Managed Volatility Overview

MV Managed Volatility

In 2006, given our strength in risk modeling and portfolio construction process we were challenged by a client who felt that, as skeptics of the Efficient Market Hypothesis and the Capital Asset Pricing Model, risk itself might be mispriced. Through our research we endeavored to build a strategy which had the potential to provide market like returns but with significantly lower risk than the capitalization weighted index.  This was the genesis of Acadian's Managed Volatility strategy where we are now a global leader.
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