A contributed article in FINalternatives by MPI’s Megan Woods analyzes performance of risk parity mutual funds, finding a surprising disparity between offerings in terms of estimated asset exposure and implied leverage levels. This wide range of perceived risk and exposures defies easy comparison and classification, and warrants investors’ careful consideration when evaluating allocations to the fast growing group. See the blog with full footnotes and sources here.
Risk Parity: What’s in a Name?
