Stress-test your portfolio with Greek shock...
In The AFR I argue that the Greek crisis provides for the perfect opportunity to stress-test, or shock, your portfolio...With this in mind, I analyse the relative total return performance of a range of asset-classes during the exceptionally turbulent month of June, including housing, cash, government bonds, ASX hybrids, Aussie and global equities, fixed- and floating-rate debt, and hedge funds, among others. I find that market-neutral equities, housing, cash, and floaters withstood the shock best, with government bonds, fixed-rate bonds, and equities suffering by far the biggest losses. The results are summarised in the chart below. Click on this link to read my full AFR article for free (VIEW LINK)
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Chris co-founded Coolabah in 2011, which today runs over $8 billion with a team of 40 executives focussed on generating credit alpha from mispricings across fixed-income markets. In 2019, Chris was selected as one of FE fundinfo’s Top 10 “Alpha Managers” based on his risk-adjusted performance throughout his career across. He previously worked for Goldman Sachs in London and Sydney, the Reserve Bank of Australia, and founded the award‐winning research/investment group, Rismark. He has regularly advised governments, developing unique policy proposals. Chris graduated with the University Medal (Economics & Finance) from Sydney University. He studied in the PhD program at Cambridge University in 2002/03, leaving to set up his funds business.
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Chris co-founded Coolabah in 2011, which today runs over $8 billion with a team of 40 executives focussed on generating credit alpha from mispricings across fixed-income markets. In 2019, Chris was selected as one of FE fundinfo’s Top 10 “Alpha...
Expertise
Chris co-founded Coolabah in 2011, which today runs over $8 billion with a team of 40 executives focussed on generating credit alpha from mispricings across fixed-income markets. In 2019, Chris was selected as one of FE fundinfo’s Top 10 “Alpha...
Expertise
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