Insights from Riskelia’s « Risk Off » portfolio: too early to call the end of the correction

Posted on 01. Sep, 2015 by Jean Jacques Ohana in Weekly Focus

Riskelia’s “Risk Off” portfolio builds an allocation based on the Radar’s recommendations negatively correlated to global equities. As a matter of fact the correlation between the “Risk Off’ portfolio and global equities stands around -70% (figure 1). In addition to this negative correlation to equities, the “Risk Off” portfolio ensures positive returns in the long [...]