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, Mr. Elms 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.

Mr. Elms received a BCom degree (Hons) from the University of Melbourne, Australia. He has 29 years of financial industry experience.

Articles Written

Expected Drawdowns – How Much Money Should I Lose?
Quick Views Volatility

Expected Drawdowns – How Much Money Should I Lose?

Addressing the value of drawdown probabilities in helping to calibrate our expectations of price moves.

A Case for Multi Strategy

A Case for Multi Strategy

Learn how well-constructed ‘Multi Strategy portfolios’ can deliver on the original objectives of institutional hedge fund programs.

Market GPS: Out of the Goldilocks Zone?

Market GPS: Out of the Goldilocks Zone?

David Elms, Head of Diversified Alternatives, offers insight into where he sees opportunities in the alternatives space heading into 2020.

Portfolio rebalancing – pick a different day
Thematic Research

Portfolio rebalancing – pick a different day

The majority of asset allocation models are rebalanced on the last day of the calendar month, but is this the best approach to maximize returns? Portfolio manager Aneet Chachra and David Elms, Head of Diversified Alternatives, tested the validity of this traditional market orthodoxy, with some surprising results.