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.
We 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.
The 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.
The 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.
From 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.
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.
Jack Hansen, CFA
Co-Chief Investment Officer
Chief Investment Officer
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.
Read the paper written by Research Affiliates’ Chris Brightman.
Investment advisory services offered through Parametric Portfolio Associates® LLC ("Parametric"), an SEC registered investment adviser. The information on this website is for U.S. residents only and does not constitute an offer to sell, or a solicitation of an offer to purchase, securities in any jurisdiction to any person to whom it is not lawful to make such an offer. Investing entails risks and there can be no assurance that Parametric (and its affiliates) will achieve profits or avoid incurring losses. All investments are subject to potential loss of principal. Parametric does not provide tax or legal advice. Prospective investors should consult with a tax or legal advisor before making any investment decision. Please refer to the disclosure page for important information about investments and risks.
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