Financial Charts

Systematic Alternative Risk Premia

Our Systematic Alternative Risk Premia strategy is designed to capture carry, value and momentum risk premia across fixed income, equities, currencies and commodities through a rules-based approach.

Strategy Goals

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.

 Compelling Gradient Icon  Predictable Gradient Icon

Compelling Predictable

 Risk Controlled Gradient Icon  Efficient Gradient Icon

Risk-Controlled    Efficient

  • Compelling
  • Predictable
  • Risk-Controlled
  • Efficient
We have designed an empirically robust and theoretically sound strategy that seeks attractive uncorrelated returns by harvesting the risk premia of three 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 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.

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.

$15.5 B+

of Research Affiliates strategies are implemented by Parametric
(as of 03/31/2019)

How to Invest and Related Products

The investment strategy described herein is designed to be implemented in a separately managed account (SMA) maintained by a qualified custodian. Investors should contact their financial advisor to establish an SMA. Parametric currently serves as a sub-adviser to investment products offered and distributed by its affiliate, Eaton Vance Distributors, Inc., a registered broker-dealer. Parametric sub-advises a fund with a strategy similar to the one presented herein. For more information on related products, please visit*.

*We are providing a link to the Eaton Vance website for your convenience only. It is for informational purposes only and is not an offer to buy or sell any security.  Although Parametric is an affiliate of Eaton Vance, Parametric does not administer the website or control any of its content. Accordingly, such link is provided “as is”, without representation or warranty, express or implied, as to the accuracy of such content or its completeness or timeliness, all of which (including, without limitation, any implied warranties of merchantability or fitness for a particular purpose) Parametric expressly disclaims. Such link’s appearance on Parametric’s website should not imply our endorsement of the linked site or its content. Parametric is not responsible for your use of the linked site, its content, or any other resources (including, without limitation, other linked sites and their contents) accessible through it. If you choose to leave this website and visit the linked site, you will be subject to its terms of use and privacy policies. By clicking below and continuing to the linked site, you acknowledge and agree to the foregoing.


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.

Systematic Alternative Risk Premia is offered by Parametric Investment & Overlay Strategies.  For additional information please visit the Disclosure page.

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