The Derivative Setting the Risk Parity Record Straight (it’s NOT just stocks/bonds) with Resolve’s Rodrigo Gordillo and Mike Philbrick
We’re talking with the purveyors of one of the best performing mutual funds thus far in 2022, the dynamically shifting asset allocator, RDMIX (past performance is not necessarily indicative of future results). It hasn’t all been rainbows and lollipops, however, for the ReSolve Asset Management Global team of Rodrigo Gordillo and Mike Philbrick, and they explain why and when a core of Risk Parity should work, and exactly what is and isn’t a Risk Parity approach (hint: it’s not just levered stocks and bonds).
In this episode, we're tackling topics like; does anyone actually use 60/40, The RDMIX 50/50 portfolio (50% Risk Parity/50% Alpha Strategies), ensembles of alpha sources, diversification of betas, and asset allocation in general, commodity trend following, return stacking and dispersion, and more. Plus, we're getting personal with Rodrigo and Mike (we even include Adam), and it's up to our host Jeff to decipher what is true and what is not.
Chapters:
00:00-02:03 = Intro
02:04-20:19 = Does anyone actually use 60 /40?, "TIPS", and inflation
20:20-30:25 = No, bonds aren’t the end of Risk Parity, Risk Parity isn’t just Stocks/Bonds
30:26-46:01 = RDMIX’s 50/50 portfolio = 50% in Risk Parity/50% in Alpha Strategies
46:02-01:00:53 = Ensembles, Diversification & Asset Allocation in RDMIX
01:00:54-01:16:13 = Commodity Trend Following, Return Stacking & Dispersion
01:16:14-01:24:54 = Three Truthful/not true, well... Manager "stories" from ReSolve
From the Episode:
Return Stacking Whitepaper | Lunch & Learn webinar with ReSolve Asset Management | ReSolve's Riffs Podcast
Previous Podcasts: Researching the Risks of Return Stacking | Talking Asset Allocation, AI, and the Alpha process with Resolve
Follow along with Rodrigo Gordillo @RodGordilloP & Mike Philbrick @MikePhilbrick99 on Twitter and visit investresolve.com for more info
Don't forget to subscribe to The Derivative, and follow us on Twitter @rcmAlts and our host Jeff at @AttainCap2, or LinkedIn, and Facebook, and sign-up for our blog digest.
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