Parametric

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Reengineering the Global Macro Strategy

Parametric and Research Affiliates have joined forces to design a modern approach to the global macro strategy that seeks to deliver diversifying returns to institutional separate accounts without the usual drawbacks of absolute return strategies.

 

Proven_Gradient_Icon.pngWe have designed an empirically robust and theoretically sound strategy that seeks attractive uncorrelated returns by harvesting the risk premia of three proven investment styles across four asset classes - in a liquid manner.  

Value
Carry
Momentum
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Equity Indexes
Fixed Income
Currencies
Commodities
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Predictable_Gradient_Icon.pngRiskControlled_Gradient_Icon.pngThe Parametric / Research Affiliates Systematic Global strategy was designed for simplicity and consistency. We disclose our methodology and report portfolio positions to provide investors with a transparent and predictable experience.

RiskControlled_Gradient_Icon.pngThe strategy makes moderate use of leverage in seeking superior results. Low correlation across styles and asset classes helps avoid risk concentration. And human experts monitor risk on an on-going basis.

Efficient_Gradient_Icon.pngFrom the use of a highly liquid investment universe to the application of sophisticated implementation techniques, we’ve created an approach that seeks to pass on more value to investors at competitive costs.


$11B+

of Research Affiliates strategies are implemented by Parametric

(as of 9/30/2016)

A Natural Partnership

Parametric has been implementing Research Affiliates' strategies since 2009. Our clients trust us to deliver high-impact, low-cost solutions based on world-class research and industry-leading implementation expertise.

JackHeadshot.pngJack Hansen, CFA
Co-Chief Investment Officer
Parametric

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Chris Brightman
Chief Investment Officer
Research Affiliates

 

 

 


Neither Research Affiliates, LLC nor its related entities provide investment advice outside of the United States, Canada and Ireland or offer or sell any securities, commodities or derivative instruments or products. Any such business may only be conducted through registered or licensed entities and individuals permitted to do so within the respective jurisdiction and only in conjunction with the legally required disclosure documents and subject to all legally required regulatory filings or exemptions.

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Research Paper

Read the paper written by Research Affiliates’ Chris Brightman.

 

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