Asset Allocation – Page 55
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FeaturesIPE Quest Expectations Indicator May 2020
Using last month’s model of the statistics on daily new cases as an early indicator and daily case mortality as evidence of policy change, the 21 April situation looks like:
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News
Singapore’s GIC creates private asset investing framework with PGIM
‘Liquidity risk one of the most critical, but least quantified risk dimensions in portfolio construction’
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UK local authority pool seeks specialist China equity manager
Border to Coast has a £200m-£300m mandate to award
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Australia’s Future Fund makes a A$5.7bn Q1 loss
The fund prioritised reducing its exposure to illiquid assets
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Increased credit allocation could improve schemes’ liquidity, says AXA IM
Expect equity to remain volatile with a ’significant risk of a second leg down’
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Japanese government fund preps move into bonds, EM infra
Considering a fund-of-funds manager as part of its global infrastructure strategy
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Ministry advised to ensure Sweden’s AP funds can attract talent
McKinsey report says broader investment mandate means more demand for specialists
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Ahold scheme funding slumps despite 22.6% return
The pension fund incurred a 2.2% loss on its currency hedge
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PFA pumps $500m into US residential assets
Danish pensions heavyweight buys 49% stake in “high-growth markets” $1.05bn portfolio
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NewsCOVID-19 commentary: rebalancing in bear markets, rethinking SAA
Aon says ‘disciplined rebalancing’ is the right strategy, BlackRock says now’s the time to rethink SAA
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PGB limits crisis impact due to put options
The fund reduced its equity portfolio from 49% to 39% at the start of this year
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Japan’s government fund increases foreign bonds by 10%
Fund pulls back on domestic government bonds exposure for the next five years
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MP Pension uses equity doldrums to close €482m short futures
Danish pension fund still sees light at end of tunnel - but tunnel is long, says CIO
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NewsAon: Alternatives, ESG integration struggling for DC foothold
Consultancy finds surprising and ‘underwhelming’ results in DC survey
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Velliv keeps shares underweight despite long-term return prospects
Chief strategist says share price falls, aid packages boost long-term picture
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FeaturesFixed income, rates, currencies: Global economy under pressure
At the end of February, after a week that saw stock markets around the world plummet, US Federal Reserve chair Jerome Powell sought to calm fears, saying that the Fed would “act as appropriate” to support growth.
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FeaturesAhead of the Curve: The mega-cap conundrum
Last year was challenging for quantitative equity strategies with a large proportion of them underperforming their benchmark on a rolling one-year basis. There has, therefore, been a great deal of interest in understanding the shortcomings of quantitative portfolios over the same calendar year.
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