volatility

Hedge Funds

Volatility overlay to prevent Maritime members jumping ship

Maritime Super is offering a managed volatility overlay to its growth and balanced options, a process it has described to members as ‘avoid jumping ship’. It has taken the move to prevent the damaging impact of members switching out of equities into cash during periods of market downturn. Milliman has been hired to apply futures […]
Hedge Funds

Low volatility on the rise

Superannuation funds will make a big shift into low-volatility smart-beta products over the next 12 months, according to Fraser Murray, head of equities at Frontier Advisors. Speaking at a packed Investment Management Consultant Association (IMCA) seminar in Sydney, Murray told how there had been little activity in this space until now, but this was about […]
Hedge Funds

Dynamic asset allocation at AMP and SSgA

The ability of dynamic asset allocation to enhance return and reduce risk in volatile markets was questioned at our most recent Investment Management Consultants Association (IMCA) seminar in Sydney. Nader Naeimi, head of dynamic asset allocation at AMP Capital, and Mark Wills, head of investment solutions at State Street Global Advisors (SSgA), both described their […]
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