Aneet Chachra, CFA

Portfolio Manager, Diversified Alternatives
Aneet Chachra, CFA | Janus Henderson Investors

Aneet Chachra is a Portfolio Manager, Diversified Alternatives at Janus Henderson Investors, a position he has held since joining Henderson in 2012. Prior to Henderson, Aneet was an equity analyst at Citigroup covering mid-cap oil and gas companies while assisting with coverage of large-cap names. Before Citigroup, he was a macro strategist at Outpost Investment Group, where he generated trade ideas, researched thematic issues, developed risk analytics, and published investment commentary. Aneet also built fixed income analytics across major global markets at JWM Partners. He began his career in 2000 at Morgan Stanley developing tools for interest rate derivative trading.

Aneet holds a BASc degree in engineering and a BA degree in economics from the University of Waterloo in Canada. He holds the Chartered Financial Analyst designation and the Investment Management Certificate. He has 19 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.

How much gold?

Gold and sovereign bonds are typically the only assets that rise in value during periods of chaos, but at what point does holding gold become detrimental to the performance of a well-diversified portfolio? In this article, fund managers Aneet Chachra and Steve Cain from the Diversified Alternatives team at Janus Henderson explore the value of gold as a hedge against stock drawdowns, particularly for non-US investors, and discuss different ways for investors to start thinking about their own exposure.​

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.