New Mexico fund readies for trouble
A reduced and reworked equities allocation, a buildup of income-producing assets and a commitment to readily available cash are all part of NMSIC CIO Robert Smith’s protection plan.
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No rewards as systemic risk and turbulence ratings soar
The market is reflecting a high state of systemic risk and turbulence, and investors should adjust their allocation to growth assets accordingly, says Lucas Turton, chief investment strategist of Windham Capital Management.
The evolution of risk
Chief investment officer of Windham Capital Management and researcher extraordinaire, Mark Kritzman, is using his proprietary turbulence and systemic risk indicators to calculate the internal systemic risk of total institutional portfolios. He says this analysis can deliver a powerful precursor to portfolio volatility in the future.
Asset Allocation