Position sizing is your primary tool to control risk. Research shows it drives over 90 percent of a strategy’s risk-adjusted return variance. Portfolio risk management doesn’t live in a vacuum. You ...

JPMorgan Equity Premium Income is an ETF that offers income and volatility reduction to equity portfolios. JEPI works by investing in an active equity portfolio and utilizing a covered call strategy ...

These have been proven to demonstrably reduce risk when paired with other risk assets while enhancing risk-adjusted returns. In the never-ending pursuit of portfolio diversification and risk reduction ...

Over its history, BTAL has been able to improve risk-adjusted returns by nearly 20% relative to a SPY/QQQ combination. If you've followed my work over the past several years, you know one of my ...

Investors and academics have long sought for a way to compare the performance of portfolios on a risk-adjusted basis. If you can adjust for risk, you can directly compare the performance of portfolios ...

The NightShares 500 1x/1.5x ETF (NSPL) is a powerful tool for advisors looking to enhance risk-adjusted returns for clients. NSPL offers leveraged exposure to the night session of the S&P 500. The ...

Sustainable investing is at a crossroads: As a result of the backlash to ESG, sustainable funds had their first annual net outflows in 2023, in both the US and Europe. Even so, we still believe that ...

High risk-adjusted returns suggest efficient performance for the invested capital. Low risk-adjusted returns indicate potentially suboptimal investments. Comparing risk-adjusted returns helps select ...

Maciej Kowara, strategist for Morningstar Research Services, and Alec Lucas, director of manager research for Morningstar Research Services, talk about what surprised them about their research about ...