Flirting with Models

Research Library of Newfound Research

Tag: risk contribution

How to Not Ditch Your Investment Plan

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On November 21, 2016

Investing is one part skill and one part discipline. Setting proper expectations can improve discipline and help you not ditch your investment plan.

Risk Budgeting (with Spreadsheet)

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On August 3, 2014

Risk budgeting is the process of allocating portfolio weights to target a specific risk profile. We have included a spreadsheet that simplifies this process

Risk Attribution in a Portfolio

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On July 28, 2014

Return attribution in a portfolio is common, but risk attribution is less well-known. It is important to know both sources of return and risk.

Capital Diversification versus Risk Diversification

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On December 11, 2012

Capital diversification may indicate that our portfolio is well-balanced when it is actually be highly concentrated. Risk diversification remedies this.

About Newfound

While other firms 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.

We work exclusively with institutions and financial advisors.





Tactical Asset Allocation: Opportunistically adapt and rotate portfolio exposures away from areas of perceived weakness.

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About Us

While most firms 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.

We work exclusively with institutions and financial advisors.

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