by Nicolas Rabener | May 11, 2026 | Uncategorized
Return vs Diversification: What Matters More? The more diversified, the lower the return expectation May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Diversifying strategies do not need to feature high returns Lower correlations are more valuable...
by Nicolas Rabener | May 4, 2026 | Uncategorized
Benchmark Illusions: The Case Against Narrow Equity Benchmarks What should equity funds be measured against? May 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Most equity products should be benchmarked against the global stock market If the strategy...
by Nicolas Rabener | Apr 27, 2026 | Uncategorized
Risk-Managed Equity Exposure IV Reduced drawdowns vs lower returns April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Simple risk-on / risk-off rules have been effective for reducing risk However, the most recent decade was the worst environment...
by Nicolas Rabener | Apr 20, 2026 | Uncategorized
Alts: Volatility Is Not Your Enemy If returns are uncorrelated and positive. April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The less correlated an alternative strategy is, the higher its volatility should be Enables more efficient capital...
by Nicolas Rabener | Apr 13, 2026 | Uncategorized
Intended vs Unintended Effects of Equal-Weighting Stocks Betting against momentum? April 2026. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Equal-weighting beats market cap-weighting over the long term However, there is no performance consistency Comes...
