Alternative Risk Premia – Are They Really Alternative?

A key question when considering an investment in alternatives is whether they are really alternative? That is to say – what diversification properties do the alternatives bring to a portfolio? In this note, we look at some common properties of Alternative Risk Premia (ARP), how they can provide diversification and how the transparent exposures of ARP may allow for effective portfolio construction, a key component to delivering truly alternative sources of return.

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The views and opinions contained herein are those of Schroders’ investment teams and/or Economics Group, and do not necessarily represent Schroder Investment Management North America Inc.’s house views. These views are subject to change. This information is intended to be for information purposes only and it is not intended as promotional material in any respect.