Independent in-depth research from Finimize, Finimize

Finimize Research

Independent, in-depth research from Finimize, combining bottom-up and top-down fundamental analysis to identify investment opportunities.

Reda Farran, CFA. Started as a sell-side equity analyst before joining an investment consultancy to help institutional investors with portfolio allocation and optimization. After that, Reda spent more than 4 years as an equity analyst at Fidelity, researching and investing in stocks across 5 different sectors including green energy and utilities.


Russell Burns, MBA. Has over 25 years experience at investment banks in London and Tokyo, a Japan-based hedge fund, and a special situations advisory firm. He uses bottom-up and top-down analysis to identify investment opportunities.

Theodora Lee Joseph, CFA. First and foremost a long-term investor, and previously spent nine years at Goldman Sachs as an equity research analyst covering European Oil & Gas and chemicals companies.

Stéphane Renevier, CFA. Started out as a multi-asset analyst at British fund manager Schroders, and later worked as a portfolio manager at Wells Fargo, where he managed long-short global macro strategies across all asset classes.

Independent in-depth research from Finimize

Finimize

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Cross Asset Strategy

Multiple Countries / Cross Asset Strategy

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<li>Ray Dalio actually made an art form of it: his All-Weather Portfolio spreads risk across economic scenarios like inflation, deflation, growth, and slowdowns.</li>
<li>You can improve on it by layering a simple trend filter on top. Do that, and the risk-adjusted returns get a serious boost: drawdowns shrink and the ride is smoother.</li>
<li>The traditional All-Weather Portfolio, 2x leveraged, delivered an 8.7% annual return with 13.8% volatility, and a Sharpe of 0.48. The trend-filtered version 8.2% return and a Sharpe 0.71.</li>
</ul>


Ray Dalio actually made an art form of it: his All-Weather Portfolio spreads risk across economic scenarios like inflation, deflation, growth, and slowdowns.
You can improve on it by layering a simple trend filter on top. Do that, and the risk-adjusted returns get a serious boost: drawdowns shrink and the ride is smoother.
The traditional All-Weather Portfolio, 2x leveraged, delivered an 8.7% annual return with 13.8% volatility, and a Sharpe of 0.48. The trend-filtered version 8.2% return and a Sharpe 0.71.


Ray Dalio’s All-Weather Portfolio Works In Any Market – And This Tweak Makes It Even Better