David Elms

Head of Diversified Alternatives | Portfolio Manager
David Elms | Janus Henderson Investors

David Elms is Head of Diversified Alternatives for Janus Henderson Investors responsible for enhanced index, risk premia, and hedge fund portfolios. Prior to joining Henderson in 2002, he spent eight years as a founding partner at Portfolio Partners. He was initially based in Melbourne, where he managed derivatives and enhanced index portfolios, and was later seconded to Aviva in London in a corporate strategy role following Aviva’s acquisition of Portfolio Partners. Earlier, he spent three years as associate director at County NatWest Investment Management, Melbourne, where he was responsible for equities and equity derivative trading as well as quantitative research.

David received a BCom degree (Hons) from the University of Melbourne, Australia. He has 28 years of financial industry experience.

Articles Written

Selling volatility – is the juice still worth the squeeze?
Global Perspectives

Selling volatility – is the juice still worth the squeeze?

Are investors being sufficiently compensated for taking asymmetric risk? In this article, portfolio manager Aneet Chachra and David Elms, Head of Diversified Alternatives, evaluate changing market conditions for equity volatility in the US and UK.

Factor timing – You’re doing it wrong!
Mega Trends

Factor timing – You’re doing it wrong!

The quantitative finance world has recently been transfixed by its version of the East Coast/West Coast feud. But instead of Brooklyn versus Compton rappers, it’s their suburban cousins Greenwich versus Newport Beach arguing over factor timing.

Mega Trends

The Curse of the ETF Tourist

The growing popularity of investing in exchange traded funds (ETFs) is a key component of the active versus passive debate. Here, Aneet Chachra, fund manager, and David Elms, Head of Diversified Alternatives, from Henderson’s Multi-Strategy Team, explain why investing in many ETFs is actually an ‘active’ call and explore how investors in these vehicles have typically fared.