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

Tell Tail Signs: Options Markets Still Sniffing Inflation

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.

Brexit Update – Curb Your Enthusiasm

Paul O’Connor, Head of the UK-based Multi-Asset Team, comments on the market reaction to the last-minute plot twist emerging from the Brexit negotiations.

Tell Tail Signs: Options Markets Still Sniffing Inflation

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.