Multi-Asset
Janus Henderson offers various multi-asset investment solutions. More specifically, our Adaptive Multi-Asset Solutions Team focuses on maximizing compound returns by mitigating large tail losses and profiting from large tail gains. We believe a distribution of returns, as a measure of risk, is important in determining terminal value, with tail risks — both positive and negative — playing a critical role.
Daily forward-looking estimates of tail losses and tail gains for major asset classes are derived from option market prices. These estimates form the basis for a dynamic asset allocation approach aimed at mitigating material losses from systemic shocks while capturing upside gains.
A Hole in Strategic Asset Allocation
Learn why an adaptive allocation approach can be designed to maximize compound returns while mitigating acute tail risk.
CAPABILITIES
LATEST INSIGHTS
Options-Implied Analysis of U.S. Presidential Election
After the recent party conventions, the options market continues to favor a Biden victory – but does not see his chances of winning increasing.
2020 Trends in Investing: ESG Considerations on the Rise
The 2020 Trends in Investing Survey reveals that ESG investing is gaining popularity among financial professionals and investors in the U.S.
Tell Tail Signs: More Legs to the Risk-On Rally? We Think Not.
Each month, the Adaptive Multi-Asset Solutions Team provides an asset class outlook using option market prices to infer expected tail gains and tail losses.