Perspectives

The Disparity Among Risk Parity Managers: A Framework for Assessing Risk Parity Performance

Author

David Eichhorn, CFA

David Eichhorn, CFA

Chief Executive Officer

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Evaluating risk parity manager performance is complicated, so we set out to do it and did not find solid evidence of alpha for the cohort of managers.

What we did find is a method for identifying what we believe is not only a more relevant benchmark for risk parity managers, but also an accessible investment solution that could be included as part of a risk parity investment strategy.

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~23-minute read

David Eichhorn, CFA

David Eichhorn, CFA

Chief Executive Officer

David became CEO on Dec. 31, 2020, more than 20 years after joining NISA and developing the Investment Strategies Group. With more than 30 years of…

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