22, 2019

We find that a long or prolonged drawdowns early in an investor’s retirement can dramatically increase the probability of failure.

Accounting for Autocorrelation in Assessing Drawdown Risk

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On August 21, 2017

Volatility can predict drawdowns, but incorporating autocorrelation yields more accurate predictions in equities, low vol, income, and managed futures.

Risk Managing Risk Management

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On July 21, 2016

Developing a robust risk management sleeve requires a thorough consideration of risk management capabilities and costs for each strategy.

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While other asset managers focus on alpha, our first focus is on managing risk.

We know investors care deeply about protecting the capital they have worked hard to accumulate. And as investors approach and enter retirement, managing “sequence risk” becomes even more important.

Newfound Research is a quantitative asset management firm with a focus on risk-managed, tactical asset allocation strategies.  We were founded in August 2008 and are based out of Boston, MA.

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