Windham Risk Premia Strategy

Our Risk Premia strategy allocates to multiple factors within and across asset classes, that have been shown to generate attractive risk-adjusted returns over time. We combine these risk premia into a liquid portfolio that seeks to deliver consistent, absolute returns with low correlation to stocks and bonds.


Philosophy

    • Investors are compensated for the assumption of risk, not for simply holding asset classes.
      • Standard asset classes can be decomposed into quantifiable and tradable risk premia.
        • By investing in those risk premia, investors are better able to diversify their portfolios.
          • Returns cannot be predicted effectively.

Objective

          • Seeks positive absolute returns.
            • Targets a volatility of 12% and seeks to provide absolute returns which have a low correlation with traditional equity and fixed income markets.

Investment Approach

          • We construct a portfolio of investable risks which underpin traditional asset classes; each a type of risk premium.
            • We combine these risk premia into a liquid portfolio that seeks to deliver consistent, absolute returns with low correlation to stocks and bonds.

Windham Risk Premia Strategy Overview

Press Release: Richard Lindsey, Ph.D. and Andrew Weisman join Windham Capital Management as Co-Portfolio Managers for Windham Liquid Alternatives.