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About: Risk parity     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : yago:WikicatPortfolioTheories, within Data Space : dbpedia.demo.openlinksw.com associated with source document(s)

Type: yago:Abstraction100002137yago:Act100030358yago:Activity100407535yago:Cognition100023271yago:Event100029378yago:Explanation105793000yago:HigherCognitiveProcess105770664yago:Market101097292yago:Process105701363yago:PsychologicalFeature100023100yago:YagoPermanentlyLocatedEntityprogramming languageyago:Theory105989479yago:Thinking105770926yago:WikicatFinancialMarketsyago:WikicatPortfolioTheories New Facet based on Instances of this Class

Risk parity (or risk premia parity) is an approach to investment management which focuses on allocation of risk, usually defined as volatility, rather than allocation of capital. The risk parity approach asserts that when asset allocations are adjusted (leveraged or deleveraged) to the same risk level, the risk parity portfolio can achieve a higher Sharpe ratio and can be more resistant to market downturns than the traditional portfolio. Risk parity is vulnerable to significant shifts in correlation regimes, such as observed in Q1 2020, which led to the significant underperformance of risk-parity funds in the Covid-19 sell-off.